Historical Options Data + Backtesting

Rewind any trading day. Backtest 15+ years.

Pick a date — the whole workstation rewinds. Same chains the AI is trained on, queryable on every strike.

Get started See the data depth
Time-travel — pick any of 15+ years Daily snapshots
15+ year historical timeline with the cursor parked on March 16, 2020 2010 2013 2016 2019 2022 2025 2018 vol GME 21 2020-03-16
Workstation rewound COVID CRASH 5 yrs back
SPX 2,386 (-12.0%) · VIX 82.7 · P/C 1.94 · gamma flip below spot
Same UI as today — just pointed at March 16, 2020. Chains, Greeks, flow, dark pool, and the 11 daily analytics, all re-rendered for that day.
Backtest range 2010 → 2025
SPY iron condor · 21 DTE · $5 wings → 64% win rate, +$22 expectancy
Run any multi-leg structure across the full 15+ year archive in seconds. Trade-by-trade ledger included.
15+ y
Of options history
Billions
Of historical prints
11
Daily-refreshed analytics
80+
Derived metrics
As featured in
NBC
ABC
CBS
AP
Benzinga
Digital Journal
Business Life
The New York Telegraph
Insider Weekly
Nation Today
International Business Journal
Tampa Bay Observer
Woman's Week
NBC
ABC
CBS
AP
Benzinga
Digital Journal
Business Life
The New York Telegraph
Insider Weekly
Nation Today
International Business Journal
Tampa Bay Observer
Woman's Week
What you get

Three surfaces, one dataset. No CSV downloads required.

One archive. Three surfaces — the time-travel UI, the daily analytics, and the backtester.

Time-Travel UI

Pick a date. The whole workstation rewinds.

AGENT MODEL LIVE
  • Daily snapshots back 15+ years across every strike/expiry
  • All major events covered (2008, 2020 COVID, 2021 GME, …)
  • Same UI you use live — just pointed at history
Daily Analytics (×11)

11 cuts of the chain, refreshed every morning

AGENT MODEL P&L EXIT WATCH LIVE
  • 11 analytics, refreshed at the open every trading day
  • Plot any analytic across the full 15+ year archive
  • Same outputs feed the agentic-AI commentary layer
Strategy Backtester

Any multi-leg structure, 15+ years of chains

AGENT MODEL 2010 SIM WINDOW NOW
  • Any number of legs, any expiry, any strike
  • Trade-by-trade ledger with realised P&L per setup
  • Same dataset as the live workstation — no drift
Built on the dataset the agentic-AI stack already uses. Delta unlocks historical analytics. Vega adds the full backtesting engine.
Get started
Why this dataset

Most "options history" is a CSV dump. Ours is queryable infrastructure.

Four design choices that separate this from a vendor data feed or an academic dataset.

Complete chains. No CSVs.

Every strike, every expiry, every Greek — plus the derived metrics on top. 15+ years, queryable.

Time-travel UI

Pick a date — the whole workstation rewinds. Chains, Greeks, flow tape, and analytics, exactly as they were.

11 daily analytics

Walls, GEX/DEX, skew, term structure, max pain, put/call, VIX — computed every morning, archived every day.

Backtester on the same archive

Any structure, any expiry, simulated against the exact chains you can also browse. Zero drift.

Optionomics vs CBOE feeds + spreadsheets

Raw OPRA dumps are not research infrastructure.

Pay an exchange for ticks, a vendor for analytics, a DBA to stitch them. Or skip all three.

What you actually need
Optionomics
CBOE feed + spreadsheet
15+ years of full chain snapshots
Partial
80+ derived metrics computed for every trading day
11 daily analytics (gamma walls, GEX, skew, term structure, …)
Time-travel UI — every panel re-renders for any date
Multi-leg strategy backtester on the same dataset
Partial
Same data the agentic-AI stack is trained on
Cost
Skip the data engineering. Start with the answers. Free plan to explore. Delta+ unlocks full history; Vega adds backtests.
Get started
For every trading style

Pick the workflow built for how you trade

Day Traders
Live tape, UOA, AI Signals, and alerts before the screenshot drops.
Swing Traders
Trade Ideas, Smart Money, daily analytics, and multi-day positioning.
Options Writers
IV percentile, skew, term, max pain, builder, and Vega backtests.
Quant Traders
REST API, MCP, historical data, flow aggregates, and alert webhooks.
FAQ

Historical Data & Backtesting — FAQ

Everything we get asked about the dataset, the analytics, and the backtester.

Daily chain snapshots, Greeks, derived metrics, and flow-derived analytics go back 15+ years and continue every trading day. That includes the major events you care about — 2008, 2010 flash crash, 2018 vol-mageddon, 2020 COVID, 2021 GameStop, 2022 rate cycle, and so on.

Pick any past trading day in the UI and the entire workstation rewinds for that date. Charts, chains, Greeks, flow tape, dark-pool prints, and the daily analytics all re-render exactly as they were on that day — no CSV downloads, no SQL.

Option walls (support / resistance from open interest), gamma exposure (GEX), delta exposure (DEX), premium distribution, volume distribution, volatility skew, term structure, max pain, put/call ratios, VIX-family metrics, and dealer positioning estimates — all refreshed every morning.

Build any multi-leg structure in the strategy builder, pick a date range, and the backtester simulates the same structure across every entry day in that range using the historical chain. You see win rate, expectancy, max drawdown, and the trade-by-trade ledger.

Yes — the agentic-AI stack is trained on, and queries, the exact same dataset you can browse manually. There is no separate "AI data" and "user data".

Historical analytics are included from the Delta plan and above. The Vega plan adds the backtesting engine so you can simulate multi-leg and flow-based strategies on the same archive.
Where to next

Explore the rest of the platform

AI Stack

Market commentary, trade ideas, signals, smart money, and earnings briefs.

Learn more

Terminal

Flow tape, options-aware charts, and a strategy builder on one screen.

Learn more

Live Tape & Whales

Every print, every exchange, scored against 15+ years of flow.

Learn more

API & Integrations

REST API, MCP server for AI assistants, and multi-channel alerts.

Learn more
Ready when you are

15+ years of chains. Already indexed.

Skip the data engineering. Delta unlocks historical analytics; Vega adds the full backtesting engine.

Get started See plans & pricing
Cancel anytime Month-to-month Free plan available