Account
Real-Time Options
Low-latency, streaming, filtered options with derivative calculations to save you money
Included Data Points
Everything you know you need, plus everything you didn't know you needed
Open Interest
Timestamp
Volume
Implied Volatility
Greeks
Last Price
Unusual Activity
Type: Put or Call
Bid
Ask
Expiration Date
Exercise Style
Price
$2,500/mo
History
N/A
Access Methods
API, WebSocket
Source
Options Price Reporting Authority (OPRA)
Volume
100%
Update Frequency
Real-time
Licensing
Business Use
Support
Ticketing, Instant Chat
Free Trial
Yes
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The "Gist"
The most affordable real time options data on the market with tons of extra features and data points
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Best For
Options traders, options trading websites
API Reference
Developers love our documentation and you will too.
How To's
Quick start guides with real code examples to get you you up and running
FAQ
What are the exchange fees?
OPRA charges different fees based on your use case. Internal display use is $600/mo plus per user fees. For internal non-display, for use cases such as creating derived data or in trading models, the fee is $2,000/mo. Display use outside your firm is $1,500 plus per user fees. Per user fees are $1.25/mo for non-professionals and $31.50 for professionals.
Are stock prices included?
Yes. Stock prices are included to calculate Greeks, IV, and the moniness of options contracts. Users can upgrade from the free source of stock prices included if necessary.
How can I take a free trial?
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.
Is Pre-Post Market data available?
Yes.
What is open interest for delayed and real time options?
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.
What is the size of data the websocket pushes out on a daily basis?
For real time options, 1Gbps should provide enough size. We suggest keeping in mind that since data is passed through it to another server, your upload speed needs to also match to get it to your other server.
For the Options Realtime feed, is there a 1 for 1 pairing of calls and puts for each option contract?
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 value for open interest is a common best practice.
For the Options Realtime feed, where are the weekly contract expirations for SPX and other popular instruments?
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.
What time does pre-market trading start?
Pre-market trading begins at 4am EST.
Pairs well with
Nasdaq Basic
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Global Real-Time Indices
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Trusted by top innovators
How does it work?
Fast
Simple
Affordable
Easy
Like no data provider you've ever worked with
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Create an account
Our experts will add a free trial to your account
Visit our documentation, SDKs, and how-tos to start pulling data
Subscribe to the data feed once you are comfortable with the quality
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