Historical Options Data for US stocks and ETFs

What historical options data is available

FinzData provides end-of-day options chains for US stocks and ETFs with deep history. Coverage includes every US stock including delisted companies plus 231 ETFs. Each chain contains strikes, expirations, open interest and volume for calls and puts. Data is delivered as bars at 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily for underlying prices and as daily snapshots for options. Point-in-time fundamentals from SEC filings and macro data with vintages as first published are available alongside options for context. CFTC COT positioning and 13F institutional holdings complement the options history for research. CSV and parquet downloads are supported for bulk analysis. The Python package pip install finzdata simplifies access.

Use cases for historical options data

Researchers use historical options data to study implied volatility surfaces, skew and term structure over time. Quants backtest spread strategies, calendar spreads and volatility models using consistent end-of-day chains. Data scientists train models on open interest and volume patterns with underlying price history. Investors review historical options data to understand past liquidity and pricing behavior for US-listed names. The dataset supports point-in-time analysis because fundamentals and macro series are stored with vintages as first published. End-of-day options chains for US stocks and ETFs are included in the core offering. Nightly dealer gamma levels are available as a $29 a month add-on for deeper market microstructure work.

Access with Python and samples

pip install finzdata
import finzdata as yf
yf.Client().cot(report="legacy_fo", market="GOLD")

The API returns JSON and can be queried for a specific ticker and date range. You can request a single ticker from $19 or the whole US market from $195 once plus $19.95 a month. All plans are priced in US dollars and paid by card. Free samples are available to inspect schema and coverage before subscribing.

Data coverage and delivery

History goes back more than 26 years and covers every US stock including delisted companies plus 231 ETFs. Bars from 1-minute to daily are available for underlyings. Options are provided as end-of-day chains. Point-in-time fundamentals from SEC filings and macro data with vintages as first published ensure reproducible research. CFTC COT positioning and 13F institutional holdings are included. Delivery options include CSV and parquet downloads and a Python package pip install finzdata. US regular session is 9:30 am to 4:00 pm New York time.

Get started free

Create a free API key, no card, 1,000 calls a day at free API key. Explore free samples at /samples to review historical options data schema and coverage. The free tier allows testing queries and integration before choosing a paid plan.

Common questions

What time period is covered for historical options data?

Historical options data is available for US stocks and ETFs with end-of-day chains and open interest.

Can I download historical options data as CSV or parquet?

Yes, CSV and parquet downloads are supported for bulk historical options data and underlying bars at 1-minute, 5-minute, 15-minute, 30-minute, hourly and daily.

Is there a free way to try the historical options API?

Yes, a free API key provides no card, 1,000 calls a day at https://api.finzdata.com/ with free samples at /samples.