Barchart Market Data

Futures Options History

Secure Your Competitive Edge With Access to Extensive Historical Futures Options Data. Delivered over API or through file services.

Historical Futures Options Data
Exclusive Data

Exclusive Data

Options on futures data includes EOD prices and Greeks, plus aggregate stats at the underlying options expiration level, implied volatility indices and aggregate stats at the root level.



Barchart’s historical data is created from our real-time data feeds, ensuring users that our data meets the highest standards of accuracy.

Flexible Delivery

Flexible Delivery

Historical Futures Options Data is available through multiple delivery methods, including API or file-based delivery.

Extensive Coverage

Extensive Coverage

Coverage extends back to the early 2000s for futures options history data from CME Group, ICE, Euronext, Eurex and other futures exchanges.

Futures Options History

Futures Options History

Access options on futures data via API or through file services. Historical futures options data provides portfolio managers, research analysts, risk managers, institutional investors, and academic researchers with the data they need to evaluate risk and enhance their research, trading, and analysis capabilities.

Available Fields

Make Better Decisions With Better Historical Data

Key benefits of historical futures options data include:
  • Estimate potential returns on investments and trading strategies
  • Make more informed decisions about when to enter and exit positions
  • Gain insight into the forces driving the financial markets
  • Speculate on market direction and hedge against price fluctuations

Futures Options History FAQ

What are futures options?

Options on futures are contracts that gives the holder the right, but not the obligation, to buy or sell a particular underlying futures contract at a predetermined (strike) price on or before their expiration.

What commodities and exchanges are included in the data coverage?

We have global coverage from most global futures exchanges. Check out our options data catalog for more details.

How is Implied Volatility calculated?

We employ the Black 76 model for calculating all option types except for spread options, for spread options we utilize the Bachelier model. Regarding the risk-free rate, we refer to the US Treasuries Yield and the Canada Bank Rate. Our process involves using the settlement prices of options and their corresponding underlying futures, combined with the aforementioned models and rates, to determine the implied volatility and the greeks.

What fields are covered in the data product?

End-of-day (EOD) data provides complete market information including price, OIV, greeks, volatility, and metadata to users. Full data provides EOD data plus aggregate stats at the underlying options expiration level, implied volatility indices and aggregate stats at the root level. Check out the sample data.

Is aggregated options stats data available?

In addition to the EOD prices and greeks at options instrument level we provide aggregate stats at the underlying options expiration level and implied volatility indices and aggregate stats at the root level. Check out the full sample data file to learn more.

How are weights calculated in callsWeightedImpVol and putsWeightedImpVol?

In both cases, the weights are determined by considering the relative distance of the underlying security price from the two nearest strike prices, ensuring that the weighted average reflects the influence of both options. Aggregated stats are also calculated at the root level. Similarly, cvol, coi, cwiv, pvol, poi, pwiv, wiv are calculated by aggregating all option expirations.

What is the IV Index (e.g. 30DayImpVol)?

IV Index is a measure of future root's implied volatility levels of “virtual” options expiring at constant maturities(7, 14, 30, 60, 90, 180, and 360 days). We calculate three sets of IV Indexes: IV Index, IV Call Index, and IV Put Index.

Simply speaking, IV Index is composite volatility for a root by aggregating option implied volatilities. It is a weighted average of the implied volatilities of Near-The-Money options (includes both calls and puts ) that straddle constant maturities(30, 60,… days). For example, IV30, IV60, …

How do you calculate IV Index?

The IV index calculation for Futures Options is linear weighted by distance of the two nearest active expirations from the constant maturity.

For example, for 30 days IV index, we choose the furthest active expiration that is prior to 30 days, and the closest active expiration that is after 30 days. Then we implement linear weight on the wiv(weighted ATM IV) of those two active expirations to calculate the IV30 index.

How far back is the historical data coverage?

We have deep historical coverage with the earliest data available from the 2000s. The extent of historical data availability varies based on the exchange. Learn more about the historical coverage here.

What time are end-of-day data / prices published?

Settlement prices are released at 4:30 pm CST for markets below:

  • European and Asian Futures Options
  • North American Agriculture Futures Options

Settlement prices are released at 7:00 pm CST for markets below:

  • North American Energy, Financials, Metals and Equities Futures Options

Final update for the trading date is released 8:30 pm CST for all exchanges except EUREX and 10:30 pm CST for EUREX.

How can the data be delivered?

Data can be accessed via API or delivered as flat files. Checkout the API details to learn more.

Are trials available?

Yes, sample data or a trial can be made available for qualified users. Please reach out to to learn more.

Where can I find more information to get started?

Simply reach out to us at We would love to understand your use case and find the perfect solution to benefit your business. We're always ready to assist you!