Historical Options Data
Access Comprehensive Global Options & Futures Data. Explore Extensive Fixed Income Datasets and Rich MBS Market Coverage. Discover Our New Cutting-edge Datasets. IVolatility: Trusted by Global Industry Leaders.
Our most popular and trusted datasets, relied upon by financial market leaders, include NBBO option prices, providing access to BID-ASK prices, Open/High/Low/Close (OHLC), volume, and open interest (OI) data for all US tickers and global markets. Get even more with RAW IV datasets, which add Implied Volatility (IV) and greeks. Coverage includes options from the USA, Canada, Europe, and Asia on equities such as stocks, ETFs, market indices, and volatility indices. Historical data for the US dates back to 2000. Benchmark indices include the S&P 500, VIX, Eurostoxx 50, DAX, CAC, Nikkei, HSI, ASX 200, and others.
Most popular datasets: Option prices, volumes, OI, IV & Greeks
Granularity: Historical EOD, 1/5/15/30/60 Minute Snapshot (availability depends on data)
Delivery: FTP, Managed DB, API, Snowflake, Public Cloud - AWS, Azure, Data Download Tool
Covers futures and future options from the USA, Europe, and Asia futures exchanges on different products such as equity futures indices, commodities futures, fixed income futures, FX futures, etc. Earliest historical data for US futures starts 2006. The most popular futures include ES E-mini, CL Light crude oil, Euro Bobl, Euro Bund, Euro SCHATZ, and others. Data includes settlement prices along with OHLC, volume, and open interest.
Most popular datasets: Option prices, volumes, OI, IV & Greeks
Granularity: Historical EOD, 1/5/15/30/60 Minute Snapshot (availability depends on data)
Delivery: FTP, Managed DB, API, Snowflake, Public Cloud - AWS, Azure, Data Download Tool
Data and pricing services for US and European Corporate bonds, US Municipal bonds, and US Mortgages. For US/European corporate bonds, we provide the post-trade (FINRA Trace) and pre-trade (Bid/offer markets) end of day pricing data sets. For US Municipal bonds, we provide post-trade (MSRB) data sets. These datasets are enhanced by derived analytics and reference fields. For US Mortgage market, we host single- and multifamily loan level and pool level data enriched with proprietary pricing and valuation fields. Additionally, we provide rate curves for international benchmarks like SOFR, ESTR, etc.
Most popular datasets: Pricing and valuation, Corporate and Municipal Bonds Reference Data, US Mortgage Single and Multifamily Data (Agency and Non-Agency), Zero Coupon Yield Curves
Granularity: Historical EOD
Delivery: FTP, Managed DB, API, Snowflake, Public Cloud - AWS, Azure, MBS Data Insights Platform
We offer a cutting-edge Earnings Calendar Dataset that includes historical earnings results, upcoming implied stock moves, and specific strategies to capitalize on these moves. Additionally, we provide datasets for Dividends, Interest Rates, and Corporate Actions. This enables you to backtest and design strategies without worrying about factors like corporate spinoffs or special dividends.
Most popular datasets: Earnings, Dividends, Rates, Corporate Actions
Granularity: Historical EOD
Delivery: File based, Managed DB, API, Snowflake, Public cloud - AWS, Azure
New Datasets
US IVX0DTE
IVX0DTE is our proprietary Volatility Index, one of our latest data set releases that builds upon our
proprietary IVX® index and is the ideal solution to back test Zero Days to Expiration (0DTE) options
trading strategies.
This new dataset provides comprehensive options information on 0DTE options - one of the fastest growing
asset classes in the market today.
US Earnings
IVolatility is pleased to announce our cutting edge IVX Earnings Data Calendar. This comprehensive data set is designed to create actionable trade ideas before an upcoming earnings announcement.
US Fixed Income Pricing and Valuation
Data and pricing services for US Corporate bonds, US Municipal bonds, and US Mortgages. This dataset is enhanced by derived analytics and reference fields. For US Mortgage market we host single- and multifamily loan level and pool level data enriched with proprietary pricing and valuation fields.
Warrants Reference Data & Metrics
This dataset offers insights into leveraged investment opportunities, enabling investors to capitalize on potential future stock price movements with a smaller initial investment. It covers the US and Canada, and includes fields such as Ticker, Strike, Bid, Ask, OHLC, IV, Greeks, and more.