Historical Options Data

Historical EOD 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. Read more

Historical Options Intraday and Tick Data

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

IVolLive - Tools & Data


IVolLive service provides current readings of intraday
implied volatility for US equity and futures markets.

  VIX Futures Premium help :   11.43%

IVolLive - tools for options traders including volatility charts, data download, calculators, advanced watchlist, scanners and more. Our services are built by Traders for Traders. Join our 90000+ registered users today with our free trial. Read more

Rankers and Scanners

Our rankers and scanners are an essential tool for implementing any options strategy. Scan and rank virtually the entire market universe by technical and risk indicators such as volatility (both realized and implied), correlation, Risk/Reward, Probability, and more. Read more

Stock Monitor is the ultimate watchlist. Updated in Realtime (for Pro users) it allows you to track volatility, spot and many more features across all stocks, indices and ETFs. Want to see the most active options on the day? Use one of our default layouts and get immediate insight.

How to find: IVolLive -> Add Service -> Stock Monitor -> Sort by Option Volume Descending

Stock Trend Analysishelp  ( 08/11/2022 close)
Sentiment:Strong bullish, Rather quietBuy:
Bullish rank:77.78 % Sell:
Volatile rank:-22.22 % Hold:

Want to quickly locate the implied volatilities that have changed the most over the day? Jump into Stock Monitor in IVolLive and use our default layouts to quickly gain Realtime insight (for pro user) on which volatilities have moved the most today.

How to find: IVolLive -> Add Service -> Stock Monitor -> Sort by IVX 30 Chg Descending

Best Calendar Spreadhelp  ( 08/11/2022 4:24 PM EDT )
Buy   10   Dec22   395.00   C   @   36.70
Sell   10   Sep22   395.00   C   @   14.60
Cap Req: $ 22,100.00
Risk / Reward:87.03 %
Max Return:114.91 %

Market News & Research

The market update is a daily newsletter written by a professional options trader helping you keep up with developments in the market and understand how IVolLive can be a highly useful tool for your trading.
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Market News Research Table of Contents

Analytical Tools

Advanced Options Chain provides underlying info as well as various options indicators such as IV and HV for various tenors, along with 1WK ago and 1MO ago values. Options Chain also shows you an options chain compromised of the 4 contracts surrounding the ATM strike.
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Our Options Calculator calculates fair values and Greeks for any options contract using calculates fair values and Greeks for any options contract using live data. You can customize all the input parameters (option style, price of the underlying instrument, strike, expiration, IV, interest rate and dividends data). The Calculator can also be used to calculate IV for a specific option the option price is a parameter in this case.
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