Historical Options Prices
For over 35 years, Tick Data has removed the challenges of collecting, validating, cleaning, and formatting research-quality historical intraday financial market time series data. We provide in minutes or hours what would otherwise take weeks or months for our clients to develop. Spend your time analyzing data, not building it.
Tick Data’s historical intraday U.S. options data is available from July 2, 2004 and includes:
- Official Options Price Reporting Authority (OPRA) data, sourced from CBOE
- Trade data for all listed equity and index options traded on U.S. exchanges (last executed trade price and volume)
- Pre-built One-Minute Bars built from Trade data (OHLCV for each minute interval)
- Level I Quote data from Jan 2012 for the most popular equity index options: SPY, SPX, RUT, and VIX
- Time stamped to the millisecond since Sep 2008
- Order by root symbol and receive complete option chain for the requested date range
- Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
- Build custom time series via TickWrite® 7
- Daily update subscriptions available to keep options data current
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OPRA Options Data Pricing
All prices in USD:
|Level I Quotes & Trades||Tick Trades Only||Minute Trades|
|PICK 10 (per year)||$900||$525||$300|
|PICK 30 (per year)||$900||$420||$240|
|1 Year Updates Per Symbol||$1,000||$700||$400|
Prices subject to Delivery Support Fee and sales tax. Discounts are available for custom and larger data requests, including Complete Dataset orders. Please click here to contact our Sales department.
Additional Pricing Information
Order data for a symbol subset and custom date range using the PER SYMBOL-YEAR pricing, or order data for all available symbols (both active and inactive) for a desired date range under the ALL SYMBOLS pricing.
Minimum Order Amounts
$1,000 for new clients and $500 for returning clients.
We offer volume discounts based on the total number of Symbol-Years per order. For example, our PICK 30 discount applies when you order any combination of 30 Symbol-Years of data (e.g. 10 underlying symbols x 3 years = 30 Symbol-Years). PICK discounts are only available for Tick Trade and One-Minute Trade datasets.