CompareHistorical options dataUpdated September 2026
ORATS vs iVolatility
ORATS is fantastic platform! I have used several including ivolatility/Options omega, but nothing comes close to ORATS.
ORATS sells institutional-grade history: every US strike since 2007 as one $599 download, with greeks from a smoothed surface.
Best for ORATS
- One flat price for every US strike since 2007
- Greeks derived from one arbitrage-free surface per expiration
- API access at up to 1,000 requests a minute
iVolatility sells options history by the ticker and day, or by API subscription.
Feature comparison
iVolatility details are from their public pages, read on September 29, 2026.
| Feature | ORATS | iVolatility |
|---|---|---|
| Volatility forecasts | ORATS Volatility and skew forecasts, with history, on a Data API plan | iVolatility No volatility forecast data found; only earnings forecasts and a GARCH code example |
| API rate limit | ORATS 1,000 requests a minute; 20,000 to 1,000,000 a month by plan | iVolatility 1 request a second, burst 5, on every retail tier |
| Bulk delivery | ORATS Daily files since 2007; one-minute files since 2020 | iVolatility FTP, Snowflake, AWS, or Azure by quote; retail orders capped at 10GB |
| Precomputed backtests | ORATS 300M+ precomputed backtests, searchable by ticker and strategy | iVolatility None published; each backtest runs on request |
| Greeks and implied volatility | ORATS Every strike, live and historical, from a smoothed surface | iVolatility Per contract, from Black-Scholes and a 100-step binomial tree |
| Volatility surface | ORATS Arbitrage-free, per expiration and at constant maturities, on a Data API plan | iVolatility 96-point daily grid, linearly interpolated; also by delta |
Pricing
Every US strike since 2007 is $599 once from ORATS; iVolatility prices self-serve downloads per ticker per day, up to 10GB an order, and quotes institutional and large-volume data on request. iVolatility's API starts lower, but ORATS's allows 1,000 requests a minute against iVolatility's 1 a second and includes volatility forecasts.
iVolatility prices as of September 29, 2026.
ORATS files hold strike-level prices, greeks, theoretical values, and IVs. Forecasts, IV rank, and earnings fields come with a Data API plan, and the backtesters with Trading Tools.
ORATS
- Near end-of-day history, 2007 to today
- Every strike, about 500GB, downloaded from S3 within 14 days
- $599 once
- Near end-of-day, ongoing
- Each day's snapshot from 14 minutes before the close, delivered over FTP each night
- $99/mo
- One-minute history, August 2020 to today
- About 50TB over S3; S3 storage and transfer fees run $1,000 to $2,000
- $1,500 once
- One-minute, ongoing
- Every minute of the session, over S3
- $199/mo
- Data API
- Forecasts, IV rank, and earnings fields with history; delayed at $199, live from $299
- $199 to $899/mo
iVolatility
- Data Download
- Per ticker per day; end-of-day only, up to 10GB an order
- $0.20 to $0.60
- Data Cloud API, Builder
- Billed annually, $79 monthly; 20,000 requests a month
- $63/mo
- Data Cloud API, Quant
- Billed annually, $199 monthly; 100,000 requests a month
- $159/mo
- Data Cloud API, Lab
- Billed annually, $299 monthly; unlimited requests
- $239/mo
Common questions
Is ORATS a good alternative to iVolatility?
For US equity, ETF, and index options, yes. ORATS sells every strike since 2007 as one $599 download, with greeks and implied volatility from one smoothed surface per expiration. Forecasts, IV rank, and earnings fields come with a Data API plan, and the backtesters with Trading Tools.
Can I download the entire US options market from either?
From ORATS, yes: $599 once buys every strike of every trading day since 2007, about 500GB over S3, and $1,500 buys the one-minute archive since August 2020, plus $1-2k of AWS fees. From iVolatility's retail products, no: the download tool is end-of-day only and capped at 10GB an order, and their pricing page says retail subscriptions are not designed for downloading all market data. Full-market delivery is sold through their sales team.
Which has better historical implied volatility data?
They differ in method more than in quality. For modeling skew and selecting options by delta, ORATS, because its greeks all come from one fitted surface per expiration. iVolatility computes IV and greeks contract by contract with Black-Scholes and a 100-step binomial tree, replacing bad quotes with interpolated volatilities. ORATS solves a residual yield so call and put IVs agree, fits one arbitrage-free spline per expiration, and derives the greeks from that fit.
How much does iVolatility cost?
As of September 29, 2026, the Data Cloud API costs $79, $199, or $299 a month for Builder, Quant, and Lab, or $63, $159, or $239 a month billed annually. IVolLive costs $45 or $100 a month billed yearly and $60 or $150 billed monthly, though the FAQ on that page calls $60 and $150 the yearly rates. Self-serve CSV downloads are $0.20 to $0.60 per ticker per day. ORATS sells every US strike since 2007 for $599 once, and its API allows 1,000 requests a minute against iVolatility's 1 a second.
Where do these facts come from?
iVolatility details come from their public pages, read on September 29, 2026, and may have changed since. If something here is out of date, email support@orats.com and we will correct it. iVolatility product names and trademarks belong to their owners.
- iVolatility historical options data
- iVolatility Data Cloud API plans, limits, and bulk-download policy
- iVolatility Data Download tool (10GB order cap)
- iVolatility API documentation and OpenAPI spec
- iVolatility Data Guide, November 2017
- iVolatility volatility surface methodology
- iVolatility news: the new IVolLive and chat-native backtesting
- iVolatility Snowflake data cloud (institutional only)
- IVolLive plans and pricing
- ORATS near end-of-day data and pricing
- ORATS one-minute data and pricing
- ORATS Data API pricing
- ORATS Trading Tools
- ORATS API documentation
