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 →
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FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia  27M records icon
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FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia  100% match market quotes icon
100% match market quotes
FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia  55 countries covered icon
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Provide swaption volatility surfaces in major currencies.
FinPricing FX Implied Volatility Surface Data - Forex Data (Global) 10M records icon
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FinPricing FX Implied Volatility Surface Data - Forex Data (Global) 100% market quotes icon
100% market quotes
FinPricing FX Implied Volatility Surface Data - Forex Data (Global) 240 countries covered icon
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Provide fine granular FX implied volatility surfaces for 109 currency pairs.
FinPricing Cap Implied Volatility Surface Data Feed API - USA, Canada, Europe, Japan 26.8M records icon
26.8M records
FinPricing Cap Implied Volatility Surface Data Feed API - USA, Canada, Europe, Japan 100% match quotes icon
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FinPricing Cap Implied Volatility Surface Data Feed API - USA, Canada, Europe, Japan 27 countries covered icon
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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
xignite
Based in USA
xignite
xignite is a data provider offering Alternative Data, Bond Data, Bond Pricing Data, Corporate Actions Data, and 14 others. They are headquartered in United S...
Tick Data
Based in USA
Tick Data
Tick Data is a data provider offering Corporate Actions Data, Currency Data, Derivatives Data, Forex Data, and 5 others. They are headquartered in United Sta...
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The Ultimate Guide to Options Price Data 2021

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.

Who are the best Options Price Data providers?

Finding the right Options Price Data provider for you really depends on your unique use case and data requirements, including budget and geographical coverage. Popular Options Price Data providers that you might want to buy Options Price Data from are FinPricing, xignite, Tick Data, OCC, and Option Metrics.

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 FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia by FinPricing, FinPricing FX Implied Volatility Surface Data - Forex Data (Global) by FinPricing, and FinPricing Cap Implied Volatility Surface Data Feed API - USA, Canada, Europe, Japan 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 Options Price Data analytics.

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

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