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Nikhil Adithyan

Best Options Data APIs To Be Aware Of

Updated: Jul 19

A comprehensive list of the best options data APIs available in the market



Introduction: Best Options Data APIs

In the fast-paced and often volatile world of financial markets, options trading has emerged as a powerful tool for investors seeking to manage risk and enhance returns. Whether you are a professional trader, an institutional investor, or a data-driven analyst, having access to accurate and comprehensive options data is paramount. The right options data API can provide you with real-time quotes, historical data, and analytical tools to inform your trading strategies and help you stay ahead of the market.


Choosing the best options data API can be daunting, given the plethora of choices available. To help you navigate this complex landscape, I have evaluated and ranked some of the top Options data APIs based on several critical factors:


  1. Data Accuracy and Reliability: The precision and trustworthiness of the data provided.

  2. Comprehensive Coverage: The range of options markets and securities covered.

  3. Ease of Integration: How easily the API can be integrated into various platforms and applications.

  4. Real-Time Updates: The frequency and timeliness of data updates.

  5. Analytical Tools and Features: Availability of advanced metrics and tools for in-depth analysis.

  6. Documentation and Support: Quality of documentation and availability of customer support.

  7. Pricing: Affordability and value for money.


Let's dive into the details of the best Options data APIs that you should be aware of.


1. Alpha Vantage



Alpha Vantage is renowned for its user-friendly and robust financial APIs. Their recently launched Options data API continues this tradition, offering detailed and real-time options data that caters to the needs of traders and analysts alike.


Key Features:


  • Real-Time Data: Alpha Vantage provides up-to-the-minute options quotes, essential for making timely and informed trading decisions. This feature ensures that traders have the latest data at their fingertips, enabling them to react quickly to market movements.

  • Historical Data: The API offers extensive historical options data, which is crucial for backtesting and developing trading strategies. By analyzing past market behavior, traders can identify patterns and trends that can inform future trades.

  • Wide Market Coverage: Alpha Vantage includes data from a broad range of options markets, ensuring that you have access to comprehensive information regardless of the market you are trading in. This wide coverage is beneficial for traders who diversify their portfolios across multiple markets.

  • Ease of Integration: The API has a simple structure with thorough documentation, making it easy for developers to integrate into various applications. The straightforward JSON responses and extensive documentation ensure that even those new to programming can quickly get up to speed.


Pros and Cons:


Pros:


  • Reliable Real-Time and Historical Data: The accuracy and timeliness of Alpha Vantage's data make it a reliable choice for traders and analysts.

  • Easy Integration: The well-documented API and simple structure facilitate quick and seamless integration into different platforms.

  • Comprehensive Market Coverage: The wide range of covered markets ensures that traders have access to all the data they need.


Cons:


  • Limited to Options Data: Its free tier has access to historical options data only. Premium plans are available if real-time options data is needed.


Pricing


Basic Plan:


  • Price: $49.99/month

  • Features: This plan includes 75 API requests per minute, providing access to US market data with a 15-minute delay. It is perfect for individuals or small teams who require reliable market data without the need for real-time updates. The delayed data is useful for backtesting strategies, conducting historical analyses, and building applications that don't rely on real-time market fluctuations.


Intermediate Plan:


  • Price: $99.99/month

  • Features: This plan offers 150 API requests per minute and includes real-time US market data. It is ideal for traders and developers who need up-to-the-minute data to make informed trading decisions and build applications that require current market information. The real-time data feature is crucial for executing trades based on the latest market movements, ensuring that users can react swiftly to market changes.


Advanced Plan:


  • Price: $199.99/month

  • Features: This comprehensive plan provides 600 API requests per minute, offering both real-time US market data and options data. It is designed for professional traders and financial institutions that require extensive data access to develop and implement complex trading strategies. The inclusion of options data adds another layer of analysis, allowing users to explore options trading opportunities alongside regular stock market data.


Alpha Vantage's options data API is a strong choice for traders and analysts looking for reliable and comprehensive options data. Its competitive pricing and high reliability make it accessible for both beginners and experienced professionals.


2. QuoteMedia Options Chain API



QuoteMedia offers a sophisticated options data API through their Option Chains service. This API provides extensive options data, including quotes and option chains, in both XML and JSON formats.


Key Features:


  • Detailed Option Chains: QuoteMedia provides full access to option chains with detailed bid/ask prices, volumes, and Greeks. This detailed information is crucial for performing in-depth analysis and making informed trading decisions.

  • Flexible Data Formats: The API supports both XML and JSON formats, giving developers flexibility in data integration. This flexibility ensures that the API can be easily integrated into a wide range of applications and platforms.

  • Real-Time Updates: QuoteMedia's API delivers constantly updated data to keep you ahead in the market. Real-time updates are essential for day traders and those who rely on the latest data for their trading strategies.


Pros and Cons:


Pros:


  • Comprehensive Option Chains: The detailed data provided by QuoteMedia, including bid/ask prices, volumes, and Greeks, allows for thorough analysis.

