Data Accuracy

Market data on Optionistics is provided by HistoricalOptionData.com and is updated after each US trading day's close. Quotes shown on the site are end-of-day delayed — Optionistics is not an intraday data provider.

Computed values such as implied volatility, Greeks (delta, gamma, vega, theta, rho) and strategy P/L are calculated using the Black-Scholes / Merton model and standard interest rate / dividend assumptions. They are approximations and should be treated as such; subtle differences in volatility input or risk-free rate can yield different numbers.

If you spot data that looks materially wrong, please send us a note and reference the symbol and date in the message.