Historical Data
Up to 15 Years

Learn From
Market History

Access years of options market data to identify patterns, backtest strategies, and understand how markets behave during different conditions.

Massive Dataset
Billions of trades
10+ Analytics
Deep insights
Historical Data Coverage
15+ Years of Data
Available on all plans

Complete historical coverage including:

  • 2021 GameStop short squeeze
  • 2020 COVID Market Crash
  • All Major Market Events
  • Daily Options Chain Snapshots
11 Chart Types
Volatility, Greeks, Max Pain, Put/Call Ratios, VIX Metrics, and more
80+ Metrics
Comprehensive analytics calculated for every trading day
Time travel to any historical date and analyze options chains
ANALYTICS SUITE

10+ Historical Analytics

Comprehensive options market analysis tools with historical context.

Volatility Metrics

Track implied volatility trends, IV percentiles, and volatility of volatility across time periods.

  • IV percentile charts
  • IV rank analysis
  • Historical comparisons
Skew & Term Structure

Analyze volatility skew patterns and term structure evolution over time to identify market regimes.

  • Skew charts
  • Term structure curves
  • Historical patterns
Delta & Gamma Exposure

Historical Greeks exposure showing dealer positioning and potential support/resistance levels.

  • Net Delta exposure
  • Gamma walls
  • Strike-level analysis
Expected Move

Historical expected move calculations based on options pricing, perfect for earnings strategies.

  • Daily expected moves
  • Earnings move accuracy
  • Range predictions
Market Momentum

Momentum indicators based on options flow and positioning to identify trend strength.

  • Flow-based momentum
  • Trend identification
  • Reversal signals
Max Pain Analysis

Historical max pain levels and their correlation with expiration prices.

  • Max pain tracking
  • Accuracy metrics
  • Historical correlation
Market Sentiment

Aggregate sentiment metrics derived from options positioning and flow.

  • Sentiment scores
  • Bullish/bearish ratios
  • Contrarian signals
Put/Call Ratios

Historical put/call ratios by volume and open interest for sentiment analysis.

  • Volume P/C ratios
  • OI P/C ratios
  • Extreme readings
VIX-Style Metrics

Custom VIX-style volatility indices calculated for individual stocks.

  • Stock-specific VIX
  • Historical percentiles
  • Fear/greed indicators
Trading Activity

Volume, open interest, and premium flow patterns across different time periods.

  • Volume trends
  • OI changes
  • Premium analysis
USE CASES

Why Historical Data Matters

Understanding the past is key to predicting the future.

Pattern Recognition

Identify recurring patterns in volatility, sentiment, and positioning that tend to precede major moves.

Example Patterns:
  • Volatility compression before earnings
  • Gamma squeeze setups (GME, AMC patterns)
  • Put/call ratio extremes at market tops/bottoms
  • Skew warnings before crashes

Strategy Backtesting

Test your trading strategies against years of real market data before risking capital.

Backtest Scenarios:
  • Iron condor performance during different VIX levels
  • Credit spread win rates across time
  • Earnings straddle profitability
  • Delta hedging effectiveness

Risk Management

Understand how options behaved during past crises to better prepare for future volatility.

Historical Events:
  • 2008 Financial Crisis
  • 2020 COVID Crash
  • 2018 Volmageddon
  • 2021-2022 Rate Hike Cycle

Correlation Analysis

Discover how different stocks and sectors behave together during various market conditions.

Correlation Insights:
  • Tech stock IV correlation during selloffs
  • VIX and SPY put buying patterns
  • Sector rotation through options flow
  • Hedge patterns before market drops

Data Quality Matters

Our historical data is clean, accurate, and ready for analysis.

Cleaned & Validated

Bad ticks, cancelled trades, and anomalies removed.

Survivorship Bias Free

Includes delisted stocks and expired contracts for accurate backtesting.

Full Greeks Calculated

Historical Greeks computed using Black-Scholes with dividend adjustments.

Corporate Actions Adjusted

Splits, dividends, and special dividends properly adjusted.

Dataset Statistics

10B+

Trades in database

5,000+
Stocks covered
15+
Years available
99.9%
Uptime
< 1s
Query speed

Start Exploring Historical Data Today

Unlock years of options market history to improve your trading.

5-15 years data
10+ analytics
Clean & accurate
PRICING

Access Historical Data

Historical options data included in all paid plans

STARTS HERE

Delta

Daily analytics

$9

/month
  • 5-15 years historical data
  • Daily analytics & charts
  • Market overview
  • 15+ metrics per symbol
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