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.
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.