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Option Contract Price Data
The dataset used in this study is a collection of option contract price data, containing historical end-of-day option chains for each stock. -
Stock Price Data
The dataset used in this study is a collection of stock price data, containing historical end-of-day adjusted closing prices for each stock. -
Stock Universe
The dataset used in this study is a stock universe of 165 US stocks, diversified across 11 traditional stock market sectors.