DeltaNeutral API Documentation Welcome to the documentation for the APIs provided by this application. Below you will find information on how to use them. The demo key is restricted. Send an email to support@deltaneutral.com if you would like your own APIKEY. Setup Endpoint: /hello Description: Test if the API is up and running. Example …
Historical Option Data has been providing End of Day U.S. equity options data for more than 20 years, primarily utilizing the Bid and Ask data reported by the Options Price Reporting Authority (OPRA). Although we also collected the reported Open, High, and Low (OHL) prices from OPRA, we discovered that the OHL data of options …
Options are a financial tool that allow investors to take advantage of the changing market trends. Trades made with options generate profits by giving the trader control over a certain asset. Historical data shows how the value of stocks have changed over time. Traders can also use options to hedge against losses or speculate on …
Where can I find historical data on options for a particular stock? Read More »
Volatility is a term used to describe the degree of change in a stock or market’s price. Stock market volatility is high when there is a lot of fluctuation in the prices of securities. Volatility can be measured on a historical or implied basis. Historical volatility is the measurement of how much prices have fluctuated …
What is historical volatility versus implied volatility? Read More »
Implied volatility is a measure of the expected volatility of a security’s price. It is derived from the price of security options. When option prices are high, it means the market expects higher volatility in the underlying security, and vice versa. Implied volatility can affect an option’s price in a number of ways. Generally …
Our Popular Products Historical Options Prices Our featured historical option data products and their prices. This includes end of day historical option prices for all optionable stocks, ETFs and indices in the U.S.. Description Professional Level 3 Data Level 2 Data Bare Bones 20+ Years Click for details $1895 $1295 $1015 FIVE Years Click for …
How to Download via FTP The short answer is that the best way to download is to use FTP software. A majority seem to be using Windows. Filezilla is free and will work well, there are other alternatives. A plus for Filezilla is that it works on Mac and Linux. The key is the Site …
Overview of our historical option prices data HistoricalOptionData.com carries end of day quotes for all stock options for the U.S. Equities markets. This includes every stock, index and ETF, for every strike and expiration. Our historical options prices are available for immediate download after purchase. Our daily updates of historical option prices are available within …
Special Option Types File Structures How many files per day For our end of day service, and for the historical data, there are three CSV files per day. For Bare Bones data the history only includes the Options file. Options file – one row per option – approximately 620,000 rows each day. (see details below) …
Stock History Service This product includes Stock History, Stock Splits data and Dividends history files. For many years, we at Delta Neutral have been happy to serve historical options data to the option trading community. Due to the nature of option prices, they do not change. Once they are traded they do not get adjusted …