  • Flexible Data Formats: The ability to choose between XML and JSON formats makes integration easier for developers.


Cons:


  • Higher Cost: Compared to some other APIs, QuoteMedia's services can be more expensive, which might be a consideration for smaller traders.

  • Complexity for Beginners: The detailed data and advanced features might be overwhelming for beginners without prior experience in options trading.


Pricing details for QuoteMedia's Option Chains API are available upon request, and they offer customized solutions based on user needs.


QuoteMedia's API is designed for professional traders and institutions that require detailed and comprehensive options data. Their robust API ensures users have access to critical data points needed for informed trading decisions.


3. Morningstar Options Data API



Morningstar is a reputable name in financial data services, offering a reliable options data API. Morningstar’s API provides detailed options data suitable for various financial analyses and trading strategies.


Key Features:


  • Comprehensive Data: Morningstar offers extensive options data covering a wide range of securities. This comprehensive coverage ensures that traders have all the information they need for in-depth analysis.

  • High Data Quality: Known for accuracy and reliability, Morningstar ensures trustworthy data for your analyses. Their reputation for data integrity makes it a go-to source for many financial professionals.

  • Integration with Other Services: The API seamlessly integrates with other Morningstar data services, providing a holistic financial data solution. This integration allows for a more comprehensive approach to financial analysis, combining options data with other types of financial information.


Pros and Cons:


Pros:


  • High-Quality, Reliable Data: Morningstar’s data is known for its accuracy and reliability, making it a trustworthy source for financial analysis.

  • Extensive Coverage: The API covers a wide range of securities, ensuring comprehensive data availability.

  • Seamless Integration: The ability to integrate with other Morningstar services provides a more holistic financial data solution.


Cons:


  • Higher Pricing: Morningstar’s services can be on the higher end of the pricing spectrum, which may be a consideration for smaller traders or individual investors.

  • Learning Curve: Integrating multiple services and fully utilizing Morningstar's capabilities may require some time and experience.


Pricing for Morningstar's options data API varies based on the specific requirements and scale of use. Interested users need to contact Morningstar for detailed pricing information.


Morningstar’s API is ideal for financial analysts and advisors looking to incorporate high-quality options data into their investment strategies. The API’s integration with Morningstar’s broader data services allows for a more comprehensive analysis of financial markets.


4. ORATS Data API



ORATS (Options Research and Technology Services) provides a powerful options data API known for its depth and analytical capabilities. ORATS specializes in options research, offering detailed data and tools for sophisticated options analysis.


Key Features:


  • Comprehensive Options Data: ORATS includes extensive options data such as volatility data, Greeks, and historical data. This comprehensive data set is crucial for detailed options analysis and strategy development.

  • Advanced Analytics: The API offers tools for backtesting, risk analysis, and strategy development. These advanced analytical tools help traders develop and refine their strategies based on solid data and analytics.

  • Customizable Data Feeds: ORATS allows you to tailor data feeds to your specific needs with extensive customization options. This flexibility ensures that you get exactly the data you need in the format you prefer.


Pros and Cons:


Pros:


  • Detailed and Comprehensive Options Data: The extensive data provided by ORATS supports in-depth analysis and sophisticated trading strategies.

  • Advanced Analytical Tools: The availability of tools for backtesting, risk analysis, and strategy development makes ORATS a powerful resource for professional traders.

  • Customizable Data Feeds: The ability to customize data feeds ensures that you get the specific data you need in the format you prefer.


Cons:


  • Higher Cost: Reflecting its advanced features, ORATS can be more expensive than other APIs.

  • Complexity: The advanced tools and detailed data may be too complex for casual traders or beginners.


Pricing:


Individual Plans:


  1. Data API:

  • Price: $99/month

  • Requests: 20,000 requests per month

  • Features: This plan is ideal for individuals getting started with options data. It includes essential features such as tickers, strikes, historical data, and core options data. The 20,000 requests per month allowance is sufficient for moderate usage, allowing traders to access real-time and historical options data to inform their trading strategies.

  1. Data API + Live:

  • Price: $199/month

  • Requests: 100,000 requests per month

  • Features: Designed for active traders, this plan includes everything in the Data API plan, plus live data integration (requires a Tradier account). Additional features include strikes by expiry and expiration dates. The higher request limit and live data capabilities make it suitable for those who need real-time updates and more extensive data access.

  1. Intraday Data API + Live:

  • Price: $399/month

  • Requests: 1,000,000 requests per month

  • Features: This comprehensive plan provides access to all ORATS endpoints. It includes intraday strikes chain and history, intraday options data by OPRA, intraday monies implied and history, and intraday SMV summaries and history. The high request limit is ideal for professional traders and analysts who require extensive intraday data for detailed analysis and backtesting.


Professional Plans:


  1. Data API:

  • Price: $299/month

  • Requests: 20,000 requests per month

  • Features: Similar to the individual Data API plan but tailored for professional use, this plan offers reliable and comprehensive options data suitable for financial institutions and professional traders. The higher price point reflects the enhanced support and additional features provided to professional clients.

