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Options data and options analysis tools
Chains, greeks, history — and the OPRA fee that sits under every card here, which is why options cost what they cost.
Last updated
One processor, one price list
Options are the asset class where the fee structure shows through the product most clearly. Every US listed options quote — every exchange, every series — is disseminated by a single processor, OPRA, and its fee schedule is one document. There is no equivalent of buying Cboe instead of Nasdaq to get a cheaper equities feed. The floor under the price of every card on this page is the same filing, which is why a plan that sells US stock quotes for a few dollars a month usually sells options as a separate line at several times the number.
The guide to why real-time stock data is so expensive has the figures off the schedule itself. The short version: redistribution and non-display use are where an options bill stops looking like a subscription and starts looking like a contract.
What actually differs between these cards
Sixty-six cards here cover options, and they are not doing the same job.
Chains. The raw quote, strike by strike, expiry by expiry. Alpha Vantage, EODHD, Intrinio and yfinance all return one. What differs is latency, how far back it goes, and whether the bid and ask are the NBBO or a snapshot of one venue.
Surfaces and greeks. A greek is not data, it is a calculation over a volatility surface that somebody had to build and clean. ORATS is the card that sells exactly this — SMV-smoothed implied volatility and greeks, end-of-day back to 2007, starting at 199 dollars a month. QuantLib is the other end of the same problem: it prices the instruments and builds the curves, and supplies no data at all.
History as files. Options history is enormous — every strike of every expiry of every underlying, every day — so it is usually sold as files rather than streamed. Cboe DataShop sells it per dataset, per date, per symbol, straight from the exchange. AlgoSeek leases OPRA tick history per asset class. Tick Data prices per symbol-year, and the ratio on its own rate card is the whole story of this page: 32 dollars for a symbol-year of US equity Level I, 1,000 for the same symbol-year of OPRA options.
Flow and positioning. What the tape says about who is doing what. Unusual Whales sells the options tape and Greek exposure over REST and WebSocket; Market Chameleon does the analysis in a browser, on 15-minute-delayed data, with no API at all. These two look adjacent and are not substitutes.
Where a free tier stops
The pattern across the free tiers on this page is consistent enough to state as a rule. Free options data is delayed rather than live, near-dated rather than the full chain, and comes without greeks. Each of those three is a licensing or a cost decision rather than a technical one: the delay avoids the per-subscriber real-time fee, the truncated chain caps the response size, and the greeks are the expensive part to compute and maintain.
The same wall shows up in the bought-once archives. FirstRate Data sells options as end-of-day Cboe chains going back to 2010, unadjusted for splits, with no options on futures, FX or commodities and no intraday options history at any price. That is a coverage boundary, not a plan you can upgrade past.
Free and cheap is enough for a great deal of work — a screener, a backtest on end-of-day settlements, a position tracker. It is not enough to price a spread you are about to put on. Read the latency field on a card before the price.
The cards that are here for a different reason
Not every card on this page is a data vendor, and the ones that are not are easy to miss.
Brokerage APIs. SnapTrade, Plaid Investments and the rest of brokerage account aggregation are here because they read options positions out of an account. They price nothing and quote nothing. If the question is "what am I currently holding", that is the section, not this one.
Trade journals. Seven of them, and the thing to check is whether an imported four-leg spread arrives as one position or as four trades. TraderSync classifies spreads on import and says so on the box; TradesViz treats stock options and futures options as first-class instruments with spread detection, and puts options flow and an options backtester on its top plan. Tradervue and the rest of trading journal software accept options without making them the point.
Spreadsheets. Wisesheets puts options data in a cell, which is a different ergonomics problem from putting it in a dataframe. The spreadsheet collection is the wider version of that argument.
One time-series database. OneTick is here because somewhere the OPRA feed has to land and stay landed, and that is a storage problem rather than a data-vendor one. Storing tick data is the background for it.
For the tools sold primarily as APIs rather than as products, market data APIs is the listing narrowed the other way.
