Options Data
Navigate Volatility with Confidence
From subtle shifts to dramatic market swings, Market Data prepares you to tackle volatility like a pro. Dive deep into options with clarity and precision, backed by our robust data.
Market Data Options APIs
Simple To Use, Effortless Configuration, Advanced Filtering
Download full option chains, use sophisticated filtering, get real-time or historical data with our robust options APIs, tailored for every requirement. Gain a competitive edge with our detailed and responsive data solutions.
Quotes With More Than Just Bid & Ask
Detailed real-time or historical (end of day) options quotes with a single easy-to-use endpoint. Keep up with the price, but see beyond it.
- Full level 1 quote for all US-listed options
- Greeks & implied volatility for all real-time quotes
- Last trade price included
- Open interest & volume data
- Underlying price, intrinsic & extrinsic values included
- First-traded date included for easy historical follow-up requests
{
"s": "ok",
"updated": [1693588294],
"optionSymbol": ["AAPL230915C00200000"],
"underlying": ["AAPL"],
"expiration": [1694808000],
"side": ["call"],
"strike": [200.0],
"firstTraded": [1626787800],
"dte": [14],
"bid": [0.23],
"bidSize": [1044],
"mid": [0.24],
"ask": [0.24],
"askSize": [623],
"last": [0.24],
"openInterest": [54331],
"volume": [8211],
"inTheMoney": [false],
"intrinsicValue": [0.0],
"extrinsicValue": [0.24],
"underlyingPrice": [189.0],
"iv": [0.187],
"delta": [0.075],
"gamma": [0.02],
"theta": [-0.036],
"vega": [0.054],
"rho": [0.006]
}The World's Most Configurable Option Chain Endpoint
Save weeks of coding time by integrating our option chain API into your application. Every filter you think you need to code has already been built by our team. Get the exact contracts you need with no code necessary.
- Get real-time or historical (EOD) chains
- Filter by expiration, year, month, weekly quarterly
- Filter for standard or non-standard contracts
- Include or exclude strikes by dollar value or delta
- Set min or max values for bid/ask
- Filter out contracts with excessive bid/ask spreads
- Set thresholds for volume or open interest
{
"s": "ok",
"updated": [1693588212, 1693588212, 1693588212, 1693588212],
"optionSymbol": [
"AAPL230915C00187500", "AAPL230915C00190000",
"AAPL230915P00187500", "AAPL230915P00190000"
],
"underlying": ["AAPL", "AAPL", "AAPL", "AAPL"],
"expiration": [1694808000, 1694808000, 1694808000, 1694808000],
"side": ["call", "call", "put", "put"],
"strike": [187.5, 190.0, 187.5, 190.0],
"firstTraded": [1692624600, 1626787800, 1692624600, 1626787800],
"dte": [14, 14, 14, 14],
"bid": [3.65, 2.33, 1.87, 3.0],
"bidSize": [994, 170, 81, 302],
"mid": [3.7, 2.34, 1.88, 3.02],
"ask": [3.75, 2.34, 1.88, 3.05],
"askSize": [1052, 255, 233, 1112],
"last": [3.7, 2.32, 1.86, 2.98],
"openInterest": [17481, 57216, 8077, 19092],
"volume": [3470, 17475, 4293, 7403],
"inTheMoney": [true, false, false, true],
"intrinsicValue": [1.47, 0.0, 0.0, 1.03],
"extrinsicValue": [2.23, 2.34, 1.88, 1.99],
"underlyingPrice": [188.97, 188.97, 188.97, 188.97],
"iv": [0.178, 0.176, 0.178, 0.176],
"delta": [0.613, 0.466, -0.389, -0.538],
"gamma": [0.057, 0.06, 0.058, 0.061],
"theta": [-0.101, -0.1, -0.079, -0.079],
"vega": [0.145, 0.15, 0.145, 0.15],
"rho": [0.045, 0.034, -0.029, -0.038]
}Find Out When Options Are Expiring
Get a complete list of an underlying's available expiration dates quickly. Make historical requests using the same endpoint to find out when options expired in the past.
- Returns all future expirations
- Get a historical list of expiration dates from a specific previous trading day
- Filter to include only expirations with a specific strike
{
"s": "ok",
"expirations": [
"2024-05-17",
"2024-05-24",
"2024-05-31",
"2024-06-07",
"2024-06-14",
"2024-06-21",
"2024-06-28",
"2024-07-19",
"2024-08-16",
"2024-09-20",
"2024-10-18",
"2024-11-15",
"2024-12-20",
"2025-01-17",
"2025-03-21",
"2025-06-20",
"2025-09-19",
"2025-12-19",
"2026-01-16",
"2026-06-18",
"2026-12-18"
],
"updated": 1715866180
}Lookup Option Symbols Using Natural Language
Lookup option symbols using text like "AAPL Jan $200 Call" instead of AAPL250117C00200000. Convert proprietary output from broker platforms to industry-standard option symbols.
- Compatible with all major broker CSV formats
- No specific ordering or format is required
- Defaults to monthly expirations when dates are incomplete
{
"s": "ok",
"optionSymbol": "AAPL250117C00200000"
}The OPTIONDATA Formula
The Do-It-All Formula for Options Data
Designed for both real-time quotes and historical end of day quotes, OPTIONDATA is fully configurable and provides pricing data, greeks, implied volatility, and contract details for every option trading in the US. The OPTIONDATA formula is your Swiss Army knife for financial insights.
OPTIONDATA with relative dates for automatic updating
OPTIONDATA with custom column output
Begin Working With Options Data
Unlock the full potential of our options data with these quickstart tutorials for Google Sheets and the Market Data API. View all
How To Use the Stock Market API — With Examples!
