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  2. Market Data (Stock Prices, Options, etc)

Options FAQs

Here are answers to frequently asked questions about our real-time, delayed, and historical options data.

What’s included in your real time options data? 

  • Greeks (delta, gamma, theta & vega) 
  • Implied volatility 
  • Last trade price, size & timestamp 
  • Total trade volume  
  • Last ask/bid price, size & timestamp 
  • Underlying symbol  
  • Put or call  
  • Expiration date  
  • Strike price  
  • Exercise style 
  • Open interest  

      Is there a delay in your real-time options data?

      While the trade messages are sent in real-time, there will still be a slight delay, from the time it takes for OPRA to send the message, and for us to deliver it. The delay is approximately 1 millisecond, but can be longer depending on the location of the servers. 

      Does your real-time options data include pre- and post-market data?

      No, our options feed does not include pre- and post-market data. See what’s included on our options page.

      Can I trial your real-time options data?

      The Options Price Reporting Authority (OPRA), which owns the data, charges a fee as soon as users view or work with real-time options data. For that reason, we only provide trials for 15-minute delayed options data. This option has no exchange fees for internal use, and we waive any licensing fees during the testing period.

      Upgrading to real-time options from the delayed feed is simple; the connection to the OPRA exchange is identical and our experts will help facilitate all exchange paperwork.

      Can I get historical options data?

      We offer historical options data through a third party and deliver it via the Intrinio API. Up to 10 years of history is available, sold by year, with no exchange fees. You can choose how many years of history you need, but you will need to purchase an ongoing feed to access history.

      Do you have Greeks?  

      Greeks are available for both real-time and 15-minute delayed options feeds for all US-based stocks. We offer delta, gamma, theta, and vega.

      What is unusual Options Activity? 

      Unusual Options Activity identifies options contracts that are trading at a higher volume relative to the contract's open interest. Unusual Options can prove insight on what "smart money" is doing with large volume orders, signaling new positions and potentially a big move in the underlying Stock or ETF. Options can be considered bullish when a call is purchased at the ask price and Options can be considered bearish when a call is sold at the bid price. We do not currently provide a screening function for this type of data.

      Do you have darkpool options data? 

      There is no darkpool options data. Instead, there are "Unusual Options Activity/Flow," specifically Sweeps and Block trades. We can provide these option flows through our data partners.