Sample File Content
Download sample file: Sample2022-08-24.zip
Free Data
We provide free historical option data of all symbols in the U.S. equities markets from January to June 2013, you can use this free historical option prices for data analysis, investment method evaluation or backtest.
Download file: 2013-01.zip, 2013-02.zip, 2013-03.zip, 2013-04.zip, 2013-05.zip, 2013-06.zip.
Historical Data
Our featured historical option data products and their prices. This includes end of day historical option prices for all optionable stocks and ETFs in the United States.
Data set files are in CSV (Commas Separated Values) format, each file name is the date of the trading day, with each item of data separated from the next by a comma.
• Datasets in the last 365 days: Time period from 2022-01-23 to 2025-07-23, total file size 8GB. Buy Now – $120
• Datasets in the last 24 years: Time period from 2002-05-01 to 2025-07-23, total file size 69GB. Buy Now – $590
• Datasets in 2024: Time period from 2024-01-01 to 2024-12-31, total file size 7GB. Buy Now – $99
• Datasets in 2022 to 2024: Time period from 2022-01-01 to 2024-12-23, total file size 23GB. Buy Now – $330
Delivery: After paying the order, we will send a download link to your email, and you can download the purchased data product within 12 days.
Daily Subscription
We provide daily updated data services. The data format is the same as the historical data. About 80 minutes after the market closes, a zip file of about 200MB will be generated and available for download on the website. We keep the last 50 days of data on the website, so you won't miss it.
7 days free trial, if you cancel within the trial period, you will not be charged.Subscription - $59/Month
Data Fields
- contract
- string, the option contract identifier.
- underlying
- string, the underlying ticker symbol of the option contract.
- expiration
- string, the contract's expiration date in YYYY-MM-DD format.
- type
- string, the type of contract. Can be "put", "call".
- strike
- number, the strike price of the option contract.
- style
- string, the exercise style of this contract. "A" is American option, "E" is European option.
- bid
- number, the bid price.
- bid_size
- integer, the bid size.
- ask
- number, the ask price.
- ask_size
- integer, the ask size.
- volume
- integer, the trading volume for the contract of the day.
- open_interest
- integer, the quantity of this contract held at the end of the last trading day.
- quote_date
- string, the trading date the data represents.
- delta
- number, the change in the option's price per $0.01 increment in the price of the underlying asset.
- gamma
- number, the change in delta per $0.01 change in the price of the underlying asset.
- theta
- number, the change in the option's price per day.
- vega
- number, the change in the option's price per 1% increment in volatility.
- implied_volatility
- number, the market's forecast for the volatility of the underlying asset, based on this option's current price.
- symbol
- string, the ticker symbol of the stock/equity.
- open
- number, the open price for the symbol.
- high
- number, the highest price for the symbol.
- low
- number, the lowest price for the symbol.
- close
- number, the close price for the symbol.
- volume
- integer, the trading volume of the symbol.
- adjust_close
- number, the adjusted closing price for splits.