The US options Reference Data provides clients with accurate, validated options data for comprehensive risk management and global market coverage. Received through direct exchange notification and OCC announcements – processed and validated via Symbol Master.
Given SMI’s core focus on Standardized Options, the SMI primary offering focuses on the Options Strikes and Series that are available, maintained, and expired for all available Issues and Series in the open market.
From the SMI content, users can identify all traded Issues that are included in the Standardized Options universe from the SMI offering. Once all Root Issues are known, SMI will provide EOD Pricing Details based on Official Closing Values for both Root and Options Symbol population.
IssueExt
The Issue Ext file shows details on the underlying symbol including company names and primary exchanges. The Issue Ext version of this file includes a field to identify if an issue is an ETF.
SeriesExt
The Series Ext files are the full options series master. The Series Ext files contain every strike that is listed including next-day adds for every options exchange. There are multiple versions of this file based on the detailed level of reference data on subscribing clients’ security master data attributes and their specific requirements.
IssueDeliverableExt
The Issue Deliverable files show the current deliverable values for all option symbols. There are multiple versions of this file based on the detailed level of reference data on subscribing clients’ security master data attributes and their specific requirements.
Position Limit
Position limits are preset underlying levels of ownership established by exchanges or regulators. These limits restrict the number of shares that a trader or any affiliated group of traders and investors can own. This information is used by financial industry firms to substantiate their Risk Level Trading thresholds. Includes revert limit and revert date.
Near-Term Position Limit
The Near-Term Position Limit files show which symbols have near-term limits either by shares or contracts and their values. Near-term position limits refer to preset levels of ownership established by exchanges or regulatory bodies. These limits restrict the number of shares or derivative contracts that a trader or any affiliated group of traders and investors can own. This information is used by financial industry firms to substantiate their Risk Level Trading thresholds.
Option Style
The Option Style file shows the contract style (American/European) and the settlement style (AM/PM) of each option.
