# IVolatility API

Options chains with raw IV, greeks and IVX surfaces over REST, US history to 2005.

*https://stockmarketstack.com/tools/ivolatility-api · Stock Market Data APIs*

## Facts

### At a glance

| Field | Value |
| --- | --- |
| Vendor | IVolatility |
| Category | Stock Market Data APIs |
| Job | options |
| Website | https://www.ivolatility.com/data-cloud-api/ |
| Pricing model | subscription |
| Free tier | false |
| Open source | false |
| Licence | none |
| Self-hosted | false |
| Tested hands-on | false |
| Last updated | 2026-09-26 |

### Pricing

| Tier | USD | Period |
| --- | --- | --- |
| Builder | 79 USD | month |
| Quant | 199 USD | month |
| Lab | 299 USD | month |
| Professional (PRO APIs) | on request | month |

### Coverage

| Field | Value |
| --- | --- |
| Asset classes | options, stocks, etf, indices, futures |
| Markets | us, ca, eu, asia, latam |
| Works outside the US | true |
| Data latency | realtime |
| Platforms | library, web |
| AI features | assistive |

### Interfaces

| Field | Value |
| --- | --- |
| API | true |
| Webhooks | false |
| Scripting | none |
| Python | true |
| Spreadsheet add-in | false |
| MCP server | false |
| Export | json, csv |

### Capabilities

Yes: screening, backtesting, alerts, options_analysis

No: charting, scanning, automation, live_trading, paper_trading, portfolio_tracking, broker_import, tax_reporting, news

*Verified: pricing 2026-09-26; capabilities 2026-09-26; coverage 2026-09-26.*

## What it is

IVolatility is a US options analytics vendor, and this card covers its REST API: the retail
Builder, Quant and Lab plans and the professional APIs sold by quote. The data is the vendor's own
processed set — [NBBO](https://stockmarketstack.com/glossary/nbbo) option prices, volume and open interest, raw
[implied volatility](https://stockmarketstack.com/glossary/implied-volatility) and [greeks](https://stockmarketstack.com/glossary/greeks) per contract —
plus two derived series. IVX is a constant-maturity IV index built from the four strikes nearest
the money and normalised to tenors from 7 to 1,080 days; the IV surface puts out-of-the-money IV
on the same tenors across 50% to 150% of spot.

Every retail plan includes IVolAI, an AI layer that writes and runs Python backtests against the
API in a cloud VS Code workspace. The API works without it. IVolLive, the vendor's browser
platform, is a separate subscription and not this card.

## Pricing

Three retail plans with identical endpoints and different monthly quotas: Builder at $79 for
20,000 requests, Quant at $199 for 100,000, Lab at $299 sold as unlimited. The pricing page opens
on annual billing, where they read $63, $159 and $239. Every plan is capped at one request per
second, burst five, and EOD, intraday and real-time requests draw on separate pools.

The trial is 7 days. Cancelling ends access at once, paid time included, and a month is refunded
only if it saw no API calls and no AI use. $50 of AI credit is included; the API does not need it.

Professional use goes through four quote-only PRO APIs — real-time, historical, backtesting and
fixed income. End-of-day files are also sold without a subscription through Data Download, at
$0.20 to $0.60 per ticker per day.

## Data & coverage

US options come from [OPRA](https://stockmarketstack.com/glossary/opra): over 5,500 equity and ETF underlyings plus indices,
back to January 2005, delisted names included, with 30-day IVX to May 1999. The EOD price is the
mid of the closing best bid and ask, published after 17:00 ET; a 15:45 ET snapshot is kept too,
and the vendor points same-day expiries at the one-minute data instead.

That one-minute data — NBBO with IV and greeks — covers US equity options only, lands after the
close, and leaves out the non-standard series corporate actions create. Everything outside the
US is end-of-day: stocks, futures and options for Canada, Europe, Asia and Latin America, with
US futures from 2006. IV comes from Black-Scholes for European-style options and American-style
ones on non-dividend underlyings, and a 100-step binomial tree otherwise, on SOFR-OIS rates.

