Options Pricing

Deep options data for serious research

Chains, Greeks, volatility analytics and two decades of historical contracts, live in Google Sheets and Microsoft Excel.

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Save up to 36% annually
Want more than one product? Bundle any two for 10% off, or all three for 20% off ↓
Options DataProfessional-grade options analytics, from current chains to two decades of volatility history.One plan · all features

A complete options analytics package for serious research.

  • Full OPRA US options coverage
  • 20+ years of history
  • 6 Greeks on every contract
  • 5,000 symbols per batch IV rank
  • Chains and GreeksFull OPRA chains with six Greeks, IV, volume and open interest.
  • History20+ years of chain snapshots, including expired contracts.
  • Earnings analyticsRealised moves, straddle pricing and earnings effect.
  • Volatility analyticsIV rank, term structure, surfaces and forecasts.
  • Live in your spreadsheetLive formulas in Google Sheets and Excel that keep your research current.
See everything included ↓
$78/mo
Billed annually

No card required

From $62.40/mo in a three-product bundle.

Or bundle them — any combination

Build your bundle.

Any two products take 10% off the whole bundle; all three take 20%.

1 productFull price
2 products10% off
3 products20% off
Your products — pick any2 selected
Quotes, fundamentals, history and analysis across 80,000+ symbols.
$16/mo
Unlimited accounts, holdings, balances, orders and transactions.
$16/mo
OPRA chains, Greeks, IV analytics and 20+ years of history.
—/mo

Each product can also be purchased on its own above. Bundle pricing starts when any two products are selected.

What’s included

Everything in Options Data.

One plan with the full options dataset: current chains, two decades of history and volatility analytics for every US-listed contract.

Chains and Greeks

  • ✓Full OPRA chains for all US-listed equity and ETF options
  • ✓Calls, puts or combined chains, by next expiration or a date you choose
  • ✓Delta, gamma, theta, vega, rho and phi on every contract
  • ✓Bid, mid and ask implied volatility, volume and open interest
  • ✓Look up contracts by underlying ticker or OCC contract symbol
  • ✓Current chain data on a 15-minute delay

History

  • ✓20+ years of historical options data
  • ✓Chain snapshots from any past trading day
  • ✓Expired contracts with backfilled Greeks
  • ✓Contract and strike time-series across any date range

Earnings analytics

  • ✓Realised earnings move, straddle pricing and earnings effect
  • ✓The previous 12 quarterly events for each symbol

Volatility analytics

  • ✓IV rank and percentile, 1-month and 1-year, current and historical
  • ✓Batch IV rank across a watchlist of up to 5,000 symbols
  • ✓IV term structure from 10 days to 1 year, as snapshots or time-series
  • ✓Full volatility surfaces, with history going back 20+ years
  • ✓Volatility surface forecasts
Built for your spreadsheet

A living model, not a data import.

Every dataset arrives through live spreadsheet formulas, so your research stays current and you can reshape it whenever you like.

  • Google Sheets and ExcelWorks natively in both, with the same formulas.
  • Function GeneratorBuilds every options formula for you, with no syntax to learn.
  • Always currentFormulas update in place with the latest data. No exports or CSV uploads.
  • Explore dynamicallyDrive symbols, expirations, strikes and dates from cells.
  • Build on topLive scanners, dashboards and backtests.