We offer three easy-to-understand packages to fit your business needs. Visit intrinio.com/pricing to compare packages.

Bronze

The Bronze package is ideal for developing your idea and prototyping your platform with high-quality EOD options prices sourced from OPRA.

When you’re ready for launch, it’s a seamless transition to our Silver package for delayed options prices, Greeks and implied volatility, and unusual options activity, plus delayed equity prices.

• Latest EOD OPRA options prices

Exchange Fees & Requirements:

This package requires no paperwork or exchange fees.

Bronze Benefits:

• Web API access
• 300 API calls/minute limit
• File downloads
• Unlimited internal users
• Unlimited internal & external display
• Built-in ticketing system
• Live chat & email support

Silver

The Silver package is ideal for clients that want delayed options data for their platform, or for startups in the development and testing phase. You’ll get 15-minute delayed options data, Greeks, implied volatility, and unusual options activity, plus the latest EOD options prices and delayed equity prices.

You can easily move up to the Gold package for real-time options and equity prices, additional access methods, and premium support options.

• 15-minute delayed OPRA options prices, Greeks & IV
• 15-minute delayed OPRA unusual options activity
• Latest EOD OPRA options prices
• 15-minute delayed equity prices
• Underlying security reference data

Exchange Fees & Requirements:

If you subscribe to the Silver package and will not display the data outside of your firm, you’ll need to fill out a simplified exchange agreement and send it back to us. There are no exchange fees and we can provide immediate access to the data.

If you subscribe to the Silver package and will display the data outside of your firm, we’ll work with your team to submit the correct paperwork to OPRA for approval. Once approved, OPRA will bill exchange fees directly to your firm – typically $600-$2000/month depending on your use case. These fees are the same no matter what data provider you use. Per-user reporting is not required, so there are no variable per user fees.

Silver Benefits:

• Assistance with OPRA paperwork
• Web API access
• 2,000 API calls/minute limit
• File downloads
• Access to third-party datasets via Intrinio API (additional fees required)
• Unlimited internal users
• Unlimited internal & external display
• Built-in ticketing system
• Live chat & email support
• Concierge customer success team
• Comarketing & promotional initiatives

Gold

The Gold package is ideal for funded companies that are in the growth or scaling stage, as well as institutions that are innovating within the fintech space. This full-service solution offers real-time options prices, Greeks and implied volatility, and unusual options activity, as well as the latest EOD options prices and real-time equity prices.

You’ll also have access to our wide range of modern access methods, third-party data via Intrinio’s API with licensing assistance, support from our team of expert engineers, custom delivery architectures, and much more.

• Real-time OPRA options prices, Greeks & IV
• Real-time OPRA unusual options activity
• Latest EOD OPRA options prices
• Real-time equity prices
• Underlying security reference data

Exchange Fees & Requirements:

If you subscribe to the Gold package, we’ll work with your team to submit the correct paperwork to OPRA for approval. Once approved, OPRA will bill exchange fees directly to your firm – typically $600-$2000/month depending on your use case. These fees are the same no matter what data provider you use. Per-user reporting is required, with an associated variable per user fee.

Gold Benefits:

• Assistance with OPRA paperwork
• Web API access
• 2,000 API calls/minute limit
• WebSocket access (additional fee)
• Customizable access methods (Snowflake, FTP, etc.)
• Access to third-party datasets via Intrinio API (additional fees required)
• Unlimited internal users
• Unlimited internal & external display
• Built-in ticketing system
• Live chat & email support
• Concierge customer success team
• Comarketing & promotional initiatives
• Access to engineering team

Platinum

Don’t see a package that fits your needs? Our team can design a premium custom package for your business.

IF YOU FIND THIS CONTENT USEFUL, PLEASE LEAVE AN UPVOTE, COMMENT, AND/OR FOLLOW!

This dataset is a combination of four years of Apple ($AAPL) options end of day quotes ranging from 01-2016 to 03-2023. Each row represents the information associated with one contract's strike price and a given expiration date.

Dates quotes are given in in Unix and in "YYYY-MM-DD HH:MM" formats. Quote frequency is daily at 4:00 pm EST, which corresponds with end of day market closure.

REMEMBER: Apple stock split on August 28, 2020. This will be reflected in the data. Keep this in mind!

What is an option chain?

An option chain can be defined as the listing of all option contracts. It comes with two different sections: call and put. A call option means a contract that gives you the right but does not give you the obligation to buy an underlying asset at a particular price and within the option's expiration date. This means that in this dataset, there will be the entire option chain (all available option contracts for all expirations) for each business day between Q1 2016 and Q1 2023.

This dataset contains data for American options, which can be exercised on or before expiration date. This is unlike European options contracts, which can only be exercised on the expiration date.

I am also continuously working on the associated notebook to give a basic idea of how to load and explore the data. Stay tuned!

