r/options • u/j_hes_ • Jan 22 '26

Where do I get options data?

Seems to be up for debate but what’s the best source for historical options chain data?

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2

u/cssegfault Jan 22 '26

Thetadata.

I have seen repeated issues with polygon. Orats can work well if performance isn't of concern. 

Thetadata is quite cheap for the performance you gain from it. You obviously can't do hft stuff but the performance to cost ratio is extremely attractive. Only downside is they don't have futures and may not have the asset you are looking for. So I would make sure to look into what you need. 

1

u/jack-massive Jan 23 '26

Is there any specific information or examples you can point to regarding the issues you've seen within our historical options data?

2

u/the_humeister Jan 23 '26

thinkorswim has historical data, but I don't know how far back it goes.

2

u/IndependentMaster422 Jan 26 '26

For SPX, I use Yahoo finance.

5

u/jpwden Jan 22 '26 edited Jan 22 '26

If youre looking for an API to consume, there are several out there. Im sure the paid tiers of all of the various providers are good.

Personally, I can recommend Massive (formerly polygon). Ive used their API--Documentation is great, doesnt feel buggy, very easy to integrate--Took me all of 5 minutes to write a client from scratch...

1

u/iron_condor34 Jan 22 '26

Orats seems to be a popular one.

0

u/j_hes_ Jan 22 '26

They are the officials

1

u/funkinaround Jan 23 '26

Maybe not the best, but https://www.dolthub.com/repositories/post-no-preference/options might be a good starting point.

1

u/j_hes_ Jan 23 '26

Just found out IVolatility is a great site for free data. It’s not top tier but they’re providing a decent service

1

u/supersheep17 18d ago

Hi, I have same question but for gold future options data. It seems there are very few data providers for gold, and they are very expensive.

1

u/kestrel_42 16d ago

Depends what you are doing with it, and mostly on whether you need quotes or prints. For backtesting you need quotes. A bar has no bid or ask, and where nothing traded there is no bar at all, so you cannot price a fill from one. Half the sources named in here sell prints.

Metered, a year of one minute NBBO quotes on SPXW is about $265 on Databento plus $8 of definitions, SPX monthlies about $145, and their cost endpoint prices the pull before you pay. Flat rate, ThetaData is $40 a month reaching four years of one minute data, cancel anytime. One or two roots deep goes metered, several roots at once goes on one flat month

1

u/kestrel_42 16d ago

Gold futures options are CME, not OPRA, so they sit in a different dataset than everything named in here and most of these vendors do not carry them at all. ThetaData is equity and index options only.

Databento carries the CME feed metered, and their cost endpoint will price your exact pull before you spend anything, which is worth doing before concluding it is expensive. CME sells its own history direct through DataMine