OPTIONS SECURITY MASTER
The complete reference layer for US options.
Every contract from listing to expiry, including everything that has expired or been delisted since 2014. Research without it and the expired contracts quietly disappear, taking their liquidity, strikes, and settlement terms with them.
Options Security Master (sample)
OPRA
| Field | Type | Example |
|---|---|---|
| ASID | integer | 131000000020008 |
| ContractTickers | list(string) | [“PLCE230616P00065000”] |
| ContractTradeDates | list(string) | [“20230125:20230616”] |
| StartTradeDate | date | 2023-01-25 |
| Expiration | date | 2023-06-16 |
| Type | date | P |
| Strike | integer | 65 |
| OptionRootTickers | list(string) | [“PLCE”] |
| UnderASID | integer | 1010000000014189 |
| UnderTickers | list(string) | [“PLCE”] |
| UnderTradeDates | list(string) | [“20070103:29991231”] |
Lifecycle tracking, not a snapshot
An options universe without the expired contracts is an options universe that lies.
Two datasets form the layer. Both are keyed to the ASID, so a contract that expired in 2015 joins to its tick data with the same ease as one trading today.
Listed and delisted from 2014
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 non-standard delivery detail.
Options · Event · US
US OPRA Options Contracts Security Master
Comprehensive security master for U.S. OPRA options contracts, including contract specifications, lifecycle dates, and settlement details for standard and adjusted options.
ASID
ContractTickers
ContractTradeDates
StartTradeDate
ExpirationDate
Type
Strike
OptionRootTickers
UnderASID
UnderTickers
UnderTradeDates
TotalDelivComponents
DeliveryComponents
SettlementMethod
StrikePercent
DeliverableUnits
CashAmount
IsStandard
NonStandardTradeDates
Options · Event · US
US Options Security Master
Root-level security master for U.S. OPRA options, providing stable identifiers and core attributes for all listed and delisted option roots since 2012.
ASID
OptionTicker
UnderTicker
UnderType
OptionType
OptionStyle
IsWeekly
MarketClose
SettlType
SettlTicker
OptionTradeDates
OptionListStatus
UnderSecId
UnderTradeDates
GreeksCoverage
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 2014. 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, alongside tick data, bars, and daily analytics 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.