Underlying Lookup
Check whether options data is available for an underlying symbol before you buy.
Sample Data & Free Download
See exactly what is in every options data file, then download the free 2013 archive to test your tools before buying.
The free 2013 archive uses the same CSV structure as the paid datasets — option records plus matching end-of-day underlying price files — and the only difference from the paid archive is coverage range and data volume.
Sample File Content
Every column, straight from the CSV — example rows from the 2022-08-24 trading day; the free 2013 archive and all paid files use the same structure.
Free download — January to June 2013 option data (1.8GB), same format as the paid archive:
2013-01.zip, 2013-02.zip, 2013-03.zip, 2013-04.zip, 2013-05.zip, 2013-06.zip.
Want to check a current file too? The Daily Subscription section below links sample CSVs from a recent trading day — the historical archives use the same structure.
Historical Data
Choose the options archive that matches your research window. Products are delivered as ZIP archives containing one CSV file per trading day, plus matching underlying EOD stock files.
Files are plain comma-separated CSVs. Each options filename is the trading date, and each row represents one option contract record for that date.
• Datasets in the last 365 days: Time period: the most recent 365 days, total file size 11GB. Buy Now – $120
• Datasets in the last 24 years: Time period: 2002-05-01 to the latest trading day, total file size 123GB. Buy Now – $590
• Datasets in 2024: Time period from 2024-01-01 to 2024-12-31, total file size 10GB. Buy Now – $99
• Datasets in 2022 to 2024: Time period from 2022-01-01 to 2024-12-31, total file size 30GB. Buy Now – $330
Delivery: After a successful purchase, a download link will be displayed on the confirmation page and also sent to your email. The link is valid for 14 days (21 days for the 24-year dataset).
Guarantee: If a purchased file doesn't match the documented format or coverage, we'll fix it or refund you — email info@historicaldata.net.
What you are paying for
Cheaper options archives exist. Here is what the price on this page buys that bargain datasets usually do not:
- Deeper history: the full archive starts in May 2002 — roughly 24 years, several years further back than the common 2005-onward datasets.
- Greeks and implied volatility included, not a paid add-on: delta, gamma, theta, vega and IV ship in every file at no extra charge.
- Two-sided quotes with sizes: bid, ask, bid size, ask size, volume and open interest — quote data, which analysts prefer over stale last-trade prices for thinly traded contracts.
- Matching underlying prices: every options date ships with a companion end-of-day stock file, so you can compute moneyness and returns without sourcing prices separately.
- Documented and verifiable: see the methodology and data-quality checks you can run on the free sample before buying.
- Instant delivery, files yours to keep: a download link by email in minutes — no USB or drive shipments, no subscription required.
Daily Subscription
Need ongoing updates instead of a fixed archive? The daily subscription uses the same CSV format as the historical products. About 80 minutes after the market closes, a daily ZIP file of roughly 200MB is generated and made available for download.
We keep the most recent 50 daily files available on the website, so you can download missed days during that window.
Start with a 7-day free trial. Cancel during the trial and you will not be charged.Subscription - $59/Month
Download sample files: 2026-06-09options.csv, 2026-06-09stocks.csv.
Data Fields
Every options file carries the full contract record — identifiers, two-sided quotes with sizes, volume, open interest, Greeks, and implied volatility — plus a matching end-of-day underlying stock file.
See all column definitions
- 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.
Data Sources
Options records are sourced from OPRA (Options Price Reporting Authority) feeds, which consolidate quotes and trades from all U.S. options exchanges. See the methodology for sources, validation checks, and known limitations.