# 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.

*https://stockmarketstack.com/collections/options-data*

## 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](https://stockmarketstack.com/guides/real-time-market-data-fees) 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](https://stockmarketstack.com/tools/alpha-vantage), [EODHD](https://stockmarketstack.com/tools/eodhd), [Intrinio](https://stockmarketstack.com/tools/intrinio) and
[yfinance](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/cboe-datashop) sells it per dataset, per date, per symbol, straight from
the exchange. [AlgoSeek](https://stockmarketstack.com/tools/algoseek) leases OPRA tick history per asset class.
[Tick Data](https://stockmarketstack.com/tools/tickdata) 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](https://stockmarketstack.com/tools/unusual-whales) sells the options tape and Greek exposure over REST and
WebSocket; [Market Chameleon](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/snaptrade), [Plaid Investments](https://stockmarketstack.com/tools/plaid-investments)
and the rest of [brokerage account aggregation](https://stockmarketstack.com/categories/brokerage-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](https://stockmarketstack.com/tools/tradersync) classifies spreads on
import and says so on the box; [TradesViz](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/tradervue) and the rest of
[trading journal software](https://stockmarketstack.com/categories/trade-journals) accept options without making them the
point.

**Spreadsheets.** [Wisesheets](https://stockmarketstack.com/tools/wisesheets) puts options data in a cell, which is a
different ergonomics problem from putting it in a dataframe. The
[spreadsheet collection](https://stockmarketstack.com/collections/spreadsheets) is the wider version of that argument.

**One time-series database.** [OneTick](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/guides/storing-tick-data) is the background for it.

For the tools sold primarily as APIs rather than as products,
[market data APIs](https://stockmarketstack.com/categories/market-data-apis) is the listing narrowed the other way.

