IVolatility.com | US Intraday and Tick Data for options traders

US Historical Tick and Intraday Options Data

Created by the same team and based on the same methodology as our award-winning End-Of-the-Day database used by many leading firms in the industry, our Historical Intraday Options data and Tick level trades data are the next big step in data.

1. Option trades tick data with IV

Tick level Option Trades include the following data:

Tick by tick option trade prices with sizes (time and sales data)
Options' bid/ask quotations at the moment of trade
Underlying's bid/ask/trade prices at the moment of option's trade
Options' Implied Vols and Greeks based on trade's price
History since March -2014
Ongoing daily updates right after the close
Extra data such as dividends, rates, corporate actions is available for an additional fee.

We offer convenient delivery of history via FTP server or by a media device, while the new trades data update service is available the same day after the close via FTP.

Data is delivered in csv-files (one type of data in 1 file)
Managed Database solution where data is delivered in a native Database structure
Ongoing Daily update service is available for any type of delivery the same day after the close

Available Tick by tick option trades datasets and samples:

US Equities
1. Option trades tick data (w/o IV&Greeks)
Sample of SPX option trades tick data Sample of SPY option trades tick data Sample of AAPL option trades tick data
2. Option trades tick data with IV&Greeks
Sample of SPX option trades tick data with IV&Greeks Sample of SPY option trades tick data with IV&Greeks Sample of AAPL option trades tick data with IV&Greeks

Download and read detailed option trades tick data guide.

Options Tick Data guide

2. Intraday US Underlyings & Options Data

What is included:

US listed equities, including stocks, ETFs, ADRs and indices and all traded options.
More than 4400 US equities including stocks, ETFs, ADRs and indices.
Over 800,000 US equities options.
Intraday history starts August 2011 for options price and RawIV, and since October 2019 for IVIndex/IV Surface.
Data snapshots:
1. US equities prices with sizes and volume.
2. US OPRA options prices with volume & OI for all strikes and expirations (with IV&Greeks as a choice).
3. New datasets: IVIndex averaged ATM Vol and IV Surface by Moneyness
4. Data frequency of snapshots: 1, 5, 15, 30, 60 minutes or any custom intervals/specific time snapshots during the day.
5. Extra data such as dividends and corporate actions like splits and symbol changes can be included for an additional fee.
Daily update service is available intraday or the same day after the close.

Delivery choices:

Compressed csv-files delivery is in a database format, with each stock's data in a separate file. Delivery is easy via FTP server or by a media device, while access to the new intraday data update service is available intraday or the same day after the close by FTP.
Data deployment in Bigdata ecosystem using Hadoop and Hive, installed on the client server with all the requested history.

Dataset	US Samples (minutely samples and data are w/o headers, see data guide for headers )
1. Minutely US underlyings data samples.	Sample of SPX 1 minute prices Sample of VIX 1 minute prices Sample of GOOG 1 minute prices Sample of SPY 1 minute prices Sample of TSLA 1 minute prices Sample of 1 minutely underlyings data for multiple stocks Sample of 5 minutely underlyings data for multiple stocks Sample of 15 minutely underlyings data for multiple stocks Sample of 30 minutely underlyings data for multiple stocks Sample of 60 minutely underlyings data for multiple stocks
2.Minutely US equity options prices with volumes & OI. Includes all options chains, all strikes, all expirations.	Sample of SPX 1 minute options Price&Volume Sample of VIX 1 minute options Price&Volume Sample of GOOG 1 minute options Price&Volume Sample of 1 minutely options Price&Volume multiple stocks Sample of 5 minutely options Price&Volume multiple stocks Sample of 15 minutely options Price&Volume multiple stocks Sample of 30 minutely options Price&Volume multiple stocks Sample of 60 minutely options Price&Volume multiple stocks Sample of SPY 1 minute options Price&Volume Sample of TSLA 1 minute options Price&Volume TSLA 1 min options Price&Volume corp.actions options
3. Minutely Raw Implied Volatilities (Raw IV). Includes options prices with volume & OI, IV, Greeks for all strikes and expirations. Bid, ask, volume, OI, IV, Greeks	Sample of SPX 1 minute options Raw IV Sample of VIX 1 minute options Raw IV Sample of GOOG 1 minute options Raw IV SPY 1 min options RawIV TSLA 1 min options RawIV TSLA 1 min options RawIV corp.actions options 1 min options RawIV multiple stocks 5 min options RawIV multiple stocks 15 min options RawIV multiple stocks 30 min options RawIV multiple stocks 60 min options RawIV multiple stocks
4. NEW: Minutely Implied Volatility Index (IVX). An averaged ATM volatility measure for 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity.	1 min Implied Volatility Index equity sample 5 min Implied Volatility Index equity sample 15 min Implied Volatility Index equity sample 30 min Implied Volatility Index equity sample 60 min Implied Volatility Index equity sample
5. NEW: Minutely Implied Volatility Surface by Moneyness. A surface normalized by moneyness (from -60% strike to +60% strike with 5 % step) and 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity.	1 min Implied Volatility Surface equity sample 5 min Implied Volatility Surface equity sample 15 min Implied Volatility Surface equity sample 30 min Implied Volatility Surface equity sample 60 min Implied Volatility Surface equity sample

Download and read detailed intraday US equity options data guide.

Intraday data guide

To order data call + 1 (201) 275-1111 or email sales@ivolatility.com or just complete the data request form and we will send a quote.

US Historical Tick and Intraday Options Data Created by the same team and based on the same methodology as our award-winning End-Of-the-Day database used by many leading firms in the industry, our Historical Intraday Options data and Tick level trades data are the next big step in data.

Call + 1 (201) 275-1111
or email sales@ivolatility.com
to order the data,
or fill request form.

Option trades tick data with IV
- Tick level Option Trades
- We offer convenient delivery of history via FTP server or by a media device, while the new trades data update service is available the same day after the close via FTP.
Available Tick by tick option trades datasets:
1. Option trades tick data (w/o IV&Greeks)
2. Option trades tick data with IV&Greeks
Intraday US Underlyings & Options Data is included:
- US listed equities, including stocks, ETFs, ADRs and indices and all traded options.
- More than 4400 US equities including stocks, ETFs, ADRs and indices.
- Over 800,000 US equities options.
- Intraday history starts August 2011 for options price and RawIV, and since October 2019 for IVIndex/IV Surface.
- US equities prices with sizes and volume.
- US OPRA options prices with volume & OI for all strikes and expirations (with IV&Greeks as a choice).
- New datasets:Â IVIndex averaged ATM Vol and IV Surface by Moneyness.
- Data frequency of snapshots: 1, 5, 15, 30, 60 minutes or any custom intervals/specific time snapshots during the day.
- Extra data such as dividends and corporate actions like splits and symbol changes can be included for an additional fee.
- Daily update service is available intraday or the same day after the close.
Delivery choices:
- Compressed csv-files delivery is in a database format, with each stock's data in a separate file. Delivery is easy via FTP server or by a media device, while access to the newÂ intradayÂ data update service is available intraday or the same day after the close by FTP.Â
- Data deployment in Bigdata ecosystem using Hadoop and Hive, installed on the client server with all the requested history.

To order data call + 1 (201) 275-1111 or email sales@ivolatility.com or just complete the data request form and we will send a quote.