What an options history dataset contains
A daily options summary aggregates a chosen contract universe. Volume counts trading activity over a period; open interest counts outstanding contracts at an observation time. The two series use different clocks and cannot be substituted for one another. An underlying closing price is not an option contract’s premium.
This page is a local CSV viewer, not a source of historical market records. The fixed five-row example illustrates fields and missing data. It has no connection to an actual ticker, and its values must not be used as a backtest or product-performance record.
Prepare, inspect and export your data
- Obtain a documented source. Use a provider or exchange export that specifies its covered contracts, observation dates, time zone, revision policy and permitted use. Keep one underlying and consistent currency and contract units in each file.
- Prepare six columns. Use the exact header
date,closePrice,optionVolumeTotal,optionVolumePutCallRatio,oiTotal,oiPutCallRatio. The date must be real and unique. Use plain nonnegative numeric values; volume and OI are whole contracts. A blank value means unavailable, not zero. - Paste and parse. Label the dataset for export; the label performs no ticker lookup. Choose a range relative to its latest date. 1M, 6M and 1Y use 30, 180 and 365 calendar dates. There is no forward filling, trading-calendar inference or new data request.
- Inspect the table. Select columns and sort the current 50-row page. Review original observations before interpreting outliers. An absent field stays absent; the viewer does not calculate a put-call ratio from a total alone.
- Export the selected range. The CSV includes every filtered row, not only the current page, in descending date order with the selected columns. Export all columns if you want to reload the same format.
Read the fields without adding unsupported conclusions
Option volume
Total traded contracts for the source’s stated session and coverage. High volume alone does not prove a narrow bid-ask spread, sufficient executable depth or informed buying.
Put-call ratios
Keep volume and OI ratios separate. In a constructed session with 1,000 calls and 500 puts traded, volume P/C is 0.50 and total volume 1,500. This describes counts; it says nothing about which side initiated trades or their eventual profit.
Open interest
Outstanding contracts after the provider’s clearing/observation process. Changes can reflect openings, closings, exercise and expiration. An OI increase does not identify bullish positions or an amount of new capital.
Underlying close
The source’s closing-price field, shown without an assumed currency conversion. Reconcile its date, adjusted/unadjusted basis and corporate actions before comparing it with the options aggregates.
What a daily summary can and cannot test
A consistent history can help identify missing dates, inspect changes in activity and formulate a research question. It cannot reconstruct individual contract fills, bid-ask spreads, expiry and strike selection, assignment or portfolio P&L. A tradable backtest requires those additional inputs and a defined entry/exit and cost model.
IV is inferred from option prices under a model; a 30-day aggregate also needs a maturity and weighting convention. IV rank needs a defined historical window. Max Pain minimizes an OI-weighted intrinsic-payout calculation for an expiry and is not a price forecast. GEX/DEX estimates require contract Greeks, multipliers and assumptions about position signs; daily volume and OI totals are insufficient.
Primary references
- OIC general options information for contract and market-data context.
- CME open interest for the distinction between trading volume and outstanding contracts.
- OIC pricing models for theoretical values and their limits.
The viewer does not verify data accuracy, recommend a trade or execute an order. All example numbers are constructed for field inspection.