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Canadian Index & Equity Options

The data coverage provided by IVolatility for Canadian equity options includes stocks, ETFs (Exchange-Traded Funds), ADRs, indices, and all traded options. With more than 300 Canadian equities with options supported, users gain access to a vast array of potential investment opportunities.

For Canadian equities, the historical data spans back to November 2000 for end-of-day (EOD) data, providing a robust historical context for research, backtesting, and decision-making.

IVolatility offers essential information for options trading, such as option closing prices with volume and open interest (OI). Additionally, users can access raw implied volatility (IV) data, including option prices with IV and Greeks for all expirations and strikes.

Datasets available:
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Frequency

EOD, History, 1 Minute Snapshot

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Delivery

File based, Managed DB, API Data Cloud, Snowflake, Public Cloud - AWS, Azure