AlgoseekFree tier
Options Data APIs
Institutional US options (OPRA) data: historical trades, NBBO quotes and minute bars from 2015, plus real-time and delayed feeds.
Paid plans from$1,000/mo
OptionMetrics IvyDB
Institutional historical options database (IvyDB) with end-of-day prices, implied volatility and Greeks for US equity and index options from 1996.
Pricing: No public price.
Best for
Academics and institutions researching long options history
Notable features
- IvyDB US: end-of-day US equity and index options from 1996
- Implied volatility and delta, gamma, vega, theta, with European and American models
- Standardized constant-maturity volatility surface
- Handles symbol changes, dividends and splits automatically
- Databases for Europe, Asia-Pacific, Canada, ETFs and global indices
Pricing notes
No public price. OptionMetrics asks you to contact sales for IvyDB pricing.
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OptionMetrics IvyDB FAQ
How much does OptionMetrics IvyDB cost?
No public price. OptionMetrics asks you to contact sales for IvyDB pricing.