The daily series

104 series per session

One row per trading session, the same columns for every ETF and every futures contract. Every rolling number looks back only, so a row is what was knowable that evening — safe for backtests.

Two things to know. Open interest lags one session (the figure published that morning is the previous close's positions). Prices are split-adjusted but strike levels are raw strikes — split_factor puts them on the same scale.

The 6 series marked FREE are in every free account's files; the member plan has them all — or just the ones you tick on the Download page.

Download the data Create a free account