The U.S. Options Daily Analytics dataset provides end-of-day option valuation and risk metrics computed using the last-minute mid-price of each trading session. For each listed U.S. options contract, the dataset includes the theoretical option price, implied volatility, and the full set of standard Greeks: delta, gamma, theta, vega, and rho. Calculations are performed using the Black-Scholes-Merton framework, with closed-form analytical formulas applied to European-style options and a finite-difference numerical pricing model applied to American-style options. To support transparency and downstream validation, the dataset also provides the underlying asset mid-price at the calculation minute and implied volatility convergence codes, indicating the numerical stability and outcome of the volatility solve. This dataset is designed for daily risk monitoring, portfolio analytics, volatility research, and options valuation workflows, where consistent, model-based end-of-day metrics are required.