Daily List - Options - Strike Prices - Data Fields Definitions

Strike Price Data Fields Definitions
The data fields are described in the same order as the download files.

Data Field Definition
Cycle The month the option's cycle begins.
Exchange The exchange where the option trades: A- Amex.
Root Symbol The root symbol of the option.
Strike The strike price of the option.
Call Code The two-character code representing a combination of the one-character expiration month code and the one-character strike price code.
Expiration Date The expiration date of the option.
Type of Change A one-character code representing the type of change occurring for the strike price.
The following codes are used:
  • B - Addition
  • C - Change in strike code
  • D - Delete
  • Effective Date The date the strike price is eligible for trading.
    Underlying Option Symbol The symbol of the underlying option.
    Underlying Symbol The symbol of the underlying issue or index.
    Description of Change An explanation of the type of maintenance the entry represents.