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

Options Data Analysis


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

  VIX Futures Premium help :   19.44%

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. 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

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. Read more

Stock Trend Analysishelp  ( 09/19/2019 close)
Sentiment:Strong bullish, Volatility unclearBuy:
Bullish rank:63.64 % Sell:
Volatile rank:0.00 % Hold:
Best Calendar Spreadhelp  ( 09/19/2019 4:15 PM EDT )
Buy   10   Apr20   48.00   C   @   6.30
Sell   10   Oct19   48.00   C   @   3.90
Cap Req: $ 2,400.00
Risk / Reward:151.83 %
Max Return:65.86 %

Professional services

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.

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Knowledge base

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.

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