Options Reference
U.S. equity options reference data: contract security masters, root-level mappings, OCC special settlements, and listed options directory. Since 2012.
algoseek’s U.S. options reference data provides the contract-level and root-level metadata required to accurately identify, map, and analyse equity options across the full OPRA universe. Coverage begins in 2012.
The contract security master contains specifications for every listed equity option, including strike prices, expiration dates, settlement types, and adjustment indicators for non-standard contracts resulting from corporate actions. The root-level security master provides stable identifiers (ASID), underlying mappings, and settlement classification at the option root level.
OCC reference datasets include the Listed Options Daily directory (all listed options with symbols, underlying securities, and position limits) and the Special Settlements dataset (delivery components and settlement mechanics for adjusted contracts resulting from mergers, splits, spin-offs, and special dividends).
Open interest data is consolidated across all exchanges at the contract level, providing daily positioning and liquidity context for the entire U.S. listed options market.
Security Master & Lookups#
2 items
Market Structure & Compliance#
2 items