OptionMetrics and ORATS provided historical U.S. equity options data covering periods from the mid-1990s through recent years, according to their official websites and industry sources. These datasets were used by institutions and researchers to measure volatility, assess risk, and develop trading strategies through comprehensive pricing, implied volatility, and analytics tools.
Its IvyDB US dataset includes historical prices, implied volatilities, and option sensitivities—commonly known as Greeks—for all U.S. exchange-listed equities, NASDAQ stocks, market indices, and options. Industry sources and academic users have cited OptionMetrics as a premier provider for empirical research and econometric studies, emphasizing its institutional-grade quality and academic focus. The platform’s detailed coverage of trades, quotes, and Greeks supports volatility measurement, risk assessment, and strategy analysis, making it a preferred choice for publications and investment research.
OptionMetrics, available through Wharton Research Data Services (WRDS), offers one of the most comprehensive and widely used datasets for U.S. equity and index options dating back to January 1996, according to WRDS documentation and optionmetrics.com.
ORATS, another significant provider, offers more than 15 years of historical options data, including implied volatility surfaces, earnings volatility estimates, and skew analytics, according to orats.com and alphanume.com. The platform distinguishes itself by supplying proprietary fair value models for options pricing and specialized analytics tailored for volatility trading and earnings strategies. ORATS integrates a comprehensive suite of tools, including backtesting, scanning, and trading APIs, with pricing starting at approximately $100 per month. Its data quality and analytics are designed to support researchers building implied volatility surface workflows. User communities such as Reddit’s r/options have noted ORATS’s utility for evaluating earnings release trades, especially through its integration with optionslam.com.
Databento provides institutional-grade raw tick data for U.S. equity and futures options starting in 2018, featuring nanosecond timestamps and full order book depth, according to alphanume.com. The data is sourced directly from exchange feeds with normalized symbology, making it suitable for microstructure research and high-frequency trading analysis. Unlike OptionMetrics and ORATS, Databento focuses on raw data without pre-computed analytics such as Greeks or implied volatility surfaces. Its usage-based pricing model allows flexible access for detailed order flow analysis. The platform also covers options on futures, offering broader market scope than equity-only providers.
Polygon.io, accessible via Massive.com, supplies raw trades, quotes, and aggregate data for U.S. equity options dating back to approximately 2014, according to alphanume.com. It provides tick-level precision data with a flat monthly pricing model starting at $29, which enables extensive options chain queries without per-request fees. The platform delivers raw data only and does not include Greeks or implied volatility surfaces, making it suitable for researchers integrating options data with equity workflows. Polygon.io is noted for its developer-friendly environment and consistent experience across asset classes, supporting systematic trading and backtesting efforts.
IVolatility offers a broad range of historical options and futures datasets with varying granularity, alongside fixed income, interest rates, earnings, and dividends data, according to stockanalysis.com. Its API access enables programmatic research on volatility and related metrics. While the exact start date of its options data is unspecified, IVolatility is recognized as an institutional standard for evaluating options strategies with substantial historical depth. It is ranked among the top tools for real-time and historical options statistics in 2026 software analyses.
Market Chameleon provides a platform focused on wide-ranging analytics, market trends, options flow, screeners, strategies, and profit-and-loss calculators, according to stockanalysis.com and Reddit user endorsements. It aggregates options data to support comprehensive strategy building and includes historical charts and flow data useful for trade idea generation. Market Chameleon offers both free and premium tiers, emphasizing practical trading research rather than raw data downloads. Its features support earnings plays and general market action analysis, with integration of news sources such as FinViz.
WRDS hosts OptionMetrics IvyDB US as part of its academic data offerings, providing correctly calculated implied volatilities, sensitivities, and backtesting capabilities for all U.S. options since 1996, according to WRDS official pages. Access to this dataset requires institutional credentials, and it is widely used for strategy evaluation, risk modeling, and investment research. WRDS confirms OptionMetrics as a comprehensive source for equity and index options data, underlying securities, and market indices.
These providers collectively serve a range of institutional, academic, and retail users seeking historical U.S. equity options data with varying levels of detail and analytical tools. The choice among them depends on specific research needs, including the desired data granularity, availability of pre-computed analytics, pricing models, and the scope of coverage such as inclusion of futures options or microstructure-level data.
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