Option Chains Data

Here is an option chains and LEAPS downloader that can get data for options traded on U.S. exchanges.

You just need to enter the underlying securities in the "Symbols" tab, click on "Start Downloading" to get options data for all strikes and expiration dates.

Example:
GOOG
AAPL
C
GE

The downloader will adds all options symbols in your database and updates the following fields:
Close: Last options price
High: Option Ask price
Low: Option Bid Price
Volume: Option traded volume
Open Interest: Option open interest

Note that only options that have at least one quote (price known) are added to your database. Also remember that the when displaying options on a chart, the high price reflects the ask price and not the actual highest option value for that day. Same applies for bid price.

It takes less than one minute to get all options contracts for AAPL and C (+ Last/Ask/Bid/Volume/Open Interest data for the current day). That is more than 1700 contracts (with at least one quote).


You can also use the following downloader (Intraday Data for US Stocks) to get intraday data for your options contracts. Using this downloader, you can get one-minute data for the past 10 days (including the true high/low values for each trading bar).

Technical Analysis

• Scale-in Trading Strategy
• Fast Fourier Transform - Plots the Amplitude of the different Bins
• Regularized Exponential Moving Average
• Dynamic Bucket Range Mask
• Benchmark Return in a Trading System Simulation
• Upside-Downside and Custom Standard Deviation
• Relative Strength TAA System
• Flexible Asset Allocation Model V1.0
• DIDI INDEX
• Translation into Binary Buy/Sell
• More trading objects...

Fundamental Analysis

• Trade Weighted Exchange Index
• NSE Board Meetings
• NYSE Margin Debt
• Financial fundamental data for US companies
• Producer Price Index - PPI
• History of dividend payment for stocks in the US stock market
• Analyst downgrades & upgrades
• Yahoo News
• Permabear Sentiment Index
• Forex News from XE
• More trading objects...