https://optionmetrics.com/contact/https://optionmetrics.com/contact/
The IvyDB Signed Volume dataset, available as an add-on product for IvyDB US, contains daily data on detailed option trading volume. Trades in the IvyDB US dataset are assigned as either buyer-initiated or seller-initiated based on the trade price and the bid-ask quote at the time of the trade. The total assigned daily volume is aggregated and updated nightly.
https://optiondata.org/about.htmlhttps://optiondata.org/about.html
Historical option data in 2019 to 2021, dataset files in CSV format.
This dataset offers both live (delayed) prices and End Of Day time series on equity options
1/ Live (delayed) prices for options on European stocks and indices including:
Reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward
Greeks : delta, vega
Canari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a "Canari price" which is also available in this live tables.
Visit our website (canari.dev ) for more details about our forecast signals.
The delay ranges from 15 to 40 minutes depending on underlyings.
2/ Historical time series:
Implied vol
Realized vol
Smile
Forward
See a full API presentation here : https://youtu.be/qitPO-SFmY4 .
These data are also readily accessible in Excel thanks the provided Add-in available on Github: https://github.com/canari-dev/Excel-macro-to-consume-Canari-API
If you need help, contact us at: contact@canari.dev
User Guide: You can get a preview of the API by typing "data.canari.dev" in your web browser. This will show you a free version of this API with limited data.
Here are examples of possible syntaxes:
For live options prices: data.canari.dev/OPT/DAI data.canari.dev/OPT/OESX/0923 The "csv" suffix to get a csv rather than html formating, for example: data.canari.dev/OPT/DB1/1223/csv For historical parameters: Implied vol : data.canari.dev/IV/BMW
data.canari.dev/IV/ALV/1224
data.canari.dev/IV/DTE/1224/csv
Realized vol (intraday, maturity expressed as EWM, span in business days): data.canari.dev/RV/IFX ... Implied dividend flow: data.canari.dev/DIV/IBE ... Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T): data.canari.dev/SMI/DTE ... Forward: data.canari.dev/FWD/BNP ...
List of available underlyings: Code Name OESX Eurostoxx50 ODAX DAX OSMI SMI (Swiss index) OESB Eurostoxx Banks OVS2 VSTOXX ITK AB Inbev ABBN ABB ASM ASML ADS Adidas AIR Air Liquide EAD Airbus ALV Allianz AXA Axa BAS BASF BBVD BBVA BMW BMW BNP BNP BAY Bayer DBK Deutsche Bank DB1 Deutsche Boerse DPW Deutsche Post DTE Deutsche Telekom EOA E.ON ENL5 Enel INN ING IBE Iberdrola IFX Infineon IES5 Intesa Sanpaolo PPX Kering LOR L Oreal MOH LVMH LIN Linde DAI Mercedes-Benz MUV2 Munich Re NESN Nestle NOVN Novartis PHI1 Philips REP Repsol ROG Roche SAP SAP SNW Sanofi BSD2 Santander SND Schneider SIE Siemens SGE Société Générale SREN Swiss Re TNE5 Telefonica TOTB TotalEnergies UBSN UBS CRI5 Unicredito SQU Vinci VO3 Volkswagen ANN Vonovia ZURN Zurich Insurance Group
https://optiondata.org/about.htmlhttps://optiondata.org/about.html
Free historical options data, dataset files in CSV format.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
https://optiondata.org/about.htmlhttps://optiondata.org/about.html
Historical option data in the last 24 years, dataset files in CSV format.
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Graph and download economic data for CBOE Volatility Index: VIX (VIXCLS) from 1990-01-02 to 2025-09-01 about VIX, volatility, stock market, and USA.
https://optiondata.org/about.htmlhttps://optiondata.org/about.html
Historical option EOD data in 2021, dataset files in CSV format.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
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 July 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.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
China Options: Shanghai Stock Exchange: 300ETF: Open Interest: Call data was reported at 845.199 Contract th in 08 May 2020. This records an increase from the previous number of 834.101 Contract th for 07 May 2020. China Options: Shanghai Stock Exchange: 300ETF: Open Interest: Call data is updated daily, averaging 875.530 Contract th from Dec 2019 (Median) to 08 May 2020, with 89 observations. The data reached an all-time high of 1,336.983 Contract th in 17 Mar 2020 and a record low of 107.629 Contract th in 23 Dec 2019. China Options: Shanghai Stock Exchange: 300ETF: Open Interest: Call data remains active status in CEIC and is reported by Shanghai Stock Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZI: Shanghai Stock Exchange: Options: Open Interest: Daily.