  1. Data API + Live:

  • Price: $399/month

  • Requests: 100,000 requests per month

  • Features: This plan includes all features from the Data API + Live individual plan but is designed for professional users. It supports extensive live data access and offers advanced data features needed for high-frequency trading and professional analysis.

  1. Intraday Data API + Live:

  • Price: $799/month

  • Requests: 1,000,000 requests per month

  • Features: The most comprehensive plan for professional use, providing access to all intraday data and features. It is tailored for large financial institutions and professional traders who need robust and extensive options data for detailed market analysis, trading strategies, and risk management.


ORATS is particularly suitable for professional traders and institutions that require detailed and advanced options data for in-depth analysis and strategy development. Their API is built to support complex trading strategies and risk management processes.


5. i-Volatility Data API



i-Volatility provides a robust options data API known for its comprehensive data and advanced analytical tools. The API offers a wide range of options data, including volatility indices and proprietary metrics.


Key Features:


  • Extensive Options Data: i-Volatility covers a wide range of options markets with detailed data on volatility, Greeks, and more. This extensive data is crucial for comprehensive options analysis.

  • Proprietary Metrics: The API includes unique metrics such as implied volatility surfaces and volatility indices. These proprietary metrics provide additional insights that can be crucial for sophisticated trading strategies.

  • Advanced Analytical Tools: i-Volatility offers tools for in-depth analysis and strategy development, catering to professional traders and analysts. These tools help traders develop and refine their strategies based on detailed data and analysis.


Pros and Cons:


Pros:


  • Extensive and Detailed Options Data: The comprehensive data provided by i-Volatility supports in-depth analysis and sophisticated trading strategies.

  • Unique Proprietary Metrics: The availability of proprietary metrics such as implied volatility surfaces and volatility indices provides additional insights for traders.

  • Advanced Analytical Tools: The tools for in-depth analysis and strategy development make i-Volatility a valuable resource for professional traders.


Cons:


  • Higher Pricing: The advanced features and extensive data offered by i-Volatility can come at a higher cost, which may be a consideration for individual traders.

  • Complexity: The detailed data and advanced tools may require a learning curve for new users.


Pricing:


Individual Plans:


  1. IVOLLive Web Platform:

  • Starting Price: $45/month

  • Features: This plan offers access to the IVOLLive Web Platform, a web-based analytical platform for options traders powered by IVolatility's derivatives database. It includes global market coverage, with data on stocks and equity options across the US, Asia, and Europe, spanning over 20 years of market data history. Users can access real-time, delayed, intraday, and end-of-day data. The platform also provides powerful and intuitive pricing, probability, and P&L calculators, custom and preset strategy scanners, and charting and technical analysis tools.

  1. APIs:

  • Starting Price: $55/month

  • Features: This plan provides access to IVolatility's comprehensive APIs, which offer endpoints for accessing their award-winning derivatives database. The APIs cover a range of asset classes, including stocks, equity options, futures, and futures options. The plan supports real-time, 1-minute snapshots, and end-of-day data, making it suitable for backtesting options trading strategies. The APIs are user-friendly and compatible with Python and Excel, ensuring ease of integration for various applications.


Commercial Plans:


  1. IVOLLive Web Platform:

  • Pricing: Available upon request

  • Features: The commercial plan for the IVOLLive Web Platform is tailored for institutional users who require extensive data access and advanced analytical tools. This plan offers all the features available in the individual plan, with additional support and customization options to meet the specific needs of commercial clients. It provides comprehensive market data coverage and sophisticated analytical capabilities, making it ideal for professional traders and financial institutions.

  1. APIs:

  • Pricing: Available upon request

  • Features: The commercial API plan is designed for large-scale users who need robust and scalable data solutions. It includes all the features of the individual API plan, with additional support and customization options. This plan is perfect for financial institutions and professional traders who require extensive market data and advanced analytical tools to develop and implement trading strategies.


i-Volatility’s API is ideal for those needing comprehensive options data and advanced analytical capabilities. It is particularly suited for quantitative analysts and institutional traders looking to develop sophisticated trading strategies.


Conclusion

In the dynamic world of options trading, having access to accurate and comprehensive data is crucial. The Options data APIs discussed in this article each offer unique features and benefits, catering to different needs and preferences. Whether you prioritize real-time data, extensive market coverage, ease of integration, or advanced analytical tools, there is an Options data API that will meet your requirements.


Alpha Vantage provides reliable and affordable options data, making it a great choice for both beginners and professionals. QuoteMedia offers detailed option chains and real-time updates, suitable for professional traders needing comprehensive data. Morningstar stands out for its high-quality data and seamless integration with other financial services. ORATS excels in providing advanced analytics and customizable data feeds, ideal for sophisticated traders. Lastly, i-Volatility offers extensive options data and unique proprietary metrics, catering to quantitative analysts and institutional traders.


By carefully considering the factors outlined in this article, you can make an informed decision and select the best Options data API for your trading and investment needs.

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