options-ner / README.md
StephanAkkerman's picture
Add dataset card
81f4652 verified
|
Raw History Blame Contribute Delete
3.62 kB
metadata
dataset_info:
  features:
    - name: id
      dtype: string
    - name: text
      dtype: string
    - name: entities
      struct:
        - name: start
          list: int32
        - name: end
          list: int32
        - name: label
          list: string
  splits:
    - name: train
      num_bytes: 543338
      num_examples: 1287
    - name: test
      num_bytes: 90559
      num_examples: 227
  download_size: 213009
  dataset_size: 633897
configs:
  - config_name: default
    data_files:
      - split: train
        path: data/train-*
      - split: test
        path: data/test-*
language:
  - en
license: mit
task_categories:
  - token-classification
tags:
  - finance
  - options
  - twitter
  - ner

options-ner

Tweets about stock options (trade alerts, unusual options flow, commentary) with the option-contract details marked as character spans: ticker, strike, option type, expiry, premium and price. This is the training and evaluation data for the options-recognizer models; code and pipeline are in StephanAkkerman/options-recognizer-model.

Splits

split tweets entities
train 1287 15346
test 227 2526

test is the held-out set every model was benchmarked on and is never trained on. Use it to compare against the published models.

Fields

field description
id Task id
text Tweet text, cleaned (links and quote headers removed)
entities start / end character offsets into text (end exclusive) and a label
from datasets import load_dataset

ds = load_dataset("StephanAkkerman/options-ner")
row = ds["train"][0]
for s, e, label in zip(row["entities"]["start"], row["entities"]["end"], row["entities"]["label"]):
    print(label, row["text"][s:e])

Labels

label entities definition
ticker 4316 The stock or ETF symbol an option contract is written on, usually 1-5 letters and often preceded by a dollar sign (e.g., $AAPL, SPY, $T). MUST NOT be a company name, an @handle, or slang (YOLO, NFA, OTM, ITM).
strike 2830 The strike price of an option contract, e.g. 350, 162.5, or $1300 in '$1300 calls'. MUST NOT be the stock's current price, a premium or per-contract price, a date, or a percentage.
option_type 3303 Whether the contract is a call or a put, in any written form: C, P, call, calls, put, puts, c, p. Only the call/put word itself, not words like buyer or seller.
expiry 2719 The expiration date of an option contract: 10/16, 11/06/2026, 6/17/27, November 20, 2026, December, or relative like '2 days'. MUST NOT be the date a report was posted (e.g. the 10/2 in '10/2 Notable Flow').
premium 2534 The total dollar size of the trade, e.g. $1.2M, $993K, 23 million. MUST NOT be a strike, the per-contract price, or the stock price.
price 2170 The per-contract price or average fill, e.g. .15 in '@ .15' or 4.37 in '4.37avg'. Only the number. MUST NOT be a strike, premium, or the underlying's stock price.

How it was made

Tweets were scraped from X/Twitter, cleaned, pre-labeled with an LLM and then reviewed and corrected by hand in Label Studio. Annotations whose label is unknown or whose span falls outside the text were dropped.

Limitations

English, informal, tweet-length text from options-focused accounts, so alert formats from specific accounts may be over-represented. The tweets are public posts, but the text remains the work of its authors; author handles are not included. Not financial advice.