This page uses the corrected CSV dataset to test real option contracts. First you can scan the dataset visually by ticker, expiry, and option type, then pick a specific row and compare the observed market price with American option values from the binomial and trinomial trees.
This board groups the dataset the same way your screenshot suggests: by ticker, then expiry, then call and put counts.
This helps you verify which tickers and expiries are present before choosing a contract to test.
This chart shows how many option rows each ticker contributes to the corrected dataset.
This stacked chart shows whether each ticker is balanced between call and put contracts.
Source file: us_options_yfinance_dataset_corrected.csv. If you add more rows later, this dropdown will expand automatically.
The chart below shows how the price estimate changes as the number of tree steps increases for the selected dataset row.
This explanation is generated from the selected option row and the current model settings.