I'm building a database of listed US securities. For my purposes it is important to know if a security is optionable - monthly only or both monthly and weekly. Are there datasources (free/paid) available that provide this information? Many thanks in advance.
You can get it for free from the OCC: https://www.theocc.com/webapps/delo-download?prodType=EU&downloadFields=US&format=txt The list of available fields is documented at https://www.theocc.com/market-data/batch-processing.jsp