Similar Datasets: - $TSLA Option Chains - $SPY Option Chains - $NVDA Option Chains - $QQQ Option Chains

TraditionData’s Interest Rate Options service offers a comprehensive dataset of interest rate option premiums and implied volatilities across multiple currencies.

• Provides real-time data related to interest rate option premiums, selected Greeks, and implied volatility.
• Useful for financial services professionals for risk management, portfolio returns enhancement, and income generation.

For more details, visit Interest Rate Options Data.

Free historical options data, dataset files in CSV format.

Context

This Data is gathered from NSE website for the past three months I am posting this here so people can analyse this data and gather meaningful insights from this.

Example - Probability of Stock ending up at Max Pain with the help of Open Interest.

Content

The dataset contains stock symbol with which it is traded, Expiry Date. Strike Price and the Option pricing of the Symbol at that Strike price.

Acknowledgements

I thank the people working at NSE for publishing these reports everyday.

Inspiration

Whenever we want to initiate an Options trade we look at various parameters like OpenInterest, Change in OI, Technical Analysis Indicators before deciding to Buy/Sell the Option. Most times we need to browse to multiple websites to gather the data we need, This is an example to show how you can customise the data for our needs.

Dataset

This dataset was created by Shubham Singh

Released under Apache 2.0

Contents

Daily Options Trading Data (Taiwan Futures Exchange)

Title: Historical Options Data for BANKNIFTY Index

Description: This dataset provides historical options data for the BANKNIFTY index, which is the benchmark index for the banking sector in India. The dataset includes information on the ticker, date, time, open, high, low, close, volume, and open interest for various call options contracts.

The data is provided in CSV format and covers the time period from March 1, 2021 to the present day. Each row in the dataset corresponds to a single options contract, and includes information on the opening and closing prices, as well as the trading volume and open interest for that contract.

Columns:

Ticker: the ticker symbol for the options contract (string) Date: the date when the contract was traded (date) Time: the time when the contract was traded (time) Open: the opening price for the contract (float) High: the highest price for the contract during the trading session (float) Low: the lowest price for the contract during the trading session (float) Close: the closing price for the contract (float) Volume: the total number of contracts traded during the session (int) Open Interest: the number of outstanding contracts at the end of the session (int) Example entry:

Ticker Date Time Open High Low Close Volume Open Interest BANKNIFTY01APR2130600CE 03/01/2021 12/31/1899 14:39 5057.2 5065 5057.2 5065 50 48000

This dataset can be used to perform various types of analysis on options trading for the BANKNIFTY index, such as calculating the daily trading volume and open interest, identifying trends and patterns in the price movements of options contracts, and developing models to predict future price movements based on historical data.

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This dataset is a combination of two years of Invesco QQQ Trust Series 1, $QQQ, options end of day quotes ranging from 01-2020 to 12-2022. Each row represents the information associated with one contract's strike price and a given expiration date.

Dates quotes are given in in Unix and in "YYYY-MM-DD HH:MM" formats. Quote frequency is daily at 4:00 pm EST, which corresponds with end of day market closure.

What is an option chain?

An option chain can be defined as the listing of all option contracts. It comes with two different sections: call and put. A call option means a contract that gives you the right but does not give you the obligation to buy an underlying asset at a particular price and within the option's expiration date. This means that in this dataset, there will be the entire option chain (all available option contracts for all expirations) for each business day between Q1 2020 and Q4 2022.

This dataset contains data for American options, which can be exercised on or before expiration data. This is unlike European options contracts, which can only be exercised on the expiration date.

I am also continuously working on the associated notebook to give a basic idea of how to load and explore the data. Stay tuned!

Similar Datasets: - $TSLA Option Chains - $SPY Option Chains - $NVDA Option Chains - $AAPL Option Chains

This is for U.S. and international exchange-listed options on equities, exchange-traded funds (ETFs), equity indexes and futures.

This service can be used to run a test simulation of trading strategies, generate risk and regulatory reports on portfolios of options and underlying securities and perform in-depth analysis of options positions.

Accounting firms can also use this service to their advantage, to help calculate the amount of dividend equivalent payments and delta test for the IRS Section 871(m).

TraditionData’s FX Options Market Data service provides comprehensive information on FX options markets, leveraging the Volbroker platform for transparency and efficiency.

• Offers real-time volatility price transparency in ATM Straddles, Delta Risk Reversals, and Butterflies.
• Suitable for traders, risk managers, or portfolio managers managing currency risk and maximizing returns.

Visit FX Options Market Data for more information.

Downloading the Options IV SP500 Dataset

This document will guide you through the steps to download the Options IV SP500 dataset from Hugging Face Datasets. This dataset includes data on the options of the S&P 500, including implied volatility. To start, you'll need to install Hugging Face's datasets library if you haven't done so already. You can do this using the following pip command: !pip install datasets

Here's the Python code to load the Options IV SP500 dataset from Hugging… See the full description on the dataset page: https://huggingface.co/datasets/gauss314/options-IV-SP500.

