Intraday Historical Options

Historical bars in multiple formats for US options contracts

Included Data Points

Granularity to supercharge your model or website

1, 10, and 15 min bars
10-min Full Market Snapshots
Implied Volatility
Greeks
Unusual Activity
Price
$4,800/yr
History
~2 years
Access Methods
API, CSV, s3, Snowflake
Source
OPRA
Volume
100%
Update Frequency
Real-Time
Licensing
Business Use
Support
Ticketing, Instant Chat
Free Trial
Yes

The "Gist"

Easiest, most affordable way to bundle backtesting data with your real-time data

Best For

Quantitative options traders, backtesting

How To's

Quick start guides with real code examples to get you you up and running
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FAQ

Are there any exchange licensing requirements?

If historical data is accessed after 3:00 AM EST the morning after it is generated, no. Paperwork is required for data generated 15 or fewer minutes before it is accessed with fees applying for historical access fewer than 15 minutes.

How much history do you have?

History for this feed goes back to 2022-12-08. Note: this is for intervals, nothing else.

What formats are available?

Tick, 1-5-10 min bars, and 10 min full market snapshots.

Does Intrinio include Greeks for unusual activity and implied volatility for Intraday Historical Options?

For Intraday Historical Options, implied volatility has Greeks, but not unusual activity.

Pairs well with

Real-Time Options

Learn More

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How does it work?

Fast
Simple
Affordable
Easy

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