Options Data

All Exchanges. Complex Greeks. Low Latency.

Comprehensive options data with 1st, 2nd, and 3rd order Greeks. Trade and quote data with implied volatility calculations. Real-time streaming and historical access.

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Complete Greeks Coverage

1st Order
Delta
Vega
Theta
Rho
2nd Order
Gamma
Vanna
Charm
3rd Order
Speed
Zomma
Color
All Greeks calculated using Black Scholes methodology with historical accuracy

Complete OPRA Coverage

3+
Petabytes
2012
Since June
100%
NBBO Coverage

Every Trade

Complete trade data with NBBO at time of execution plus 2 post-trade updates

Every Quote

Every NBBO quote reported by OPRA

Open Interest

Daily open interest updates across all strikes and expirations

Flexible Granularity

Tick-Level: Every trade and quote
1-Second: Aggregated OHLC
1-Minute: Standard bars
End-of-Day: Daily summaries

Real-Time & Historical

Stream live options data or query historical datasets. Tiered access based on your subscription level.

View Tiers API Docs