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 1 minute Options Data

What is included:
  • US listed equities, including stocks, ETFs, ADRs and indices and all traded options
  • More than 4400 US equities with options
  • Over 800,000 US equities options
  • Intraday history starts August 2011
  • Data snapshots:
    1. US OPRA options prices with volume & OI for all strikes and expirations (with IV&Greeks as a choice).
    2. New: Data frequency of snapshots: 1, 5, 15, 30, 60 minutes or any custom intervals/specific time snapshots during the day.
    3. 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.

1 minute US Options data Price&Volume samples:
Sample of SPX 1 minute options Price&Volume
Sample of VIX 1 minute options Price&Volume
Sample of GOOG 1 minute options Price&Volume
1 minute US Options data RawIV samples:
Sample of SPX 1 minute options Raw IV
Sample of VIX 1 minute options Raw IV
Sample of GOOG 1 minute options Raw IV

Download and read detailed 1 minute intraday data guide. Intraday data guide

3. Intraday US Underlyings Data

What is included:
  • US listed equities, including stocks, ETFs, ADRs and indices.
  • More than 4400 US equities with options.
  • Intraday history starts August 2011.
  • Data snapshots with prices and volume:
    1. US equities prices with sizes and volume.
    2. New: Data frequency of snapshots: 1, 5, 15, 30, 60 minutes or any custom intervals/ specific time during the day.
    3. 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 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's server with all the requested history.

1 minute US underlyings data samples
Sample of SPX 1 minute prices
Sample of VIX 1 minute prices
Sample of GOOG 1 minute prices

Download and read our detailed 1 minute intraday 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.


Call + 1 (201) 275-1111
or email sales@ivolatility.com
to order the data,
or fill request form.
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 1 minute US Options Data is included:
    • US listed equities, including stocks, ETFs, ADRs and indices and all traded options.
    • More than 4400 US equities with options.
    • Over 800,000 US equities options.
    • Intraday history starts August 2011.
    • US OPRA options prices with volume & OI for all strikes and expirations (with IV&Greeks as a choice).
    • New: 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 requested history.

  3. Intraday US Underlyings Data is included:
    • US listed equities, including stocks, ETFs, ADRs and indices.
    • More than 4400 US equities with options.
    • Intraday history starts August 2011.
    • US equities prices with sizes and volume.
    • New: Data frequency of snapshots: 1, 5, 15, 30, 60 minutes or any custom intervals/specific time 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's 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.