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 Jan -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


Available Tick by tick option trades datasets and samples:

US Equities
1. Option trades tick data (w/o IV&Greeks)
Sample of SPX option trades tick data
Sample of SPY option trades tick data
Sample of AAPL option trades tick data
2. Option trades tick data with IV&Greeks
Sample of SPX option trades tick data with IV&Greeks
Sample of SPY option trades tick data with IV&Greeks
Sample of AAPL option trades tick data with IV&Greeks

Download and read detailed option trades tick data guide. Options Tick Data guide

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.

Dataset US Samples
1. Minutely US underlyings data samples. Sample of SPX 1 minute prices
Sample of VIX 1 minute prices
Sample of GOOG 1 minute prices
Sample of SPY 1 minute prices
Sample of TSLA 1 minute prices
2.Minutely US equity options prices with volumes & OI.
Includes all options chains, all strikes, all expirations.
Sample of SPX 1 minute options Price&Volume
Sample of VIX 1 minute options Price&Volume
Sample of GOOG 1 minute options Price&Volume
Sample of 1 minutely options Price&Volume multiple stocks
Sample of 5 minutely options Price&Volume multiple stocks
Sample of 15 minutely options Price&Volume multiple stocks
Sample of 30 minutely options Price&Volume multiple stocks
Sample of 60 minutely options Price&Volume multiple stocks
3. Minutely Raw Implied Volatilities (Raw IV).
Includes options prices with volume & OI, IV, Greeks for all strikes and expirations.
Bid, ask, OHLC, volume, OI, IV, Greeks
Sample of SPX 1 minute options Raw IV
Sample of VIX 1 minute options Raw IV
Sample of GOOG 1 minute options Raw IV
SPY 1 min options RawIV
TSLA 1 min options RawIV
TSLA 1 min options RawIV corp.actions options
1 min options RawIV multiple stocks
5 min options RawIV multiple stocks
15 min options RawIV multiple stocks
30 min options RawIV multiple stocks
60 min options RawIV multiple stocks
4. NEW: Minutely Implied Volatility Index (IVX). An averaged ATM volatility measure for 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity. 1 min Implied Volatility Index equity sample
5 min Implied Volatility Index equity sample
15 min Implied Volatility Index equity sample
30 min Implied Volatility Index equity sample
60 min Implied Volatility Index equity sample
5. NEW: Minutely Implied Volatility Surface by Moneyness. A surface normalized by moneyness (from -60% strike to +60% strike with 5 % step) and 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity. 1 min Implied Volatility Surface equity sample
5 min Implied Volatility Surface equity sample
15 min Implied Volatility Surface equity sample
30 min Implied Volatility Surface equity sample
60 min Implied Volatility Surface equity sample

Download and read detailed intraday US equity options data guide. Intraday data guide

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.