What is Options Price Data? Examples, Providers & Datasets to Buy
What is Options Price Data?
Options price data is historical and real-time information about the prices of options contracts. It includes details such as the strike price, expiration date, bid and ask prices, and trading volume. This data is crucial for analyzing and understanding the market trends, volatility, and liquidity of options.
What Are Examples of Options Price Data?
Examples of options price data include datasets offering insights into the pricing and dynamics of options markets. Key examples include:
- Option Premiums: Prices paid for call or put options contracts.
- Strike Prices: The price at which an underlying asset can be bought or sold.
- Expiration Dates: Dates when options contracts expire.
- Implied Volatility: Market expectations of price fluctuations.
- *Open Interest: Total number of outstanding options contracts for a specific strike and expiration.
Best Options Price Databases & Datasets
Here is our curated selection of top Options Price Data sources. We focus on key factors such as data reliability, accuracy, and flexibility to meet diverse use-case requirements. These datasets are provided by trusted providers known for delivering high-quality, up-to-date information.
IvyDB Global Indices - Historical Options Price Data, Options Price Data, Derivatives Data, Indices Data, Options Data and Implied Volatility Data
EDI Global End of Day/Closing Price Data for Derivatives | Futures Price Data, Options Price Data | Worldwide Exchanges | History/Time Series avail.
US Options Data Packages for Trading, Research, Education & Sentiment
Cyrpto Derivatives Data - Kaiko Market Data. 10+ Exchanges Globally | 260K+ Futures, Options & Contracts | Prices | Volumes | Trades | Defi & Cefi
IvyDB Canada - Historical and EOD Options Data, Options Data, Implied Volatility Data, Derivatives Data, Stock Market Data Since 2007
Financial Derivatives EoD Pricing | Commodities Options & Futures
IvyDB Asia - Historical and EOD Options Data, Options Data, Implied Volatility Data, Derivatives Data and Stock Market Data Since 2004
Symbol Master | Flexible Exchange Options (FLEX) | Global Market Coverage
IvyDB US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996
FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia
Monetize data on Datarade Marketplace
Popular Use Cases for Options Price Data
Options price data is used for traders, analysts, and portfolio managers. It is important for strategy development, enabling traders to design options strategies based on market conditions and pricing. It supports risk assessment, helping evaluate exposure based on implied volatility and strike prices. Additionally, market trend analysis leverages options data to identify sentiment and predict price movements, just to mention a few use cases.
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:
| Attribute | Description |
|---|---|
| Price Attributes | Includes intrinsic and time value calculations, reflecting price changes during market openings and closings. |
| Trading Attributes | Details trading activities such as volume, bid-ask spread, and open interest for options contracts. |
| Volatility Attributes | Covers historical and implied volatility, helping predict future price movements. |
| Expiration Dates | The specific date on which an options contract expires. |
| Strike Prices | The agreed-upon price at which the underlying asset can be bought or sold. |
| Option Premiums | The cost paid by the buyer to acquire an options contract. |
| Underlying Asset | Details about the stock, index, or other asset on which the option is based. |
| Market Conditions | External factors such as interest rates and dividends that influence options pricing. |
Frequently Asked Questions
Where Can I Buy Options Price Data?
You can explore our data marketplace to find a variety of Options Price Data tailored to different use cases. Our verified providers offer a range of solutions, and you can contact them directly to discuss your specific needs.
How is the Quality of Options Price Data Maintained?
The quality of Options Price Data is ensured through rigorous validation processes, such as cross-referencing with reliable sources, monitoring accuracy rates, and filtering out inconsistencies. High-quality datasets often report match rates, regular updates, and adherence to industry standards.
How Frequently is Options Price Data Updated?
The update frequency for Options Price Data varies by provider and dataset. Some datasets are refreshed daily or weekly, while others update less frequently. When evaluating options, ensure you select a dataset with a frequency that suits your specific use case.
Is Options Price Data Secure?
The security of Options Price Data is prioritized through compliance with industry standards, including encryption, anonymization, and secure delivery methods like SFTP and APIs. At Datarade, we enforce strict policies, requiring all our providers to adhere to regulations such as GDPR, CCPA, and other relevant data protection standards.
How is Options Price Data Delivered?
Options Price Data can be delivered in formats such as CSV, JSON, XML, or via APIs, enabling seamless integration into your systems. Delivery frequencies range from real-time updates to scheduled intervals (daily, weekly, monthly, or on-demand). Choose datasets that align with your preferred delivery method and system compatibility for Options Price Data.
How Much Does Options Price Data Cost?
The cost of Options Price Data depends on factors like the datasets size, scope, update frequency, and customization level. Pricing models may include one-off purchases, monthly or yearly subscriptions, or usage-based fees. Many providers offer free samples, allowing you to evaluate the suitability of Options Price Data for your needs.
What Are Similar Data Types to Options Price Data?
Options Price Data is similar to other data types, such as Futures Price Data, Options Data, Futures Data, Derivatives Reference Data, and Swaps Data. These related categories are often used together for applications like Price Analysis.
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