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 Intraday Options data and Tick level trades data are the next big step in data.

1. 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 March -2014
  • Ongoing daily updates right after the close
  • Extra data such as dividends, rates, corporate actions is available for an additional fee.

We offer convenient delivery of history via FTP server or by a media device, while the new trades data update service is available 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


2. Intraday US Underlyings & Options Data

What is included:
  • US listed equities, including stocks, ETFs, ADRs and indices and all traded options.
  • More than 4400 US equities including stocks, ETFs, ADRs and indices.
  • Over 800,000 US equities options.
  • Intraday history starts August 2011 for options price and RawIV, and since October 2019 for IVIndex/IV Surface.
  • Data snapshots:
    1. US equities prices with sizes and volume.
    2. US OPRA options prices with volume & OI for all strikes and expirations (with IV&Greeks as a choice).
    3. New datasets: IVIndex averaged ATM Vol and IV Surface by Moneyness
    4. Data frequency of snapshots: 1, 5, 15, 30, 60 minutes or any custom intervals/specific time snapshots during the day.
    5. Extra data such as dividends and corporate actions like splits and symbol changes can be included for an additional fee.
  • Daily update service is available intraday or the same day after the close.

Delivery choices:
  • Compressed csv-files delivery is 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 the requested history.




To order data call + 1 (201) 275-1111 or email sales@ivolatility.com or just complete the data request form and we will send a quote.
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 Intraday Options data and Tick level trades data are the next big step in data.


Call + 1 (201) 275-1111
or email sales@ivolatility.com
to order the data,
or fill request form.
  1. Option trades tick data with IV
    • Tick level Option Trades
    • We offer convenient delivery of history via FTP server or by a media device, while the new trades data update service is available 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 US Underlyings & Options Data is included:
    • US listed equities, including stocks, ETFs, ADRs and indices and all traded options.
    • More than 4400 US equities including stocks, ETFs, ADRs and indices.
    • Over 800,000 US equities options.
    • Intraday history starts August 2011 for options price and RawIV, and since October 2019 for IVIndex/IV Surface.
    • US equities prices with sizes and volume.
    • US OPRA options prices with volume & OI for all strikes and expirations (with IV&Greeks as a choice).
    • New datasets: IVIndex averaged ATM Vol and IV Surface by Moneyness.
    • Data frequency of snapshots: 1, 5, 15, 30, 60 minutes or any custom intervals/specific time snapshots during the day.
    • Extra data such as dividends and corporate actions like splits and symbol changes can be included for an additional fee.
    • Daily update service is available intraday or the same day after the close.

    Delivery choices:
    • Compressed csv-files delivery is 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 the requested history.

To order data call + 1 (201) 275-1111 or email sales@ivolatility.com or just complete the data request form and we will send a quote.