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Derivatives Data | Pricing

Exchange Derivatives - Options Price Reporting Authority (OPRA)

OPRA exchange derivatives pricing data for options market analysis, trading workflows and pricing insight.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Exchange Derivatives - Options Price Reporting Authority (OPRA)

Coverage metric

Geography:
North America
History:
End of Day from 1997; Tick History from 1997
Coverage count:
Asset Classes - 2100000+ RICs
Asset Class
Equity Derivatives, Derivatives, Fund Derivatives, Options, Equities, Funds

Delivery metadata

Data Frequency
Continuous
Language
English
Delivery methods:
Excel, Web Service, API, Deployed/Onsite Servers, SFTP, Cloud, Desktop, FTP, Bulk, SQL, RSS Feed, Website, Digital Files
Data formats:
CSV, GZIP, JSON, SQL, Metafile Picture, Text, Delimited, Bitmap, Parquet, PCAP, Zip Archive, PDF, XML, Python, HTML, MPEG, User Interface
Minimum service frequency
Continuous

Overview of Exchange Derivatives - Options Price Reporting Authority (OPRA)

BUILT FOR OPTIONS ANALYTICS

OPRA - Monitoring

  1. Monitor activity and liquidity in futures and options.
  2. Enhance strategies with real-time pricing and analytics.
  3. Manage risk, exposure, margin; support valuation, compliance, post-trade workflows.
US LISTED OPTIONS COVERAGE

OPRA - US Equity Options Insights

  1. Consolidated real-time feed of US equity, ETF, and index options.
  2. Combines quotes and trades from all regional exchanges.
  3. Enhances transparency and price discovery with reliable market data.
SEE THE FULL OPTIONS MARKET

Broad coverage with robust real-time data

  1. Real-time exchange-traded derivatives data for faster trading and risk decisions.
  2. Deep global coverage across futures and options markets.
  3. Trusted pricing, deep time series histories, reference, and analytics data for valuation and compliance.

Description of the dataset

  • LSEG provides OPRA options data for clients who require comprehensive visibility into the US listed options market. OPRA consolidates last sale reports, quotes and other information across 17 US options exchanges covering more than one million options contracts eligible for trading.
  • Our exchange derivatives coverage includes last sale data, National Best Bid and Offer, exchange BBO, contract specifications, series details, analytics and historical observations where available. LSEG supports trading, volatility analysis, hedging, valuation, market surveillance and risk management across US equity, index, ETF and select currency options.
  • Coverage is available across Real-Time and end-of-day delivery models, helping customers support both low-latency decisioning and downstream valuation or control processes. LSEG also supports delayed and full tick workflows where licensed, enabling flexible integration into front-office and enterprise systems.
  • We enrich OPRA content with standardized identifiers, contract-level reference information and analytics such as Greeks where available through LSEG solutions. Our validation and normalization processes help customers manage high-volume options data consistently across desktops, feeds, analytics platforms and reporting environments.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Real-Time Distribution System
Advanced Distribution Server (ADS) is the horizontally scalable distribution component within LSEG Real-Time Distribution System providing highly available services for tailored streaming and snapshot data, publication and contribution messaging with optional persistence, conflation and delay capabilities.

All categories

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