## Cards

- [13F.info](https://stockmarketstack.com/tools/13f-info.md) — Every 13F since 2014, free and account-free, from a Rails app you can run yourself.
- [Akoya](https://stockmarketstack.com/tools/akoya.md) — Bank-owned API network for consumer-permissioned account and holdings data. No scraping.
- [AlgoSeek](https://stockmarketstack.com/tools/algoseek.md) — Lossless SIP, OPRA and CME tick history with published per-asset-class lease pricing.
- [Alpaca Market Data](https://stockmarketstack.com/tools/alpaca-market-data.md) — Free IEX data forever, full SIP and OPRA for a flat $99 a month.
- [Alpha Vantage](https://stockmarketstack.com/tools/alpha-vantage.md) — The API most people's first script talks to — free key, wide coverage, hard rate limits.
- [ATAS](https://stockmarketstack.com/tools/atas.md) — Footprint charts and a market-by-order DOM for futures, with data bought separately.
- [Barchart.com](https://stockmarketstack.com/tools/barchart-com.md) — Stock, fund and options screeners sold as a $0-$29.95 website membership.
- [Barchart OnDemand](https://stockmarketstack.com/tools/barchart-ondemand.md) — Seventy-odd REST endpoints covering equities, options and physical commodities.
- [Blueshift](https://stockmarketstack.com/tools/blueshift.md) — Free hosted Python backtesting with bundled minute data and broker execution.
- [Capitol Trades](https://stockmarketstack.com/tools/capitol-trades.md) — Three years of US congressional stock disclosures, filterable and free with no account.
- [Cboe DataShop](https://stockmarketstack.com/tools/cboe-datashop.md) — Per-file OPRA options history from the exchange, priced by dataset, date and symbol.
- [ChartExchange](https://stockmarketstack.com/tools/chartexchange.md) — The official short interest, IBKR's borrow fee and SEC fails, sold feature by feature.
- [Chartlog](https://stockmarketstack.com/tools/chartlog.md) — A cheap US stocks-and-options day-trading journal whose website stopped moving in 2022.
- [Composer](https://stockmarketstack.com/tools/composer.md) — No-code rule-based stock and ETF strategies, backtested and then traded for real.
- [CSI Data](https://stockmarketstack.com/tools/csi-data.md) — End-of-day futures history back to 1922 and eight ways to build a continuous contract.
- [Databento](https://stockmarketstack.com/tools/databento.md) — Full order book and tick history from exchange feeds, billed by the gigabyte.
- [Edgewonk](https://stockmarketstack.com/tools/edgewonk.md) — Post-trade analytics and discipline tracking on one annual plan, with no free tier.
- [EODHD](https://stockmarketstack.com/tools/eodhd.md) — End-of-day and fundamentals for 60+ exchanges worldwide, at a hobbyist price.
- [Equibles](https://stockmarketstack.com/tools/equibles.md) — Scrapes SEC, FINRA, FRED and CFTC data into your own Postgres and serves it over MCP.
- [Fintel](https://stockmarketstack.com/tools/fintel.md) — Ownership, insider and short-interest filings across thirty markets, none of it free.
- [FirstRate Data](https://stockmarketstack.com/tools/firstrate-data.md) — Historical US intraday and tick data as zipped CSV, bought once rather than rented.
- [getquin](https://stockmarketstack.com/tools/getquin.md) — EU-first portfolio tracker with open-banking broker imports and a social feed.
- [HedgeFollow](https://stockmarketstack.com/tools/hedgefollow.md) — 13F, Form 4 and congressional filings from 10,000 funds, with the depth behind a paywall.
- [ib_async](https://stockmarketstack.com/tools/ib-async.md) — The community continuation of ib_insync — same API, new maintainers, TWS still required.
- [Intrinio](https://stockmarketstack.com/tools/intrinio.md) — XBRL-standardised US financials, options analytics and an MCP server.
- [IQFeed](https://stockmarketstack.com/tools/iqfeed.md) — Tick-by-tick data into a local Windows socket, with exchange fees billed on top.
- [Lumibot](https://stockmarketstack.com/tools/lumibot.md) — One strategy class for backtest and live, plus a built-in LLM agent runtime.
- [Market Chameleon](https://stockmarketstack.com/tools/market-chameleon.md) — Earnings-move statistics and option strategy screeners in a browser. No API.
- [Massive](https://stockmarketstack.com/tools/massive.md) — Full-tick US equities, options and futures from a direct exchange feed.
- [Mastercard Open Finance](https://stockmarketstack.com/tools/mastercard-open-finance.md) — The old Finicity API under Mastercard's name, with holdings on the account object.
- [MotiveWave](https://stockmarketstack.com/tools/motivewave.md) — Java desktop charting whose Elliott Wave tooling is the reason anyone buys it.
- [MX](https://stockmarketstack.com/tools/mx.md) — Bank-grade aggregation API with investment holdings billed as its own product.
- [Nasdaq Data Link](https://stockmarketstack.com/tools/nasdaq-data-link.md) — What Quandl became — Nasdaq's own exchange feeds plus a curated data catalogue.
- [NautilusTrader](https://stockmarketstack.com/tools/nautilus-trader.md) — Rust core, Python API, one strategy that backtests and trades live unchanged.
- [OneTick](https://stockmarketstack.com/tools/onetick.md) — Enterprise tick capture, storage and streaming analytics, sold only by quote.
