roptions Wiki Options Data Sources
In summary, the comprehensive list of resources for options data and analysis on the r/options Wiki provides an invaluable guide for both novice and experienced traders.
Headlines
- Vast Range of Options Resources. From option chains to futures data, the page covers extensive financial resources needed for detailed market analysis.
- Diverse Data Sources Highlighted. The Wiki outlines both free and paid services, catering to different user needs and financial constraints.
- Emphasis on Comprehensive Analysis Tools. It includes charting, position calculators, and back-testing tools vital for DIY market analysis.
Things
- People: PapaCharlie9 (last revised by)
- Places: CBOE, Bloomberg, CNN, St Louis Federal Reserve Bank
- Numbers: 71K members, 1.7K online
- Things: Option Chains, Futures, Charts & Screeners, Ex-Dividend Dates
- Concepts: Option position calculation, short stock data, volatility sources
Option Chains, Data, Charting, and Analysis Providers
(This page is one the resources associated with the Options Questions Safe Haven weekly thread)
Option Chains
CBOE Options Chains (delayed) http://www.cboe.com/delayedquote/quote-table
All options for all expirations and strikes listed on CBOE (WARNING: large CSV download size) http://markets.cboe.com/us/options/market_statistics/symbol_reference/?mkt=cone&listed=1&unit=1&closing=1
CBOE Options API/subscription (by tick, real-time) https://datashop.cboe.com/option-trades-subscription
CBOE Markets Dashboard http://www.cboe.com/quotes-data/mktquote
NASDAQ - http://nasdaq.com (delayed) AMZN example: https://www.nasdaq.com/symbol/amzn/option-chain
TD Ameritrade trading API https://developer.tdameritrade.com/option-chains/apis
Market Chameleon (delayed) SPY example: https://marketchameleon.com/Overview/SPY/OptionChain
Yahoo Finance (delayed) SPY example - https://finance.yahoo.com/quote/SPY/options?p=SPY
Optionistics Option Chains - http://www.optionistics.com/quotes/stock-option-chains Graphs of option prices: - http://www.optionistics.com/quotes/option-prices
Futures:
https://www.bloomberg.com/markets/stocks/futures
https://www.cnbc.com/pre-markets/
Futures Options CME https://www.cmegroup.com/trading/options.html Futures Commentary https://www.insidefutures.com/
Charts & Screeners (more screeners further down the page below)
Stock Graphs https://tradingtools.net/free-stock-chart-websites/
Trading View http://tradingview.com
Stock Charts http://stockcharts.com
Big Charts - Market Watch https://bigcharts.marketwatch.com/
Bar Chart http://barchart.com
ESignal charts. https://www.esignal.com/products/classic
Option Net Explorer, Desktop Option Chart / Analyzer https://www.optionnetexplorer.com/
Option Sonar - Screener, watchlist, option activity https://www.optionsonar.com/
AutoChartist - Statistical hourly price movement ranges (HPMR) by day of week https://www.autochartist.com/traders/ Access via: CHARTVIPER –> https://chartviper.com/
Stocknear - A stock analysis platform built by users, for users. Free stock data and information for retail investors. https://stocknear.com/
Ex-Dividend Dates
Dividend.com https://www.dividend.com/ex-dividend-dates.php
Benzinga https://www.benzinga.com/calendar/dividends-ex
Stock Splits
Upcoming stock splits MarketBeat https://www.marketbeat.com/stock-splits/
Short stock data
Short Squeeze http://shortsqueeze.com
Fintel https://fintel.io/plans
Option price chart graphing
Opricot http://www.opricot.com
Option Position calculator estimators
Option Calculator - Optionistics http://www.optionistics.com/calculators/stock-option-calculator
Options Profit Calculator http://optionsprofitcalculator.com
Option Strat https://optionstrat.com/
Option Creator - https://optioncreator.com
Miscellaneous data, stock and option screeners, back testing, and other
Capital Markets Labs - Back Testing http://cmlviz.com
EDeltaPro http://edeltapro.com
Historical Option Data https://www.historicaloptiondata.com/content/catalog-list
Fidelity's Option research page (need to have an account for full features) https://researchtools.fidelity.com/ftgw/mloptions/goto/optionLanding
Market Screener Economic, Earnings and other events and data https://www.marketscreener.com/
OmniEQ - Credit spread screener https://omnieq.com/about
optiondata.org https://optiondata.org/
Option Slam https://www.optionslam.com/
Option Stack http://optionstack.com
Options Play https://www.optionsplay.com/
Polygon https://polygon.io/
QuantConnect http://quantconnect.com
Q4Finance https://q4finance.com/ideas/Options/Credit%20Call%20Spread
Quantpedia - Links to tools https://quantpedia.com/links-tools/
Tender Finance https://tender.finance/
Thetadata https://www.thetadata.net/
Trade Signal https://www.tradesignal.com/?lang=en
Trade Ideas https://www.trade-ideas.com/
Tradier https://tradier.com/products/market-data-api
VolQuant https://volquant.com/
Fee based historical options data, charting, and other services
(others will be added as they are discovered)
Generally OPRA (Options Price Reporting Authority), linked further below, is a primary original source of all redistributed options data)
AlgoSeek - Options https://www.algoseek.com/equity-options/ AlgoSeek - Futures https://www.algoseek.com/futures/
Barchart / Commodity Research Bureau Data https://www.barchart.com/cmdty/data
CQG http://www.cqg.com/products/historical-data http://www.cqg.com/products/historical-data/cqg-data-factory
Commodity Systems Inc. CSI http://www.csidata.com/ Unfair Advantage Users Manual - Commodity Systems Inc. http://www.csidata.com/custserv/onlinehelp/docs/uaman.pdf
CBOE Options Data https://datashop.cboe.com/options-data.