## Integrations

REST returning JSON, keyed by API key, password or a 30-minute token. Above 500 rows a query
returns an empty `data` array and a link to a gzipped CSV, so check `recordsFound` before
concluding nothing matched. The Python library is `ivolatility` on PyPI, the vendor's own
(1.9.5, 23 July 2026, BSD-2-Clause), returning pandas frames. Excel support is a sample Power
Query workbook last changed in 2023, not an add-in. Bulk history ships separately over FTP,
Snowflake, AWS and Azure. An AI-tool connector is advertised, but its setup sits behind a login
and no public page names the protocol, so no MCP server is marked here.

## Limitations

- Retail plans are personal use by one person. Any business use, including an app that shows the
  data to others, needs a quoted professional licence — see
  [redistribution](https://stockmarketstack.com/glossary/redistribution).
- The retail pages name no OPRA fee or exchange subscriber agreement. The professional page offers
  a "fair value" real-time price it says needs no exchange approvals, distinct from market prices.
  Ask which one a quote covers.
- No streaming on retail plans: real-time is a snapshot refreshed every 40 to 60 seconds.
- Retail plans are "not designed for downloading all market data", and trying may suspend the
  account.
- Lab is "unlimited" on the pricing page and in the FAQ, and 4,000,000 requests a month in the API
  docs.
- The earnings endpoint returns vendor-scored straddle and strangle setups with win probabilities
  beside the dates. That is editorial output, not market data.

## Alternatives

[ORATS](https://stockmarketstack.com/tools/orats) sells a smoothed US surface with end-of-day history to 2007, from $199.
[ThetaData](https://stockmarketstack.com/tools/thetadata) is cheaper for raw OPRA ticks and streaming, US only.
[Cboe DataShop](https://stockmarketstack.com/tools/cboe-datashop) sells OPRA history by the file; [Databento](https://stockmarketstack.com/tools/databento)
and [Massive](https://stockmarketstack.com/tools/massive) sell raw options ticks beside equities. The rest are in
[market data APIs](https://stockmarketstack.com/categories/market-data-apis).

## FAQ

### Does the IVolatility API have a free tier?

No, but every retail plan starts with a 7-day free trial, which the vendor says lets you request data without limits. After that the cheapest plan is Builder at $79 a month, or $63 a month billed annually.

### Is the $63 a month price for IVolatility's API the monthly price?

No. $63, $159 and $239 are the per-month figures on annual billing, which is what the pricing page shows first. Paid monthly, Builder, Quant and Lab cost $79, $199 and $299.

### Can I buy IVolatility options data without a subscription?

Yes. The separate Data Download tool sells end-of-day files per ticker per day — $0.20 for underlying prices, $0.40 for NBBO option prices, $0.60 for raw IV, the IV surface or the IV index — with a free account and no subscription. It has no intraday data.

### Can I use a retail IVolatility plan for work?

No. Builder, Quant and Lab are priced for personal, non-professional single use. Stock-option valuation, advisory, consulting, accounting or any other use on behalf of a company needs a professional licence, quoted by sales — see [professional subscriber](/glossary/professional-subscriber) for where that line usually sits.

## Also worth comparing

- [LiveVol](https://stockmarketstack.com/tools/livevol.md) — Cboe's browser options platform - scanners, skew, earnings moves, option tape to 2011.
- [Market Chameleon](https://stockmarketstack.com/tools/market-chameleon.md) — Earnings-move statistics and option strategy screeners in a browser. No API.
- [Option Samurai](https://stockmarketstack.com/tools/option-samurai.md) — US options strategy scanner you configure, with an Excel and Sheets add-in. No API.
- [OptionStrat](https://stockmarketstack.com/tools/optionstrat.md) — Option P&L visualizer, target-price optimizer and unusual-flow feed. No API.
- [ORATS](https://stockmarketstack.com/tools/orats.md) — Smoothed options greeks and IV surfaces over REST, end-of-day back to 2007.
- [Quant Data](https://stockmarketstack.com/tools/quant-data.md) — US options flow, dealer exposure and dark pool prints over REST and a hosted MCP server.