| Dataset |
Description |
Sample file |
Cost* |
| Historical Volatility (both end-of-day and Parkinson's) |
Realized (historical) volatility data.More details in the Knowledge Base |
download sample |
$0.02 per record. A year data for single stock costs about $5. |
| Individual Options Contracts Volatilities |
Actual implied volatility and Greeks based on the full string for the listed contracts.More details in the Knowledge Base |
download sample |
$0.036 per record (full option chain). A year data for one stock (full option chain data) costs about $9. |
| Implied Volatility Index |
A weighted ATM measure of a stocks expected volatility estimated for 1, 2, 3, 4, 5, and 6 months.More details in the Knowledge Base |
download sample |
$0.036 per record (all IVX horizons data included). A year data for one stock costs about $9. |
| Implied Volatility Surface |
A surface normalized by moneyness and maturity built on "raw" IV basis by interpolation.More details in the Knowledge Base |
download sample |
$0.06 per record (full volatility surface for a stock). A year of data for single stock costs about $15. |
| Options prices (NBBO) with volume and open interest |
Daily close NBBO prices for all options with volumes and open interests of each option |
download sample |
$0.0144 per record (full option chain for a stock). A year of data for single stock costs about $3.60 |
* minimum charge is $3 per download. If your data fee for a download is less than $3 you are given a credit on the difference and can download more data within 24 hours without being charged the 'Download' Fee. 
