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

AMD
GPS

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

  VIX Futures Premium help :   14.33%

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  ( 11/13/2019 close)
Symbol:AMD
Sentiment:Strong bullish, Volatility unclearBuy:
Bullish rank:55.56 % Sell:
Volatile rank:0.00 % Hold:
Best Calendar Spreadhelp  ( 11/14/2019 3:37 AM EST )
Symbol:GPS
Position:
Buy   10   Mar20   17.00   C   @   1.71
Sell   10   Dec19   17.00   C   @   0.83
Cap Req: $ 880.00
Risk / Reward:59.44 %
Max Return:168.24 %

Basic analytical tools

Favorites is a free service allows to create custom stock lists for usage in other site services and allows you to track the following variables for selected instruments: Price, Change, 10D HV, 30D HV, HV 30D Hi/Lo, Correlation to S&P500, Beta 30D, IVX 30D Call, IVX 30D Put, IVX 30D Mean, and IVX 30D Hi/Lo.
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Basic Options shows you a simplified version of our Advanced Options Chain, providing underlying info as well as various options indicators such as IV and HV for various tenors, along with 1WK ago and 1MO ago values. Basic Options also shows you an options chain compromised of the 4 contracts surrounding the ATM strike.
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Our Basic Calculator calculates fair values and Greeks for any options contract using data from the previous close (check out IVolLive for live data and even more powerful tools!). You can customize all the input parameters (option style, price of the underlying instrument, strike, expiration, IV, interest rate and dividends data) or use the IVolatility.com database to populate all those fields for you. The Calculator can also be used to calculate IV for a specific option – the option price is a parameter in this case.
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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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