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Options Price Data: Best Options Price Datasets & Databases

What is Options Price Data?

Options price data is information about option premiums in the financial market. Traders and investors use this data to maximize alpha generation from investments and to optimize their portfolios as they're exchanged. Datarade helps you find the best options price data feeds. Learn more

Recommended Options Price Data Products

3 Results

US Options Data Packages for Trading, Research, Education & Sentiment

You’ll get 15-minute delayed options data, Greeks, implied volatility, and unusual options activity, ... options prices Real-time equity prices Underlying security reference data Exchange Fees & Requirements
Available for 1 countries
Pricing available upon request

FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia

FinPricing provides fine granular swaption implied volatility cube data.
Available for 55 countries
27M records
5 years of historical data
100% match market quotes
Available Pricing:
Yearly License
Free sample available

FinPricing FX Implied Volatility Surface Data - Forex Data (Global)

Those data are essential to price and risk-manage FX options.
Available for 240 countries
10M records
5 years of historical data
100% market quotes
Available Pricing:
Yearly License
Free sample available

More Options Price Data Products

Discover related options price data products.
USA covered
Power your options trading, research, education, and sentiment with easy-to-understand packages designed to fit your business needs.
27M records
100% match market quotes
55 countries covered
A swaption volatility cube is a volatility term structure for given swaption term volatilities. This means that a point on a volatility cube represents the v...
10M records
100% market quotes
240 countries covered
Provide fine granular FX implied volatility surfaces. A volatility surface is derived from quoted volatilities that provides a way to interpolate an implied ...
USA covered
Power your options trading, research, education, and sentiment with easy-to-understand packages designed to fit your business needs.
10M records
100% market quotes
240 countries covered
Provide fine granular FX implied volatility surfaces. A volatility surface is derived from quoted volatilities that provides a way to interpolate an implied ...
27M records
100% match market quotes
55 countries covered
A swaption volatility cube is a volatility term structure for given swaption term volatilities. This means that a point on a volatility cube represents the v...
datarade.ai - Intrinio profile banner
Intrinio
Based in USA
Intrinio
Intrinio is a financial data partner powering innovators at financial institutions, startups, and universities by delivering high-quality data through cuttin...
FinPricing
Based in Canada
FinPricing
FinPricing provides highly accurate global financial market data from real time to historical via GUI and API. The data are collected from various sources, i...
>5 years
Historical
> 60 years
Curve tenors
>45
Interest rate coverage
NewMark Risk
Based in USA
NewMark Risk
NewMark Risk is a data provider offering Options Price Data, Options Data, and Derivatives Data. They are headquartered in United States of America.
IVOlatility
Based in USA
IVOlatility
IVOlatility is a data provider offering Options Price Data, Options Data, Derivatives Data, and Implied Volatility Data. They are headquartered in United Sta...
Option Metrics
Based in USA
Option Metrics
Option Metrics is a data provider offering Options Price Data, Options Data, Derivatives Data, and Implied Volatility Data. They are headquartered in United ...
OCC
Based in USA
OCC
OCC is a data provider offering Options Price Data, Options Data, Derivatives Data, and Futures Data. They are headquartered in United States of America.

The Ultimate Guide to Options Price Data 2023

Learn about options price data analytics, sources, and collection.

What is Options Price Data?

Options price data is a collection of option premiums available to buy and sell in the stock market. An option is a contract that allows buyers to buy or sell a security with a fixed price before its expiry. Simultaneously, the price of an option is called premiums, which is composed of many variables. The price of options is calculated based on both their intrinsic value and their time value. When the time value of an option is longer, the price of the option is higher. Options price data is based on the calculation of the option in the stock market, and it can be used to predict the profitability of the option.

How is Options Price Data collected?

Options price data is collected through various sources. These sources include the stock market, online brokers, online websites, and financial news sites. These sources analyze, organize, and calculate the price of an option, and they post them on their platforms. These sources use different calculation models, and the data provider converts, analyzes, organizes, and compiles this information into accurate datasets. Before data can be considered ‘accurate’, errors, duplicates, and incomplete information is removed via data filtering.

What are the typical attributes of Options Price Data?

Options price data contains a vast array of attributes, but here are some typical attributes of options price data:

• Price attributes: price attributes are based on the calculation of the options’ intrinsic and time value. The price of the option differs every opening and closing of the stock market.
• Trading attributes: this refers to the trading activities of a particular option.
• Volatility attributes: this refers to the historical and implied volatility of the options. This attribute helps determine the future price of an option.   

What is Options Price Data used for?

Options price data is used by traders and investors. This data helps them optimize their stock market portfolio. This data also helps them decide which option will lead to grreater alpha generation. Traders use this data to take advantage of stock movements and shifts in the options market.

How can a user assess the quality of Options Price Data?

The option price data quality is measured by its accuracy, reliability, credibility, and timeliness. To assess accuracy, users can check similar data and compare their consistency. Another way to assess these quality aspects is to read online reviews. For reliability and credibility, users can check the data provider’s sources. The sources must be verified and validated by authorities. Lastly, for timeliness, users must ensure that the data is real-time and free from error.

Where can I buy Options Price Data?

Data providers and vendors listed on Datarade sell Options Price Data products and samples. Popular Options Price Data products and datasets available on our platform are US Options Data Packages for Trading, Research, Education & Sentiment by Intrinio, FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia by FinPricing, and FinPricing FX Implied Volatility Surface Data - Forex Data (Global) by FinPricing.

How can I get Options Price Data?

You can get Options Price Data via a range of delivery methods - the right one for you depends on your use case. For example, historical Options Price Data is usually available to download in bulk and delivered using an S3 bucket. On the other hand, if your use case is time-critical, you can buy real-time Options Price Data APIs, feeds and streams to download the most up-to-date intelligence.

What are similar data types to Options Price Data?

Options Price Data is similar to Futures Price Data, Options Data, Futures Data, Derivatives Reference Data, and Swaps Data. These data categories are commonly used for Price Analysis and Pricing Analysis.

What are the most common use cases for Options Price Data?

The top use cases for Options Price Data are Price Analysis and Pricing Analysis.