OPTIONS SECURITY MASTER
Every contract on every US options exchange. Full lifecycle tracking from listing to expiry.
algoseek tracks every OPRA options contract from listing to expiry, including every contract that has expired or been delisted since 2012. Research without it and the contracts that expired before your analysis window quietly disappear, taking their liquidity, their strikes, and their settlement terms with them.
Options Security Master (sample)
OPRA
| Field | Type | Example |
|---|---|---|
| ASID | string | AAPL-C-200-20241220 |
| OptionTicker | string | AAPL241220C00200000 |
| UnderTicker | string | AAPL |
| UnderType | string | Stock |
| OptionType | string | Vanilla |
| OptionStyle | string | A |
| OptionListStatus | string | L |
| OptionTradeDates | string | 20240101-29991231 |
Lifecycle tracking, not a snapshot
An options universe without the expired contracts is an options universe that lies.
Most options reference data gives you what is currently listed. That is the wrong starting point for any historical analysis, because every contract that expired, was delisted, or stopped trading is missing. The universe looks smaller and more liquid than it actually was, and any strategy tested against it inherits a structural bias.
algoseek provides two datasets that together give you the complete reference layer for US options. The security master covers option roots: the underlying, exercise style, settlement type, weekly flag, and listing status for every OPRA series. The contracts dataset goes one level deeper: individual contract tickers, strikes, expirations, trade date ranges, and, for non-standard options, the full delivery and settlement detail that most vendors omit entirely. Both are keyed to the ASID, so a contract that expired in 2015 joins to its tick data and daily analytics with the same ease as one trading today.
Listed and delisted from 2012
Every OPRA contract that has ever traded, including those that have since expired or been delisted. The historical universe as it actually was.
Keyed to the ASID
Each contract carries a persistent ASID that links it to its underlying security and to every other dataset in the algoseek pipeline. One join, no reconciliation.
Every underlying type
Stocks, ETFs, ETNs, and index options. Not limited to equity options. Every underlying type traded on US options exchanges, classified for filtering.
What’s in the dataset
Two datasets. The option root and the individual contract.
The security master covers the option series level: underlying, exercise style, settlement type, listing status. The contracts dataset covers the individual contract: ticker, strike, expiration, trade dates, and, for non-standard options, the full delivery and settlement detail.
Options · Daily · US
US Options Security Master
One record per option root. The ASID, root and underlying tickers, underlying type, option type and style, weekly indicator, settlement type and ticker, market close time, trade date range, listing status, and the underlying’s security identifier.
ASID
OptionTicker
UnderTicker
UnderType
OptionType
OptionStyle
IsWeekly
SettlType
OptionTradeDates
OptionListStatus
UnderSecId
Options · Daily · US
US OPRA Options Contracts Security Master
One record per individual contract. The ASID, contract tickers, trade date ranges, start trade date, expiration, type, strike, option root tickers, and the underlying’s ASID and tickers. For non-standard options: delivery components, settlement method, strike percent, deliverable units, cash amount, and the standard/non-standard flag.
ASID
ContractTickers
ContractTradeDates
StartTradeDate
ExpirationDate
Type
Strike
OptionRootTickers
UnderASID
UnderTickers
SettlementMethod
DeliveryComponents
IsStandard
Why it matters
What you will NOT get from a current-listings feed.
A feed that only shows currently listed contracts gives you today’s options universe. Anything that expired or was delisted before today is gone.
A current-listings feed
Only currently listed contracts. Every expired or delisted option is missing from the universe.
No persistent identifier. When a contract expires, the link to its underlying and its trade history breaks.
Equity options only, or a narrow slice of underlyings. ETN and index options require a separate source.
Non-standard options treated the same as standard, with no delivery or settlement detail.
algoseek options security master
Every listed and delisted contract from 2012. The historical universe as it actually existed.
Each contract carries an ASID that links it to the underlying security and to every other dataset in the pipeline.
Stocks, ETFs, ETNs, and index options across every US OPRA exchange.
Non-standard options flagged with delivery components, settlement method, deliverable units, and cash amount.
Take just the options security master if that is all you need, or get it inside the Options Package or Multi-Asset Package, where it ships alongside tick data, bars, daily analytics, and everything else under one license with no exchange fees.
Explore the Data
Query the equity security master directly with Python or SQL. Up to a year of production data, no agreement, no credit card needed.
Talk to our team
Core team from the trading side. Integration help, licensing for redistribution, and pipeline design.