OPTIONDATA

Fetches a current or historical option quote from Market Data.

Sample Usage

=OPTIONDATA("AAPL271217C00250000")
=OPTIONDATA("AAPL271217C00250000", "bid")
=OPTIONDATA("AAPL271217C00250000", "date,bid,ask", "9/1/2022", "1/31/2023")
=OPTIONDATA("AAPL271217C00250000", "all", TODAY()-30, 30)

Syntax

=OPTIONDATA(option symbol, [attributes], start date, end date)

• option symbol (REQUIRED) Use the current OCC option symbol format for the option symbol, even for historic options prior to the symbol format change in 2010.
• attribute (OPTIONAL "price" by default) Use at least one of the following attributes; seperate multiple attributes with commas:
  • "symbol" - The OCC option symbol.
  • "date", "updated" - The date and time of the quote.
  • "price", "mid", "mark" – The midpoint price of the option.
  • "bid" – The bid price of the option.
  • "ask" – The ask price of the option.
  • "last" – The last price of the option. Depending on the liquidity of the symbol, the last traded price could have occurred one second ago or one day ago.
  • "bid size" – The quantity of contracts offered at the bid price.
  • "ask size" – The quantity of contracts offered at the ask price.
  • "volume" – The number of contracts negotiated during the day.
  • "open interest" – The number of open contracts.
  • "underlying price" – The price of the underlying security at the time of this option quote.
  • "in the money" – Will return TRUE if the option contract was in the money at the time of the quote or FALSE if the contract was not in the money at the time of the quote.
  • "intrinsic value" - The intrinsic value of the option, if any.
  • "extrinsic value" - The extrinsic or time value of the option.
  • "iv", "implied volatility" - The implied volatility of the option.
  • "delta" - The delta of the option.
  • "gamma" - The gamma of the option.
  • "theta" - The theta of the option.
  • "vega" - The vega of the option.
  • "all" – Returns all values.
  • "noheaders" – Returns values without column headers.
• start date (OPTIONAL) – The start date when fetching historical data. If start date is specified, but endDate is not, only the single day's data is returned.
• end date (OPTIONAL) – The end date when fetching historical data, or the number of calendar days (not trading days) from startDate for which to return data.

Usage Information

Data Availability

The OPTIONDATA function can return both current option quotes and historical option quotes, depending on whether date parameters are specified. Data availability restrictions based on user type and exchange entitlements only apply to current quotes. Historical data is available to all users, with access limits based on your plan.

What are entitlements?

Entitlements are permissions granted by exchanges that allow access to their data. To get real-time options data, users need to sign the OPRA agreement. Learn more about entitlements.

Current Quotes (No Date Parameters)

When you use OPTIONDATA without date parameters, it returns current option quote data. The data type you receive depends on your user type and OPRA entitlement. This may include real-time data, 15-minute delayed data, or historical data (1 day old), depending on your entitlements and user classification.

User Type	OPRA Entitlement	Data Type
Non-Professional	✅	Real-time
Non-Professional	❌	15-min delayed
Professional	Any	Historical (1 day old)
Unknown	Any	Historical (1 day old)

Historical Quotes (With Date Parameters)

When you use OPTIONDATA with date parameters, it returns historical option quote data. Historical data is available to all users regardless of exchange entitlements. However, the age of historical data you can access depends on your plan:

Plan	Historical Data Availability
Free Forever	1 year
Trial Plans (Starter, Trader)	1 year
Starter	5 years
Trader, Quant, Prime	No limit (full access)

Plan Limits

If you attempt to access historical data older than your plan's limit permits, the formula will return an error. Learn more about plan limits.

Notes

• All parameters must be enclosed in quotation marks or be references to cells containing text. A possible exception is when end date is specified as a number of days.
• Results will be returned as a value within a single cell if a single attribute is requested. Multiple attributes or multi-day results will be returned with column headers.
• Dates and times are returned in the same timezone of the exchange.