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Options
EOD Historical Options
Backtest and chart your options strategy without breaking the bank. Consistent, affordable coverage of EOD options data.
Source
OPRA
Update Frequency
Daily
History
2+ years (bulk download to 2008 available)
Available on All Plans
Access this data starting at $150/mo with our Individual plan. Free trial available.
Included Data Points
CloseClose BidClose AskVolumeOpen InterestOpen Interest ChangeNext Day Open InterestImplied Volatility ChangeGreeks
Key Features
- Full options chains
- Greeks (Delta, Gamma, Theta, Vega)
- IV surfaces
- 2+ years of history
- OPRA sourced
- Unusual activity
- Multiple delivery formats
Common Use Cases
- Options strategy backtesting
- Volatility research
- Risk modeling
- Options analysis platforms
Frequently Asked Questions
Probably not. In rare cases users that need EOD earlier after market close will need to pay exchange fees. Typically, there are no additional fees.
Standard plan dates back to 2021-09-27. For longer history, a bulk download with history to 2008-01-02 is available for a one-time fee.
Two versions: one at 4:45 PM EST (may require exchange paperwork), and one at 3:00 AM EST (no paperwork or additional fees).
Yes. Greeks for unusual activity and implied volatility are included.
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