- [OpenBB](https://stockmarketstack.com/tools/openbb.md) — One Python API, REST app and MCP server over thirty other people's data feeds.
- [OpenInsider](https://stockmarketstack.com/tools/openinsider.md) — Every SEC Form 4, minutes behind EDGAR, through a 40-field screener and no account.
- [ORATS](https://stockmarketstack.com/tools/orats.md) — Smoothed options greeks and IV surfaces over REST, end-of-day back to 2007.
- [ORTEX](https://stockmarketstack.com/tools/ortex.md) — Short interest estimated daily from the lending pool, with cost to borrow beside it.
- [Plaid Investments](https://stockmarketstack.com/tools/plaid-investments.md) — Read-only holdings, cost basis and investment transactions from 3,200 brokerages.
- [QuantConnect](https://stockmarketstack.com/tools/quantconnect.md) — The open-source LEAN engine, plus a hosted cloud that runs it against real brokers.
- [QuantLib](https://stockmarketstack.com/tools/quantlib.md) — The open-source derivatives pricing library banks actually use, reachable from Python.
- [Quantower](https://stockmarketstack.com/tools/quantower.md) — Windows order-flow terminal for 60+ connections, with an open C# API and a real free tier.
- [Sierra Chart](https://stockmarketstack.com/tools/sierra-chart.md) — Windows-native charts, order flow and DOM trading, priced as packages plus exchange fees.
- [SnapTrade](https://stockmarketstack.com/tools/snaptrade.md) — One API for reading brokerage holdings and placing orders at supported brokers.
- [Stock Events](https://stockmarketstack.com/tools/stock-events.md) — A dividend and earnings calendar wrapped around your holdings, phone first.
- [Stock Rover](https://stockmarketstack.com/tools/stock-rover.md) — Fundamental screening and portfolio analytics on 14,000+ North American stocks.
- [StockCharts](https://stockmarketstack.com/tools/stockcharts.md) — Browser technical charting, custom scans and alerts, priced per service level.
- [StockSharp](https://stockmarketstack.com/tools/stocksharp.md) — C#/.NET algo stack with 384 connectors; source is published but no longer open source.
- [TC2000](https://stockmarketstack.com/tools/tc2000.md) — Real-time charting and EasyScan screening for US and Canadian stocks and options.
- [Tick Data](https://stockmarketstack.com/tools/tickdata.md) — Historical intraday ticks from 1974, sold by the symbol-year and licensed perpetually.
- [TradeLog](https://stockmarketstack.com/tools/tradelog.md) — Wash sales and Form 8949 rebuilt from raw broker trade history, not from the 1099-B.
- [Trademetria](https://stockmarketstack.com/tools/trademetria.md) — Multi-asset trade journal and tracker with a free plan and a 194-name import list.
- [TraderSync](https://stockmarketstack.com/tools/tradersync.md) — Options-first trade journal - multi-leg spreads classified on import, replay to 250ms.
- [Tradervue](https://stockmarketstack.com/tools/tradervue.md) — The category's oldest journal, 81 supported brokers, and a free tier that still works.
- [TradesViz](https://stockmarketstack.com/tools/tradesviz.md) — The analytics-heavy journal: 150+ base charts across seven instrument types.
- [TradeZella](https://stockmarketstack.com/tools/tradezella.md) — Auto-synced trade journal with bar-by-bar replay, backtesting and AI session review.
- [tradingview-mcp](https://stockmarketstack.com/tools/tradingview-mcp.md) — Screeners, technical analysis and backtests for any MCP client. No TradingView account.
- [TradingView](https://stockmarketstack.com/tools/tradingview.md) — Charting across 50-plus markets, with Pine Script, server-side alerts and broker trading.
- [TrendSpider](https://stockmarketstack.com/tools/trendspider.md) — Automated technical analysis, real-time scanning and no-code backtesting in one web app.
- [Unusual Whales](https://stockmarketstack.com/tools/unusual-whales.md) — US options tape, dark pool prints and congressional trades over one REST API.
- [Vibe-Trading](https://stockmarketstack.com/tools/vibe-trading.md) — A local finance research agent with 74 MCP tools, nine backtest engines and 14 brokers.
- [Wealthfolio](https://stockmarketstack.com/tools/wealthfolio.md) — Local-first portfolio and net-worth tracker for desktop, iOS and your own Docker host.
- [Wealthica Business](https://stockmarketstack.com/tools/wealthica-business.md) — Canadian wealth aggregation — 125 published providers, positions, transactions, CUSIP.
- [WealthLab](https://stockmarketstack.com/tools/wealthlab.md) — Windows portfolio backtesting in C# or drag-and-drop blocks, with a built-in MCP service.
- [WhaleWisdom](https://stockmarketstack.com/tools/whalewisdom.md) — Institutional 13F holdings back to 2001, queryable from a signed REST API.
- [Wisesheets](https://stockmarketstack.com/tools/wisesheets.md) — Financials, estimates and live prices as worksheet functions in Excel and Google Sheets.
- [yfinance](https://stockmarketstack.com/tools/yfinance.md) — The Python library everyone starts with — free, unofficial, and not something to build on.
- [Yodlee](https://stockmarketstack.com/tools/yodlee.md) — 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.