Options Data
Navigate Volatility with Confidence
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.
/options/quotes/{symbol}
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]
}
/options/chain/{underlying}
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]
}/options/expirations/{underlying}
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
}/options/strikes/{underlying}
Get Every Strike For Each Expiration
The Strikes API gives you the complete structure of the option chain with a minimal response size. Browse the option chain without the need to download every contract.
- Get the full option chain structure with a lightweight response size
- Returns strikes for all expirations
- Query a historical list of strikes dates from a specific previous trading day
- Filter to include only strikes from a specific expiration date
{
"s": "ok",
"updated": 1663704000,
"2023-01-20": [
30.0, 35.0, 40.0, 50.0,
55.0, 60.0, 65.0, 70.0,
75.0, 80.0, 85.0, 90.0,
95.0, 100.0, 105.0, 110.0,
115.0, 120.0, 125.0, 130.0,
135.0, 140.0, 145.0, 150.0,
155.0, 160.0, 165.0, 170.0,
175.0, 180.0, 185.0, 190.0,
195.0, 200.0, 205.0, 210.0,
215.0, 220.0, 225.0, 230.0,
235.0, 240.0, 245.0, 250.0,
260.0, 270.0, 280.0, 290.0,
300.0
]
}/options/lookup/{userInput}
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.
Frequently Asked Questions
This section explains how our stock data works—what’s included, how it’s sourced, and the types of access available.
Browse the questions below to learn more about our stock coverage, including supported exchanges, timeframes, extended hours, and historical depth. If you have specific needs not covered here, feel free to reach out to our sales team.
Where does the real-time options data come from? Is it sourced directly from the exchanges?
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.
What types of options data do you offer?
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.
Which exchanges are included in your options 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.
Do you provide greeks or implied volatility?
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.
How far back does your historical options data go?
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.
Is your historical options data adjusted for splits or dividends?
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.
Do you support weekly, quarterly, and LEAPS options?
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.
Do you support weekly, quarterly, and LEAPS options?
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.
Is your data filtered in any way? (E.g., do you remove zero volume strikes, consolidate chains, etc.)
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.
Do you offer options chains or only individual contract lookups?
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.
Do you include expired or delisted options? What about contracts with adjusted terms or symbol changes?
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.