Japan OSE: Turnover: Value: Nikkei 225 Call and Put Options data was reported at 516.962 JPY bn in Nov 2018. This records a decrease from the previous number of 749.344 JPY bn for Oct 2018. Japan OSE: Turnover: Value: Nikkei 225 Call and Put Options data is updated monthly, averaging 228.702 JPY bn from Jun 1989 (Median) to Nov 2018, with 354 observations. The data reached an all-time high of 1,544.252 JPY bn in May 2013 and a record low of 44.521 JPY bn in Jul 2005. Japan OSE: Turnover: Value: Nikkei 225 Call and Put Options data remains active status in CEIC and is reported by Japan Exchange Group. The data is categorized under Global Database’s Japan – Table JP.Z016: Osaka Exchange Inc: Futures and Options.

The Procurement Analysis Tool (PAT) was developed at NREL to help organizations explore renewable energy options that align with their goals. Users input facility data and answer goal-oriented questions. PAT analyzes this information to identify potential wind, solar, or storage resources and suitable procurement options (PPA, Green Tariffs) that align with their budget, location, and sustainability goals. For more information see the "Procurement Analysis Tool" resource below.

The Renewable Electricity Procurement Options Data (RE-POD) was an aggregated dataset meant to help local jurisdictions and utility customers within those jurisdictions understand the options that may be available to them to procure renewable electricity or renewable energy credits to meet energy goals. RE-POD has been discontinued and replaced with the PAT.

This data is part of a suite of state and local energy profile data available at the "State and Local Energy Profile Data Suite" link below and builds on Cities-LEAP energy modeling, available at the "EERE Cities-LEAP Page" link below. Examples of how to use the data to inform energy planning can be found at the "Example Uses" link below.

Data and information relating to any locally adopted legislation impacting property taxes assessed by communities

TraditionData’s Asian Interest Rate Options Data service provides comprehensive access to the market-leading and most active broker in the Asia Interest Rate Options market. Real-time, hourly and end-of-day data that provides unparalleled insight into this market.

• shifted log normal vols for JPY TONA and legacy JPY LIBOR products
• ATM Swaptions, OTM Swaptions, ATM Cap & Floors, OTM Cap & Floors
• Real-time, hourly and end-of day directly from TraditionData or via BBG (B-pipe and/or Data License (DL)) and LSEG (Real-time feed, DataScope Select (DSS) and/or Tick History).

Gain further insights on our Asian Interest Rate Options Data page.

Brazil BoP: FA: Fin. Derivatives and Employee Stock Options data was reported at -247.063 USD mn in Mar 2025. This records a decrease from the previous number of -1.307 USD mn for Feb 2025. Brazil BoP: FA: Fin. Derivatives and Employee Stock Options data is updated monthly, averaging 7.553 USD mn from Jan 1995 (Median) to Mar 2025, with 363 observations. The data reached an all-time high of 2.591 USD bn in Mar 2020 and a record low of -3.415 USD bn in Sep 2024. Brazil BoP: FA: Fin. Derivatives and Employee Stock Options data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Global Database’s Brazil – Table BR.JBA004: BPM6: Balance of Payments: Capital and Financial Account. BoP: Financial Account: Financial Derivatives and Employee Stock Options

The data set contains the following columns: Date Symbol Strike Option Name Close price Volume Interest Delta Gamma Vega Theta Rho riskfree rate Expiry Time-to-Expiry (in trading days) Asset price

Japan OSE: Open Interest: Nikkei 225 Call Options data was reported at 866,047.000 Unit in Oct 2018. This records an increase from the previous number of 784,536.000 Unit for Sep 2018. Japan OSE: Open Interest: Nikkei 225 Call Options data is updated monthly, averaging 263,777.000 Unit from Jun 1989 (Median) to Oct 2018, with 353 observations. The data reached an all-time high of 2,475,659.000 Unit in May 2013 and a record low of 7,590.000 Unit in Jul 1989. Japan OSE: Open Interest: Nikkei 225 Call Options data remains active status in CEIC and is reported by Japan Exchange Group. The data is categorized under Global Database’s Japan – Table JP.Z016: Osaka Exchange Inc: Futures and Options.

Finland - Total financial sector liabilities: Financial derivatives and employee stock options was 13.90 % of GDP in December of 2024, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Finland - Total financial sector liabilities: Financial derivatives and employee stock options - last updated from the EUROSTAT on November of 2025. Historically, Finland - Total financial sector liabilities: Financial derivatives and employee stock options reached a record high of 90.10 % of GDP in December of 2011 and a record low of -0.40 % of GDP in December of 1995.