Back to Options
Options Enterprise Only

Real-Time Options

Low-latency, streaming, filtered options with derivative calculations to save you money. The most affordable real-time options data on the market.

Source

Options Price Reporting Authority (OPRA)

Update Frequency

Real-time

History

N/A

Access Methods

API, WebSocket

View API Documentation →

Enterprise Access Required

This data feed is available exclusively with our Enterprise plan. Talk to our sales team to get started.

Request Enterprise Access

Included Data Points

Open InterestTimestampImplied VolatilityGreeksUnusual ActivityType: Put or CallExpiration DateExercise StyleLast PriceBidAskVolume

Key Features

  • Real-time streaming
  • Live Greeks
  • Unusual activity alerts
  • Full chain coverage
  • WebSocket delivery
  • Pre/post market data

Common Use Cases

  • Options trading desks
  • Real-time risk management
  • Volatility trading

Frequently Asked Questions

Yes. Stock prices are included to calculate Greeks, IV, and the moneyness of options contracts. Users can upgrade from the free source of stock prices included if necessary.

If you are interested in taking a free trial, contact us at sales@intrinio.com or through chat on the website and we will send you a form. We submit this form to the exchange to obtain approval for a free, 14-day trial.

Yes.

This is a daily tag/item which is typically updated at pre-market (around 4am EST). It is the number of open contracts at market open and it does not change throughout the day.

For real-time options, 1Gbps should provide enough size. Keep in mind that since data is passed through to another server, your upload speed needs to also match to get it to your other server.

There is always a 1-for-1 pairing of put/call for each strike, but the contract count (as measured by open interest) for each side of those pairings can vary wildly or even be 0. Filtering out puts/calls with 0 open interest is a common best practice.

Some, but not all options symbols have daily and weekly contract expirations. For example, SPX and SPXW are used for daily and weekly respectively. You can use both symbols to get both daily and weekly contract expirations.

Pre-market trading begins at 4am EST.