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",
"optionSymbol": ["AAPL271217C00250000"],
"underlying": ["AAPL"],
"expiration": [1829077200],
"side": ["call"],
"strike": [250],
"firstTraded": [1741872600],
"dte": [472],
"updated": [1788283102],
"bid": [97.95],
"bidSize": [121],
"mid": [98.45],
"ask": [98.95],
"askSize": [147],
"last": [98.26],
"openInterest": [3470],
"volume": [11],
"inTheMoney": [true],
"intrinsicValue": [74.98],
"extrinsicValue": [23.47],
"underlyingPrice": [324.98],
"iv": [0.3412],
"delta": [0.8338],
"gamma": [0.0019],
"theta": [-0.0479],
"vega": [0.9052]
}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",
"optionSymbol": [
"AAPL271217C00320000", "AAPL271217C00325000",
"AAPL271217P00320000", "AAPL271217P00325000"
],
"underlying": ["AAPL", "AAPL", "AAPL", "AAPL"],
"expiration": [1829077200, 1829077200, 1829077200, 1829077200],
"side": ["call", "call", "put", "put"],
"strike": [320, 325, 320, 325],
"firstTraded": [1741872600, 1741872600, 1741872600, 1741872600],
"dte": [472, 472, 472, 472],
"updated": [1788283102, 1788283102, 1788283102, 1788283102],
"bid": [52, 49.65, 30.8, 33.05],
"bidSize": [234, 240, 173, 293],
"mid": [52.975, 50.075, 31.1, 33.35],
"ask": [53.95, 50.5, 31.4, 33.65],
"askSize": [415, 247, 235, 168],
"last": [53.64, 51.24, 30.96, 33.3],
"openInterest": [891, 576, 490, 712],
"volume": [15, 8, 1, 84],
"inTheMoney": [true, false, false, true],
"intrinsicValue": [4.98, 0, 0, 0.02],
"extrinsicValue": [47.995, 50.075, 31.1, 33.33],
"underlyingPrice": [324.98, 324.98, 324.98, 324.98],
"iv": [0.303, 0.299, 0.2801, 0.2792],
"delta": [0.6323, 0.6151, -0.363, -0.3814],
"gamma": [0.0033, 0.0034, 0.0036, 0.0037],
"theta": [-0.0581, -0.058, -0.0268, -0.0265],
"vega": [1.3834, 1.4039, 1.3829, 1.4047]
}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": [
"2026-09-02", "2026-09-04", "2026-09-09", "2026-09-11", "2026-09-14", "2026-09-16", "2026-09-18", "2026-09-25", "2026-10-02", "2026-10-09", "2026-10-16", "2026-11-20",
"2026-12-18", "2027-01-15", "2027-02-19", "2027-03-19", "2027-04-16", "2027-06-17", "2027-09-17", "2027-12-17", "2028-01-21", "2028-03-17", "2028-12-15"
],
"updated": 1788283102
}Lookup Option Symbols Using Natural Language
Lookup option symbols using text like "AAPL Jan $200 Call" instead of AAPL270115C00200000. 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": "AAPL270115C00200000"
}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 Calculate Theta For An Option
Learn how to calculate theta for an option and add time decay to your Google Sheets spreadsheet with the OPTIONDATA formula and Black-Scholes.

How To Calculate Implied Volatility In Your Spreadsheet
Calculate the implied volatility of any option in Google Sheets with the OPTIONDATA formula, then chart the volatility curve across a whole option chain.

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.

How To Calculate The Intrinsic / Extrinsic Value of an Option In Your Spreadsheet
Using the OPTIONDATA formula, you can automatically calculate the implied volatility of any option that is currently trading.

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 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 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 Get An Option Chain In Google Sheets
Use the OPTIONCHAIN formula to get a complete real-time option chain in Google Sheets. Filter by date, days to expiration, strike, deltas, and more.

How To Calculate Option Greeks In Your Spreadsheet
The OPTIONDATA formula pulls delta, gamma, theta and vega straight into your spreadsheet, so position risk updates itself with the market.

How To Build A Covered Call Spreadsheet
Build a covered call tracker in Google Sheets, formula by formula — and download our free example sheet to start tracking your positions today.
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.
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.
