About

Pitfield St publishes computed derivatives data and the code that produced it. Every trading day the pipeline ingests option chains, extracts forwards from put–call parity, fits arbitrage-free volatility surfaces, computes a full metric set, and publishes the results alongside the quality report describing what it had to throw away.

Why it exists

Institutional options data is priced as though only institutions should have it. A consolidated options feed runs to thousands of dollars a month before anyone has computed anything with it, and the licensing makes redistribution of what you derive its own negotiation. The effect is that the people most able to check this kind of work, students and independent researchers and anyone curious and rigorous without a desk behind them, are priced out of even looking.

The intention here is to close that gap. This archive publishes the computed layer: forwards, surfaces, greeks, the full metric set, and the quality report describing what was discarded, at a fraction of what the underlying costs, and free wherever the licensing allows it. Everything on this site today is free to read and free to cite. Where a licence prevents that, the constraint is stated rather than quietly worked around.

That is an aim, not a promise, and it is worth being exact about which. The archive currently runs on a derived feed because a consolidated one is not yet funded, and every page says so. What is already true is the part that matters most: the method is open, the code is public, the inputs are named, and anyone can reproduce the numbers or find the error in them.

What it is not

Not a signals service. There are no buy or sell recommendations, no alerts, no screeners.
Not a claim of predictive edge. Nothing here is presented as tradeable.
Not investment advice, and not a recommendation about any security.
Not a real-time feed. Published quotes are end-of-day or delayed, never streaming.
There is not a single backtest equity curve in the repository, and there never will be.

On the current data

The archive currently runs on synthetic chains.

The pipeline, the calibration, the arbitrage checks and the statistics are real, and are exactly the code that will run against a licensed feed. The quotes they are presently run against are generated by a simulator in this repository, which prices chains from a known forward and known SVI parameters, which is what makes the calibration testable, since the test suite can assert the pipeline recovers the parameters it was handed.

Nothing on this site describes an actual security today. Every page built on generated numbers says so at the top. When a licensed source is connected, the synthetic banner disappears and the archive begins accruing real observations. The code itself does not change.

Data licensing

Market data will be sourced under a single-person, non-professional, non-redistributing licence. Published quotes are therefore end-of-day or delayed. Derived values (implied volatilities, greeks, SVI parameters, aggregates) are this project's own computations and are published freely.

Reproducibility

The repository is public and the scheduled runs are public with it, which means the run logs are third-party evidence that the pipeline has been operating unattended rather than a claim on this page. A clone plus make demo reproduces a full day's output from raw inputs, including this site.

Days archived	140
Contract-days	294,840
Latest session	2026-09-07
Pipeline version	0.1.0

Corrections

Nothing in the archive is ever overwritten. A correction is written as a new row with a later snapshot timestamp, and readers default to the first observation of a given contract on a given day. Rows carry the version of the code that wrote them, so output from a bug can be identified without deleting the record that it happened.