Options Reference Security Master & Lookups
U.S. equity options security masters at contract and root level. OCC reference data, open interest, and special settlements. OPRA coverage since 2012.
Security master and reference datasets for the full universe of U.S. listed equity options since 2012.
The contract-level security master contains specifications for every listed option, including strike prices, expiration dates, settlement types, and adjustment indicators. The root-level security master provides stable ASID identifiers, underlying mappings, and settlement classification.
OCC reference datasets include the Listed Options Daily directory (all listed options with position limits and underlying securities) and the Special Settlements dataset (delivery components and settlement mechanics for adjusted contracts). Open interest data is consolidated across all exchanges at the contract level.
These datasets form the reference layer for options analytics, universe construction, and compliance workflows.
Sec Master#
The U.S. Options Security Master dataset provides a root-level reference catalog of all listed and delisted U.S. options disseminated via OPRA, covering options on equities, ETFs, ETNs, indexes, and currencies from 2012 to the present. Each record represents an option root security and includes summary attributes such as option type, settlement type, underlying symbol, and underlying security type. This dataset is designed to define the structural identity of an option root, rather than individual expirations or strikes. The security master is organized using algoseek’s persistent algoseek Security Identifier (ASID). The ASID remains stable throughout the lifecycle of an option root, even as individual contracts (strikes and expirations) are listed and expire. This enables consistent root-level mapping and simplifies integration across downstream options datasets. The dataset is delivered as a single, consolidated file and is updated daily. Companion lookup files are available to map ASID to option root symbols and underlying symbols, supporting efficient identifier resolution and cross-dataset joins.
Options Contracts Sec Master#
The U.S. OPRA Options Contracts Security Master dataset provides a comprehensive reference record of all listed and delisted U.S. options contracts disseminated via OPRA, covering options on equities, ETFs, ETNs, indexes, and currencies from 2007 to the present. The dataset includes core contract specification fields such as option root symbol, underlying symbol, full contract ticker, option type (call/put), strike price, expiration date, and trading dates, enabling precise identification and historical tracking of individual option contracts across their full lifecycle. In addition, the dataset captures settlement and deliverable information for non-standard (adjusted) options, including deliverable components, cash settlement amounts, and settlement methods. Settlement detail coverage is available beginning in 2018, supporting accurate interpretation of contracts affected by corporate actions such as splits, mergers, spin-offs, or special dividends. This security master is designed to support options data normalization, contract resolution, lifecycle analysis, and downstream pricing and analytics workflows where authoritative contract metadata is required.