Columns and types
These columns come from the same versioned logical catalog used by the query validator and engine. They describe the fields you can query. Some historical rows have missing values; fields absent from older shards can return typed NULL.
| ticker | VARCHAR |
| underlying | VARCHAR |
| expirationDate | DATE |
| strike | DOUBLE |
| optionType | VARCHAR |
| timestamp | TIMESTAMP |
| open | DOUBLE |
| high | DOUBLE |
| low | DOUBLE |
| close | DOUBLE |
| volume | DOUBLE |
| transactions | BIGINT |
| implied_volatility | DOUBLE |
| delta | DOUBLE |
| gamma | DOUBLE |
| theta | DOUBLE |
| vega | DOUBLE |
| rho | DOUBLE |
| bid_open | DOUBLE |
| ask_open | DOUBLE |
| bid_close | DOUBLE |
| ask_close | DOUBLE |
No matching rows. Clear the filter to see all records.
Current logical schema for lake.options_daily
Coverage and timing
Daily options OHLCV with Greeks and completed session-boundary NBBO, one row per contract per session. Version 2 uses the opening minute available at 09:31 ET and the last regular-session minute available at the actual exchange close; missing books remain missing. Stored quote coverage begins 2022-03-07; quote columns are nullable before that boundary.
One row per contract per trading day. Filter by `underlying` (`'AAPL'`) for a name's options — `ticker` is the full OCC symbol (`O:AAPL250117C00230000`) and is almost never what you want to filter on. For a chain: filter `underlying` + `expirationDate`, then `ORDER BY strike`. Greeks (`delta`, `gamma`, `theta`, `vega`, `rho`, `implied_volatility`) are nullable and are commonly NULL for deep OTM/ITM and 0-DTE contracts.
Run a limited query
Use a registered API key with lake scope. Select needed columns, bind user-supplied values and restrict dates when the table has a time dimension. Query results are durable parts with a schema and manifest rather than an unbounded in-memory array.
This reference documents the schema and its meaning. Run queries in your signed-in workspace; this page does not execute SQL or show private results and datasets.
SELECT "ticker", "underlying", "expirationDate"
FROM lake.options_daily
LIMIT 20;