https://option.discount/privacy.htmlhttps://option.discount/privacy.html
Historical option sample data at 2022-08-24, dataset files in CSV format.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
China Options: Shanghai Stock Exchange: 50ETF: Turnover Volume: Call data was reported at 343.928 Contract th in 13 May 2025. This records a decrease from the previous number of 540.483 Contract th for 12 May 2025. China Options: Shanghai Stock Exchange: 50ETF: Turnover Volume: Call data is updated daily, averaging 782.432 Contract th from Feb 2015 (Median) to 13 May 2025, with 2489 observations. The data reached an all-time high of 3,833.208 Contract th in 20 Jun 2019 and a record low of 5.656 Contract th in 16 Feb 2015. China Options: Shanghai Stock Exchange: 50ETF: Turnover Volume: Call data remains active status in CEIC and is reported by Shanghai Stock Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZI: Shanghai Stock Exchange: Options: Turnover: Daily.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Slovakia - Financial derivatives and employee stock options was MIO_NAC-500.30 Million in December of 2024, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Slovakia - Financial derivatives and employee stock options - last updated from the EUROSTAT on September of 2025. Historically, Slovakia - Financial derivatives and employee stock options reached a record high of MIO_NAC186.60 Million in December of 2008 and a record low of MIO_NAC-1775.10 Million in December of 2021.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
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
https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required
Graph and download economic data for CBOE S&P 500 3-Month Volatility Index (VXVCLS) from 2007-12-04 to 2025-08-28 about VIX, volatility, stock market, 3-month, and USA.
https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html
This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume: Put data was reported at 522.445 Contract th in 13 May 2025. This records an increase from the previous number of 516.515 Contract th for 12 May 2025. CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume: Put data is updated daily, averaging 425.178 Contract th from Sep 2022 (Median) to 13 May 2025, with 638 observations. The data reached an all-time high of 1,529.257 Contract th in 24 Sep 2024 and a record low of 110.951 Contract th in 20 Sep 2022. CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume: Put data remains active status in CEIC and is reported by Shanghai Stock Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZI: Shanghai Stock Exchange: Options: Turnover: Daily.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
Option Care Health stock price, live market quote, shares value, historical data, intraday chart, earnings per share and news.
Our proprietary Skew-Adjusted Gamma Exposure measurements make adjustments to Naive GEX calculations to more accurately reflect actual gamma positioning of Market Makers who employ delta-hedging strategies. When Market Makers carry substantial negative gamma a security will often "over-react" to fundamental news. Conversely, when MMs carry substantial positive gamma a security will often "under-react" to news. Our data includes a quantified segmentation of a security's gamma distribution across all option strikes as well as across relevant expiration dates. Our website provides numerical, graphical, and historical views of all gamma data in our database. Additionally, our API access allows for easy download of csv files or import into Excel for further analysis and custom applications.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
China Options: Shanghai Stock Exchange: 50ETF: Open Interest: Call data was reported at 656.042 Contract th in 13 May 2025. This records an increase from the previous number of 641.563 Contract th for 12 May 2025. China Options: Shanghai Stock Exchange: 50ETF: Open Interest: Call data is updated daily, averaging 1,087.796 Contract th from Feb 2015 (Median) to 13 May 2025, with 2489 observations. The data reached an all-time high of 2,763.982 Contract th in 22 Nov 2019 and a record low of 4.923 Contract th in 09 Feb 2015. China Options: Shanghai Stock Exchange: 50ETF: Open Interest: Call data remains active status in CEIC and is reported by Shanghai Stock Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZI: Shanghai Stock Exchange: Options: Open Interest: Daily.
https://optionmetrics.com/contact/https://optionmetrics.com/contact/
The IvyDB Signed Volume dataset, available as an add-on product for IvyDB US, contains daily data on detailed option trading volume. Trades in the IvyDB US dataset are assigned as either buyer-initiated or seller-initiated based on the trade price and the bid-ask quote at the time of the trade. The total assigned daily volume is aggregated and updated nightly.