Get real-time and historical market data from the stock market api. Learn quickly with easy to use examples that work right from your browser.
How To Use The Free Stock Market API: A Guided Tour of our Swagger UI
Finally, a free stock market API without scraping or proxies. Learn how to get stock pricing data, both current and historical, using swagger.
How To Use The Option Chain API — With Examples!
The Option Chain API allows for ample sorting & filtering during each request, making it easy to get exactly the data you need.
How To Calculate Option Greeks In Your Spreadsheet
The OPTIONDATA formula will calculate the option greeks to your spreadsheet automatically using the keyword "greeks" as a parameter. Risk management has never been easier.
How To Use The Mutual Fund API
Learn by example and get started with the mutual fund api. Get candlestick and pricing data going back decades.
How to Calculate Theta For An Option
Learn how to calculate theta and understand how to add time decay to your spreadsheets.
How To Build A Covered Call Spreadsheet
Learn how to build a covered call spreadsheet to track all your covered calls. Download our free covered call tracking spreadsheet example sheet for Google Sheets and begin tracking your covered calls today.
How To Get Options Prices in Google Sheets
Learn how to add real-time and historical options prices into your Google Sheets spreadsheets using a single formula.
How To Use The Historical Stock Data API
Learn by example and get started with the historical stock data api. Both daily and intraday data is available going back decades.
How To Get Historical Options Prices For Your Spreadsheet
Using the Market Data Add-on, it is possible to get historical options prices going back decades directly into your spreadsheet with a simple formula.
How To Calculate Implied Volatility In Your Spreadsheet
Using the OPTIONDATA formula, you can calculate implied volatility for any option.
How To Use The Option Data API — With Examples!
The Option Data API allows you to easily get a real-time or historical option quote for stock, ETF, or index options.
Frequently Asked Questions
This section explains how our options data works—what's included, how it's sourced, and the types of access available. Browse the questions below to learn more about our options coverage, including supported exchanges, contract types, greeks, and historical depth. If you have specific needs not covered here, feel free to reach out to our sales team.
Yes—our real-time options data comes from OPRA, Market Data is an official OPRA vendor. Our OPRA feed includes data from all major U.S. options exchanges, including Cboe, NYSE, and Nasdaq. You're getting the same consolidated real-time prices that professionals use, sourced straight from the exchanges.
We offer real-time quote data and end-of-day quote data for U.S. listed options. This includes bid, ask, last traded price, volume, and open interest for each contract. Our real-time quotes include all the core fields most traders need including greeks/IV, updated in real time. We don't currently provide trade-level data or candlestick-style OHLC data.
Our options data includes all U.S. options exchanges covered by OPRA. This means you'll receive quotes and trades from every major venue, including Cboe, NYSE, Nasdaq, MIAX, BOX, ISE, and others. The data is fully consolidated, so you don't need to worry about tracking individual exchange feeds.
Yes, we provide real-time greeks and implied volatility as part of our options quote data. This means you get live access to delta, gamma, theta, vega, and IV with every quote—no need to calculate them yourself. We don't currently offer greeks or IV for historical end-of-day data, but we're working on adding that soon.
Our historical options data includes end-of-day quotes going back to 2010. It covers U.S.-listed equity, ETF, and index options. This gives you over a decade of EOD quote data across the full OPRA universe—ideal for backtesting or research. We don't currently offer intraday history or futures options data.
No—our historical options data is provided exactly as it was reported on the day of trading. This means there are no adjustments for splits, dividends, or ticker changes. All symbols, prices, and contract details reflect the original values as traded, with no modifications. If you need adjusted data or want to account for symbol changes over time, you'll need to handle that processing on your end.
Yes, we support all standard contract types, including weekly, quarterly, and LEAPS options. You'll get full coverage of every listed U.S. options contract available through OPRA, regardless of expiration cycle. These contracts are included in both our real-time and historical datasets.
No—our options data is unfiltered. We don't remove contracts with zero volume, consolidate strike prices, or apply any cleanup or sampling. You get the full OPRA feed as-is, including every listed contract, whether it traded or not.
Yes, we offer full options chains—and they're available through both our API and Google Sheets add-on. You can pull entire chains or narrow them down using advanced filters that work the same way in both tools. Whether you're working programmatically or in a spreadsheet, you'll be able to zero in on exactly the contracts you want.
Our filtering options include strike ranges, moneyness (ITM, ATM, OTM), expiration dates, option type (call or put), volume, open interest, days to expiration, and more. You can filter based on relative percent distance from the underlying price, sort results by various fields, and even choose between midpoint, mark, or last price quotes.
These tools are built to help you skip the noise and focus only on the options contracts that matter to your strategy—whether you're running a scan, backtesting, or building a live dashboard.
Yes, our historical options data includes every U.S. listed contract—expired, delisted, adjusted, and non-standard options are all included. You'll have access to contracts that are no longer trading but were active in the past, making the dataset fully suitable for research or backtesting.
We include contracts modified by the OCC, such as those with adjusted deliverables due to mergers, stock splits, special dividends, or other corporate actions. This includes mini options, symbol changes, and non-standard terms—exactly as they were listed and traded at the time. Nothing is removed or filtered.
Please note that while all contracts are included, we do not track or explain symbol changes or contract modifications. If a contract was adjusted or renamed, you'll need to know the correct symbol for the date you're querying.
Get Data Anywhere
How would you like to receive your data? Let's get started.
Market Data API
Our RESTful API allows on-demand access to our entire data catalog. With a single subscription plan, get access to both real-time and historic data on whatever instrument you need.
Google Sheets Add-on
Use simple formulas based on GoogleFinance to download market data directly into your Google spreadsheets. Both real-time and historical data is available.