Where to Find a Historical List of Optionable Stocks

A point-in-time, survivorship-bias-free universe of US equities with listed options, enriched with expiration structure, from Alphanume.

Any options strategy you backtest is only as good as the universe you run it on. If you use today's list of optionable stocks for a test that runs back several years, you bake in survivorship bias: names that lost their listings or delisted entirely silently disappear, and your results look better than they ever could have been in real time. The fix is a point-in-time history of which stocks were optionable on each date, and that is exactly what is hard to find.

Alphanume publishes it as the Historical Optionable Tickers dataset.

What the dataset is

Historical Optionable Tickers is a point-in-time universe of US equities with listed options. It is a monthly snapshot, taken on the first trading day of each month, enriched with expiration structure. It is cursor-paginated and point-in-time, so you can reconstruct the exact optionable universe as it stood on any monthly snapshot.

Fields

• date: the snapshot date
• ticker: the optionable symbol
• avg_days_between: average days between the next six expirations (around 7 means dense weeklies)
• has_weeklies: 1 if the name has weekly options, 0 otherwise

What you can do with it

• Build survivorship-bias-free optionable universes for backtests.
• Filter by expiration density, weeklies versus monthlies.
• Study how options availability has evolved over time.
• Constrain option-chain-dependent strategies to names that were truly tradable on each date.

How to access it

The dataset is on the free tier as a rolling 30-day delayed window, and the API key is optional for a limited subset. One call returns the latest snapshot:

curl "https://api.alphanume.com/v1/optionable-tickers?api_key=alp_your_key"

Grab a free Alphanume API key, read the API documentation, or explore it on Alphanume to browse the universe.

The survivorship-bias trap

If you backtest an options strategy against today's list of optionable names, you quietly assume every name in your universe was tradable the whole time. Names that lost their options listings or delisted entirely vanish from the picture, and your results look better than they ever could have been in real time. The only fix is a point-in-time record of which stocks were optionable on each date.

Alphanume snapshots that universe monthly, on the first trading day of each month, enriched with expiration structure through the has_weeklies flag and avg_days_between field. Because each snapshot reflects what was listed at the time, you can constrain a backtest to names that were genuinely tradable on each date and remove the bias before it inflates your edge.

Frequently asked questions

What is a survivorship-bias-free optionable universe?

A list of which stocks were optionable on each historical date, rather than today's list applied to the past. It keeps delisted and de-listed-from-options names in the history where they belong.

How often is the universe snapshotted?

Monthly, on the first trading day of each month. Each snapshot is point-in-time and enriched with expiration structure.

How do I find names with weekly options?

Use the has_weeklies field (1 means weeklies, 0 means none). The avg_days_between field adds detail, with a value near 7 indicating dense weekly expirations.

Is an API key required?

No, the key is optional for a limited subset. A free key gives a rolling 30-day delayed window, and Pro removes the delay.

Is the dataset paginated?

Yes, it is cursor-paginated. Paginated responses return has_more and next_cursor so you can loop through the full universe.