Institutional US options (OPRA) data: historical trades, NBBO quotes and minute bars from 2015, plus real-time and delayed feeds.
Cboe DataShop
Cboe's store for historical US options data files: end-of-day summaries, interval quotes and trades, with optional IV and Greeks.
Pricing: No list price: each order is priced in the cart from the symbols, dates and add-ons you pick, as a historical purchase or a subscription.
Best for
Researchers who want to buy exactly the OPRA history they need as files
Notable features
- Option EOD Summary from January 2012: NBBO at 15:45 ET and at the close, OHLC, volume, VWAP and open interest
- Optional Calcs add-on: IV and Greeks at the 15:45 snapshot
- Option Quotes: 1-minute or n-minute interval summaries
- Option Trades with print details, plus Open-Close volume by trader type
- Historical purchase or daily-file subscription; US stock, ETF and index options (no futures options)
Pricing notes
No list price: each order is priced in the cart from the symbols, dates and add-ons you pick, as a historical purchase or a subscription. Index bid/ask values need a Cboe Global Indices license (fees start at $1k/month).
Alternatives to Cboe DataShop
Developer trading API with commission-free multi-leg options, paper trading and market data.
Stock, options, forex and economic data API; realtime and 15+ years of historical US options chains are premium endpoints.
Usage-based market data API with tick-level OPRA options data, plus futures and equities, through one historical and live API.
Financial data APIs, including a US stock options add-on with end-of-day chains, Greeks and IV for 6,000+ US stocks.
Financial data APIs with real-time, delayed and historical US options data, including IV, Greeks and unusual activity.
Cboe DataShop FAQ
How much does Cboe DataShop cost?
No list price: each order is priced in the cart from the symbols, dates and add-ons you pick, as a historical purchase or a subscription. Index bid/ask values need a Cboe Global Indices license (fees start at $1k/month).