All 69 of them
Showing 69 of 69
Bank-owned API network for consumer-permissioned account and holdings data. No scraping.
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Lossless SIP, OPRA and CME tick history with published per-asset-class lease pricing.
$1500/mo
Free IEX data forever, full SIP and OPRA for a flat $99 a month.
$99/moFree tierMCP
The API most people's first script talks to — free key, wide coverage, hard rate limits.
$49.99/moFree tierMCP
Footprint charts and a market-by-order DOM for futures, with data bought separately.
€24.95/moFree tier
Seventy-odd REST endpoints covering equities, options and physical commodities.
—
Stock, fund and options screeners sold as a $0-$29.95 website membership.
$9.99/moFree tier
Free hosted Python backtesting with bundled minute data and broker execution.
Free
Three years of US congressional stock disclosures, filterable and free with no account.
Free
Per-file OPRA options history from the exchange, priced by dataset, date and symbol.
$50/mo
The official short interest, IBKR's borrow fee and SEC fails, sold feature by feature.
$4.95/moFree tier
A cheap US stocks-and-options day-trading journal whose website stopped moving in 2022.
$14.99/mo
No-code rule-based stock and ETF strategies, backtested and then traded for real.
$40/moFree tierMCP
End-of-day futures history back to 1922 and eight ways to build a continuous contract.
$20/mo
Full order book and tick history from exchange feeds, billed by the gigabyte.
$199/mo
Post-trade analytics and discipline tracking on one annual plan, with no free tier.
$197/yr
End-of-day and fundamentals for 60+ exchanges worldwide, at a hobbyist price.
$19.99/moFree tierMCP
Scrapes SEC, FINRA, FRED and CFTC data into your own Postgres and serves it over MCP.
$9.99/moFree tierMCP
Ownership, insider and short-interest filings across thirty markets, none of it free.
$10.95/moFree tier
Historical US intraday and tick data as zipped CSV, bought once rather than rented.
$239.94/moFree tier
EU-first portfolio tracker with open-banking broker imports and a social feed.
€89.99/yrFree tier
13F, Form 4 and congressional filings from 10,000 funds, with the depth behind a paywall.
$15/moFree tier
The community continuation of ib_insync — same API, new maintainers, TWS still required.
FreeOpen source
XBRL-standardised US financials, options analytics and an MCP server.
$150/moMCP
Tick-by-tick data into a local Windows socket, with exchange fees billed on top.
$20/mo
One strategy class for backtest and live, plus a built-in LLM agent runtime.
$24.50/moFree tier
Earnings-move statistics and option strategy screeners in a browser. No API.
$99/moFree tier
Full-tick US equities, options and futures from a direct exchange feed.
$29/moFree tierMCP
The old Finicity API under Mastercard's name, with holdings on the account object.
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Java desktop charting whose Elliott Wave tooling is the reason anyone buys it.
$24/moFree tier
Bank-grade aggregation API with investment holdings billed as its own product.
—
What Quandl became — Nasdaq's own exchange feeds plus a curated data catalogue.
Free tier onlyMCP
Rust core, Python API, one strategy that backtests and trades live unchanged.
Free tier onlyOpen source
Enterprise tick capture, storage and streaming analytics, sold only by quote.
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One Python API, REST app and MCP server over thirty other people's data feeds.
$500/yrFree tierMCP
Every SEC Form 4, minutes behind EDGAR, through a 40-field screener and no account.
Free
Smoothed options greeks and IV surfaces over REST, end-of-day back to 2007.
$199/moMCP
Short interest estimated daily from the lending pool, with cost to borrow beside it.
$49/moFree tierMCP
Read-only holdings, cost basis and investment transactions from 3,200 brokerages.
Free tier only
The open-source LEAN engine, plus a hosted cloud that runs it against real brokers.
$84/moFree tierMCP
The open-source derivatives pricing library banks actually use, reachable from Python.
FreeOpen source
Windows order-flow terminal for 60+ connections, with an open C# API and a real free tier.
