Black Friday sale: 30% off on data
US Historical Tick and Intraday Options Data
Created by the same team and based on the same methodology as our award-winning End-Of-the-Day database used by many leading firms in the industry, our Historical 1 minute Intraday Options data and Tick level trades data take the next big step.

1. NEW: Option trades tick data with IV

Tick level Option Trades include the following data:

  • Tick by tick option trade prices with sizes (time and sales data)
  • Options' bid/ask quotations at the moment of trade
  • Underlying's bid/ask/trade prices at the moment of option's trade
  • Options' Implied Vols and Greeks based on trade's price
  • History since Jan -2014
  • Ongoing daily update right after the close
  • Complimentary data such as dividends, rates, corporate actions are included as well.

Easy delivery via FTP server or by a media device, while access to the new trades data update service is on the same day after the close via FTP.

  • Data is delivered in csv-files (one type of data in 1 file)
  • Managed Database solution where data is delivered in a native Database structure
  • Ongoing Daily update service is available for any type of delivery the same day after the close


Available Tick by tick option trades datasets and samples:

US Equities
1. Option trades tick data (w/o IV&Greeks)
Sample of SPX option trades tick data
Sample of SPY option trades tick data
Sample of AAPL option trades tick data
2. Option trades tick data with IV&Greeks
Sample of SPX option trades tick data with IV&Greeks
Sample of SPY option trades tick data with IV&Greeks
Sample of AAPL option trades tick data with IV&Greeks

Download and read detailed option trades tick data guide. Options Tick Data guide

2. Intraday 1 minute Options Data

What is included:
  • US listed equities, including stocks, ETFs, ADRs and indices and all traded options
  • More than 4400 US equities with options
  • Over 800,000 US equities options
  • Intraday history starts August 2011
  • 1 minute data snapshots with prices and implied volatilities:
    1. US equities prices with sizes and volume, 1 minute data snapshot.
    2. Raw Implied Volatilities (Raw IV): includes US OPRA options prices with volume & OI, IV, Greeks for all strikes and expirations, 1 minute data snapshot.
    3. Complimentary data such as dividends and corporate actions like splits and symbol changes are included.
  • Daily update service is available intraday or the same day after the close.

Delivery choices:
  • Compressed csv-files delivery in a database format, with each stock's data in a separate file. Delivery is easy via FTP server or by a media device, while access to the new intraday data update service is available intraday or the same day after the close by FTP.
  • Data deployment in Bigdata ecosystem using Hadoop and Hive, installed on the client server with all requested history.

1 minute US Options data samples:
Sample of SPX 1 minute options Raw IV
Sample of VIX 1 minute options Raw IV
Sample of GOOG 1 minute options Raw IV

Download and read detailed 1 minute intraday data guide. Intraday data guide

3. Intraday 1 minute US Underlyings Data

What is included:
  • US listed equities, including stocks, ETFs, ADRs and indices.
  • More than 4400 US equities with options.
  • Intraday history starts August 2011.
  • 1 minute data snapshots with prices and volume:
    1. US equities prices with sizes and volume, 1 minute data snapshot.
    2. Complimentary data such as dividends and corporate actions like splits and symbol changes are included.
  • Daily update service is available intraday or the same day after the close.

Delivery choices:
  • Compressed csv-files delivery in a database format, with each stock's data in a separate file. Delivery is easy via FTP server or by a media device, while access to the new intraday data update service is available intraday or the same day after the close by FTP.
  • Data deployment in Bigdata ecosystem using Hadoop and Hive, installed on the client server with all requested history.

1 minute US underlyings data samples
Sample of SPX 1 minute prices
Sample of VIX 1 minute prices
Sample of GOOG 1 minute prices

Download and read detailed 1 minute intraday data guide. Intraday data guide


Call + 1 (201) 275-1111 or email sales@ivolatility.com to order the data, or fill request form.


Call + 1 (201) 275-1111
or email sales@ivolatility.com
to order the data,
or fill request form.
Black Friday sale: 30% off on data
US Historical Tick and Intraday Options Data Created by the same team and based on the same methodology as our award-winning End-Of-the-Day database used by many leading firms in the industry, our Historical 1 minute Intraday Options data and Tick level trades data take the next big step.


Call + 1 (201) 275-1111
or email sales@ivolatility.com
to order the data,
or fill request form.
  1. NEW: Option trades tick data with IV
    • Tick level Option Trades
    • Easy delivery via FTP server or by a media device, while access to the new trades data update service is on the same day after the close via FTP.

    Available Tick by tick option trades datasets:
    1. Option trades tick data (w/o IV&Greeks)
    2. Option trades tick data with IV&Greeks

  2. Intraday 1 minute US Options Data What is included:
    • US listed equities, including stocks, ETFs, ADRs and indices and all traded options.
    • More than 4400 US equities with options.
    • Over 800,000 US equities options.
    • Intraday history starts August 2011.
    • 1 minute data snapshots with prices and implied volatilities.
    • Daily update service is available intraday or the same day after the close.

    Delivery choices:
    • Compressed csv-files delivery in a database format, with each stock's data in a separate file. Delivery is easy via FTP server or by a media device, while access to the new intraday data update service is available intraday or the same day after the close by FTP.
    • Data deployment in Bigdata ecosystem using Hadoop and Hive, installed on the client server with all requested history.

  3. Intraday 1 minute US Underlyings Data What is included:
    • US listed equities, including stocks, ETFs, ADRs and indices.
    • More than 4400 US equities with options.
    • Intraday history starts August 2011.
    • 1 minute data snapshots with prices and volume.
    • Daily update service is available intraday or the same day after the close.

    Delivery choices:
    • Compressed csv-files delivery in a database format, with each stock's data in a separate file. Delivery is easy via FTP server or by a media device, while access to the new intraday data update service is available intraday or the same day after the close by FTP.
    • Data deployment in Bigdata ecosystem using Hadoop and Hive, installed on the client server with all requested history.
Call + 1 (201) 275-1111 or email sales@ivolatility.com to order the data, or fill request form.