US Equity Options
Datasets available:
IVolatility provides comprehensive and extensive data coverage, offering full support for all US-listed equity, ETF, and index options. The database includes options on more than 5,500 underlying US equities and ETFs, as well as major US indices — over 1,000,000 individual option contracts available for analysis and trading strategies.
For these US-listed options, historical data is available back to January 2005, providing a robust foundation for research, backtesting, and decision-making.
IVolatility delivers key metrics essential for options trading, including option closing prices with volume and open interest (OI). Users also have access to raw implied volatility (IV) data, as well as option prices with IV and Greeks across all expirations and strikes.
Delivery
File based, Managed DB, API Data Cloud, Snowflake, Public Cloud - AWS, Azure, Data Download Tool