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Historical Options Data

In the options universe, IVolatility's Historical End of the day (EOD) Options Data offers the most complete and accurate source of option prices and implied volatilities available, used by the leading firms all over world.

Historical Options Data includes:
  • US, Canadian, European and Asian equities (stocks, indices and funds), futures and options back to 2000
  • Options prices, volumes and OI, implied volatilities and Greeks, volatility surfaces by delta and by moneyness, Implied Volatility Index, and other data.
IVolatility Trading Digest
Weekly newsletter with options strategy ideas.
Volume 16 Issue 26 (06/27/2016). Hedge with Edge [Charts]
Volume 16 Issue 25 (06/20/2016). Risk Assessment [Charts]
Trading Digest Blog RSS feedTrading Digest RSS feed

IVolatility Trading Digest Table of Contents
Intraday updates & comments on Twitter
Options Data Analysis
 VIX Futures Premium Open Help:  -12.76%
IVX Monitor service provides current readings of intraday implied volatility for US equity and futures markets.

Historical and current market data analysis using online tools. Implied and realized (historical) volatility, correlation, implied volatility skew and volatility surface. Stock trend analysis using options derived data.


Rankers & Scanners
 Top 200 stocks by volume / open interest
 Top 5 stocks by implied volatility change

Our rankers and scanners cover virtually every options strategy. Scans based both on technical and risk indicators such as volatility (both realized and implied), correlation, Risk/Reward, Probability and more - end-of-day or intraday data based.

Stock Trend AnalysisOpen Help  (06/24/2016 close)
Sentiment:Strong bullish, QuietBuy:
Bullish rank:75.00%Sell:
Volatile rank:-25.00%Hold:

Best Calendar SpreadOpen Help  (06/27/2016 1:50 PM EDT)
Buy  10 Jan17 690.00 C @ 71.95
Sell  10 Jul16 690.00 C @ 36.45
Cap Req:$35,500.00
Risk / Reward:42.93%
Max Return:232.93%

Suite of professional-level tools based on a revolutionary data analysis platform comprising pre-trade analytics, portfolio-management and risk-analysis tools. Historical data analysis solution based on a back-testing ready options data time-series database

IVolatility Education

One of the most sophisticated and simultaneously easy-to-digest set of articles on options theory and data - a must-to-read material for professional options analysis

IVolatility News
Mon, Jun 27, 2016
Actionable Options for Monday, June, 27

Fri, Jun 24, 2016
Actionable Options for Friday, June, 24

Historical Options Intraday and Tick Data

Historical OPRA option trades tick data and 1 minute option prices, IV & Greeks

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