# Options Backtest Datasets: JSON & CSV Downloads
Source: https://theoptionsbench.com/data/

> Plain-text mirror for AI/LLM ingestion. Canonical HTML page: https://theoptionsbench.com/data/

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Updated 2 September 2026 · by Theo Chen

The 9 backtests on this site are original work - real market data run
through our own engine, not reprinted from someone else's report. Below is the same data behind
every one of those pages, published as plain JSON and CSV so it can be loaded into a notebook,
checked, or cited directly. Each file is licensed CC BY 4.0:
reuse it freely with attribution and a link back to the source page.

| Dataset | Description | Study page | Download |
| Cash-Secured Puts vs Buy-and-Hold: Yearly Returns | Year-by-year total return of a monthly 30-delta SPY cash-secured put versus SPY buy-and-hold, the real CBOE PutWrite/BuyWrite index series, and a real-fill delta ladder from The Options Bench's backtest. | Read the study | JSON CSV |
| Defined Risk vs Naked Options: Equity Curve | Daily equity-curve backtest comparing a naked cash-secured put, a bull put spread and an iron condor against buy-and-hold, from The Options Bench's backtest. | Read the study | JSON CSV |
| Expected Move Accuracy: SPY vs the VIX-Implied Range | How often SPY's actual move stayed inside the VIX-implied 1-SD/2-SD expected-move band, by holding period and market regime, from The Options Bench's backtest. | Read the study | JSON CSV |
| Managing Options Trades: 50% Profit Target vs 21 DTE | Year-by-year P&L of holding a short strangle or cash-secured put to expiration versus closing at a 50% profit target or 21 DTE, priced on real OptionsDX end-of-day SPY chains. | Read the study | JSON CSV |
| Managing Options Trades Across Five Strategies | Profit-target and DTE-exit rules tested across five option strategies - cash-secured put, covered call, strangle, put spread, iron condor - from The Options Bench's backtest. | Read the study | JSON CSV |
| Covered-Call ETF Total Return: QYLD, XYLD, RYLD, JEPI vs Benchmark | Total return, price return and income contribution for four covered-call income ETFs against their benchmark index, from The Options Bench's backtest. | Read the study | JSON CSV |
| Short Strangle Backtest: Yearly P&L | Year-by-year P&L and win rate of a monthly 16-delta SPY short strangle held to expiration, from The Options Bench's backtest, alongside a strike-delta sensitivity sweep. | Read the study | JSON CSV |
| Selling Options When IV Is High: Strategy Variants | CAGR, drawdown and volatility of selling options every month versus timing entries by IV rank, from The Options Bench's backtest. | Read the study | JSON CSV |
| The Wheel Strategy Backtest: Yearly Returns | Year-by-year total return of the Wheel strategy (cash-secured puts rotating into covered calls) versus SPY buy-and-hold, from The Options Bench's backtest. | Read the study | JSON CSV |

## Licence and citation

All 9 datasets are licensed under Creative Commons Attribution 4.0
(CC BY 4.0): you may copy, redistribute and adapt the data for any purpose, including
commercially, as long as you credit The Options Bench and link back to the study page it came from.
Each study page carries its own copy-pasteable "Cite this study" citation.

## What's in each file

The JSON file is the exact object the study page itself renders from - not a re-typed or reshaped
copy - so it carries the full result set (methodology in meta, plus every series the
page charts or tables). The CSV is a single flattened slice of that JSON, usually the year-by-year
series: the one column set a spreadsheet can load directly. See each study's own page for what the
fields mean.

The bottom line

Every backtest behind /data-studies/ is also published here as raw JSON and CSV, licensed CC BY 4.0 - cite the numbers directly instead of re-typing them off a page.