Historical Options Data

Access Comprehensive Global Coverage for Options and Futures Data. Dive into our extensive option datasets alongside rich data offerings for the options futures markets. Also, explore our New Cutting-edge datasets. IVolatility: Trusted by Global Industry Leaders.

Request Data
Earnings Calendar IVX0 Days to Expiration US Fixed Income markets European Fixed Income markets US Equity Options European Equity Options Asian Equity Options US Futures & Future Options European Futures & Future Options Asian Futures & Future Options
Most popular

Covers options from the USA, Canada, Europe, and Asia on equities including stocks, ETFs, market indices, and volatility indices. Earliest historical data for US starts 2000. Benchmark indices include the S&P500, VIX, Eurostoxx 50, DAX, CAC, Nikkei, HSI, ASX200 and others. Data includes market prices such as bid and ask along with OHLC for options, volume, OI, and equity close prices. Implied Vols are available based on option prices, or in a normalized surface by Moneyness or Delta.

Most popular datasets: Option prices, volumes, OI, IV&Greeks, Surface by Moneyness, IVIndex

Frequency: EOD (Daily); Intraday (1/5/15/30/60 minutely or any custom frequency)

Delivery: File based, Managed DB, API Data Cloud, Snowflake, Public Cloud - AWS, Azure

Covers futures and future options from the USA, Europe, and Asia futures exchanges on different products such as equity futures indices, commodities futures, fixed income futures, FX futures, etc. Earliest historical data for US futures starts 2006. The most popular futures include ES E-mini, CL Light crude oil, Euro Bobl, Euro Bund, Euro SCHATZ, and others. Data includes settlement prices along with OHLC, volume, and open interest. Implied Volatility data is available based on option prices or in a normalized surface by Moneyness or Delta.

Most popular datasets: Option prices, volumes, OI, IV&Greeks, Surface by Moneyness, IVIndex

Frequency: EOD (Daily); Intraday (1/5/15/30/60 minutely or any custom frequency)

Delivery: File based, Managed DB, API Data cloud, Snowflake, Public cloud - AWS, Azure

Data and pricing services for US and European Corporate bonds, US Municipal bonds, and US Mortgages. For US/European corporate bonds, we provide the post-trade (FINRA Trace) and pre-trade (Bid/offer markets) end of day pricing data sets. For US Municipal bonds, we provide post-trade (MSRB) data sets. These datasets are enhanced by derived analytics and reference fields. For US Mortgage market, we provide Fannie Mae, Freddie Mac, Ginnie Mae single- and multifamily loan level and pool level data enriched with proprietary pricing and valuation fields. Additionally, we provide rate curves for international benchmarks like SOFR, ESTR, etc.

Most popular datasets: Fixed Income pricing and valuation

Frequency: EOD (Daily)

Delivery: File based

Reference data: Dividends, Interest rates and Corporate actions complement options and implied volatility data to explain input assumptions used in calculations, and to keep the history of options data continuous, and not dependent on ticker changes. This allows you to backtest and design strategies without having to worry about things like corporate spinoffs or special dividends. We also offer a cutting edge Earnings Calendar Dataset that includes historical earnings results, upcoming implied stock moves, and specific strategies to take advantage of these moves.

Most popular datasets: Earnings, Dividends, Rates, Corporate Actions

Frequency: EOD (Daily)

Delivery: File based, Managed DB, API Data cloud, Snowflake, Public cloud - AWS, Azure

New Datasets
US IVX0DTE

IVX0DTE is our proprietary Volatility Index, one of our latest data set releases that builds upon our proprietary IVX® index and is the ideal solution to back test Zero Days to Expiration (0DTE) options trading strategies.
This new dataset provides comprehensive options information on 0DTE options — one of the fastest growing asset classes in the market today.

US Earnings

IVolatility is pleased to announce our cutting edge IVX Earnings Data Calendar. This comprehensive data set is designed to create actionable trade ideas before an upcoming earnings announcement.

US Fixed Income Pricing and Valuation

Data and pricing services for US Corporate bonds, US Municipal bonds, and US Mortgages. This dataset is enhanced by derived analytics and reference fields. For US Mortgage market we provide Fannie Mae, Freddie Mac, Ginnie Mae single- and multifamily loan level and pool level data enriched with proprietary pricing and valuation fields.

European Fixed Income Pricing and Valuation

Data and pricing services for European Corporate bonds. This dataset is enhanced by derived analytics and reference fields.