If you are backtesting a GEX-regime strategy, building a vol-surface walk-forward, or simply checking what dealers were positioned for the morning of March 16, 2020, the question is the same: what could you have known, and exactly when? Most "historical options data" answers that question with end-of-day snapshots and a leak-prone percentile calculation. This guide walks through what FlashAlpha's historical service actually stores, the long-form articles that explain each piece, and how to combine them.
What's stored, at what resolution
- Per-contract greeks (delta, gamma, vega, theta, charm, vanna, vomma) recomputed at every minute from stored IV and spot
- Implied volatility per strike, per expiration, every minute since 2018-04
- Open interest, volume, bid/ask, and trade prints at minute granularity
- Computed analytics: GEX, DEX, VEX, CHEX, max pain, pain curve, dealer regime, VRP, percentiles, IV rank, IV surface, term structure
- Date-bounded percentiles: any historical query at
at only sees data with SnapshotDate < at.Date. No lookahead bias by design.
Historical Endpoints
Every endpoint has a docs page (request/response schema, examples) and most have a long-form companion guide that walks through real backtest patterns. Endpoints are grouped the same way as the docs sidebar: quotes & chains, exposure analytics, and volatility & pain.
Quotes & Chains
Exposure
Volatility & Pain
Why This Data Is Rare
The hardest part of historical options analytics is not the storage. It is reconstructing what the chain looked like at 14:23 ET on a random Tuesday in 2020, with greeks that match the spot and IV at that exact minute, with percentiles that don't peek at next week's data. The combination of minute resolution, full-chain coverage, and leak-free derived analytics is genuinely uncommon.
For the build-vs-buy reasoning: Why Nobody Else Sells Historical Options Analytics: The Build vs Buy Math.
Worked Examples
If you want to see this data in action rather than read endpoint docs, the following articles use historical analytics end-to-end:
Pricing & Access
Historical analytics are part of the Alpha tier. The historical API overview covers authentication, rate limits, the at parameter convention, and response shapes shared across endpoints.
