US Historical Tick and
Intraday Options Data |
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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. |
- 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:- Option trades tick data (w/o IV&Greeks)
- Option trades tick data with IV&Greeks
- 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:Â 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.Â
- Data deployment in Bigdata ecosystem using Hadoop and Hive, installed on the client server with all the requested history.