$40/moFree tier
Windows-native charts, order flow and DOM trading, priced as packages plus exchange fees.
$26/mo
One API for reading brokerage holdings and placing orders at supported brokers.
$1/moFree tierMCP
A dividend and earnings calendar wrapped around your holdings, phone first.
$0.99/moFree tier
Fundamental screening and portfolio analytics on 14,000+ North American stocks.
$34/moFree tier
Browser technical charting, custom scans and alerts, priced per service level.
$19.95/moFree tier
C#/.NET algo stack with 384 connectors; source is published but no longer open source.
$995/yrFree tier
Real-time charting and EasyScan screening for US and Canadian stocks and options.
$24.99/moFree tier
Historical intraday ticks from 1974, sold by the symbol-year and licensed perpetually.
$250/mo
Wash sales and Form 8949 rebuilt from raw broker trade history, not from the 1099-B.
$219/yr
Multi-asset trade journal and tracker with a free plan and a 194-name import list.
$19.95/moFree tier
Options-first trade journal - multi-leg spreads classified on import, replay to 250ms.
$29.95/mo
The category's oldest journal, 81 supported brokers, and a free tier that still works.
$29.95/moFree tier
The analytics-heavy journal: 150+ base charts across seven instrument types.
$19.99/moFree tier
Auto-synced trade journal with bar-by-bar replay, backtesting and AI session review.
$35/mo
Charting across 50-plus markets, with Pine Script, server-side alerts and broker trading.
$12.95/moFree tier
Screeners, technical analysis and backtests for any MCP client. No TradingView account.
$9/moFree tierMCP
Automated technical analysis, real-time scanning and no-code backtesting in one web app.
$82/mo
US options tape, dark pool prints and congressional trades over one REST API.
$50/moFree tierMCP
A local finance research agent with 74 MCP tools, nine backtest engines and 14 brokers.
FreeOpen sourceMCP
Local-first portfolio and net-worth tracker for desktop, iOS and your own Docker host.
FreeOpen sourceMCP
Canadian wealth aggregation — 125 published providers, positions, transactions, CUSIP.
—
Windows portfolio backtesting in C# or drag-and-drop blocks, with a built-in MCP service.
$49.95/moMCP
Institutional 13F holdings back to 2001, queryable from a signed REST API.
$300/yrFree tier
Financials, estimates and live prices as worksheet functions in Excel and Google Sheets.
$60/yr
The Python library everyone starts with — free, unofficial, and not something to build on.
FreeOpen source
Long-running aggregation platform whose holdings carry CUSIP, ISIN and SEDOL.
—
FAQ
Why is options data more expensive than stock data?
Because there is only one processor for the whole asset class. Every US listed options quote reaches the world through OPRA, which prices as one thing — a redistribution licence, a direct-access fee and per-device charges on a single schedule. There is no cheaper competing venue to buy from, the way there is in equities, so the floor under every vendor on this page is the same document. See our guide to real-time market data fees for the numbers.
Does a free tier ever include an options chain?
Sometimes, and it is worth checking what shape it arrives in. Free options data is usually delayed, usually near-dated strikes only, and usually without greeks — the greeks are a calculation on top of a volatility surface, which is the part that costs money to build. A free endpoint that returns a chain is not the same product as one that returns a smoothed surface.
What is the difference between an options data API and an options analytics site?
What you get out. An API hands you the chain and you do the work; an analytics site has already done a specific piece of it — earnings-move statistics, IV rank, strategy screening — and hands you the conclusion. Market Chameleon is the second shape and has no REST API at all. The choice is not about data quality, it is about whether you want to write the analysis.
Why are brokerage APIs and trade journals on this page?
Because they carry options too, in the other direction. An aggregation API reads options positions out of an account; a journal imports filled options trades and works out what the spread actually returned. Neither one prices an option. They are here because a card that says it covers options and cannot tell you about the ones you already hold is only half the asset class.