CBOE Historical Data. https://www.cboe.com/services/analytics/hanweck/historical_data/
CME Market Data https://www.cmegroup.com/market-data.html
CME Market Data Licensed Distributors https://www.cmegroup.com/market-data/licensed-distributors.html
DevExperts Generally, APIs to data, and charting services for commercial organizations https://devexperts.com/
Discount Option Data https://www.discountoptiondata.com/ A review: https://www.reddit.com/r/options/comments/exw1r2/review_of_16_years_eod_data_from/
End of Day Data - EOD Data https://www.eoddata.com/
Feather (historical data on equities, bonds, options, futures, hedge funds, order flow, etc.) https://try-feather.com/faqs.php
FirstRate Data http://www.firstratedata.com/
Historical Option Data https://www.historicaloptiondata.com/
IEX https://iextrading.com/trading/market-data
IEX Cloud iexcloud. https://iexcloud.io/pricing/
Intrinio - Real time delayed options feeds for developers https://intrinio.com/blog/real-time-delayed-options-feeds-for-developers
IVolatility - Derived Data LLC https://www.ivolatility.com/ https://www.ivolatility.com/rank.j (IV Rank)
MarketXLS - delivers data in spreadsheet https://marketxls.com
OmniEQ https://omnieq.com/ https://omnieq.com/underlyings/NASDAQ/AAPL/chain
OPRA - Option Price Reporting Athority https://www.opraplan.com/
Option Metrics http://optionmetrics.com/data-products/
OptionsDX https://www.optionsdx.com/
Orats http://www.orats.com/
Polygon.io https://polygon.io/
Power Options http://poweropt.com
Quandl https://www.quandl.com/search End of Day Data https://www.quandl.com/databases/OWCS/data
Quantcha http://quantcha.com
QuantoGo rents out AlgoSeek data by the month https://www.algoseek.com/rent-data/ https://www.quantgo.com/
XIgnite https://www.xignite.com/futures-and-options-price-quotes
Various volatility sources
Options Strategist - Volatility Data https://www.optionstrategist.com/calculators/free-volatility-data
Market Chameleon provides "IV Percentile Rank", but evasive in their explanation as to what the calculation is: https://marketchameleon.com/volReports/VolatilityRankings
IVolatility https://www.ivolatility.com/adv_iv/ranker.j
Optionistics - volatility screener - fee based http://www.optionistics.com/screener/most-volatile-stocks
CBOE Volatility Tools http://www.cboe.com/trading-tools/strategy-planning-tools/volatility-optimizer
Journaling / Tracking
(very incomplete - there are dozens)
Trader Sync. https://tradersync.com/
Wingman Tracker https://www.wingmantracker.com/
Federal Reserve Bank Data and Reporting
Monetary Policy Implementation - NY Federal Reserve Bank Repo Operations https://www.newyorkfed.org/markets/domestic-market-operations/monetary-policy-implementation/repo-reverse-repo-agreements
Federal Reserve Banks - Consolidates Balance Sheet St Louis Federal Reserve Bank https://fred.stlouisfed.org/series/WALCL
https://www.newyorkfed.org/markets/domestic-market-operations/monetary-policy-implementation