In the past I've paid like $4 for the EOD prices and $9 for the implied vol calculations per year...the actual pricing is here: http://www.ivolatility.com/data/

In the past I've paid like $4 for the EOD prices and $9 for the implied vol calculations per year...the actual pricing is here: http://www.ivolatility.com/data/data_download_intro.html http://www.ivolatility.com/data/data_download_intro.html Derivatives data is priced much more reasonably & imho arguably more useful (it isn't tickdata or changing by the minute...and in any case, most option trading models are ok with 10-20 cents leeway. You can't buy a single call, you have to buy a minimum of 100, plus the trading fee, and in most cases its simply not that liquid - you will move the market unless you are trading spx etc