options: OPRA daily bars, a quote-quality check and a 2024-02 backfill

The indicative feed's quotes are derived, not OPRA quotes (Alpaca docs);
the OPRA BBO needs the $99/month plan. Option bars are computed from OPRA
prints and are free beyond the last 15 minutes, back to 2024-02.

- snapshot also stores OPRA daily bars for every contract expiring within
  0-100 days (active and same-day inactive, so 0DTE volume is kept), and
  bases option volume, os_volume and pc_volume on them.
- snapshot samples three near-the-money contracts per name and compares
  the last 15:45-16:00 OPRA print with the indicative quote (share inside,
  IV error). status gives the pre-set verdict after 20 sessions: adequate
  if >= 90% inside and median |IV error| <= 1 vol point.
- backfill fetches daily bars since 2024-02-01 for every S&P 500 member
  since then, one resumable file per underlying, pausing 16:10-16:55 New
  York; volume-panel builds the daily option-volume panel.
- Bar requests send a timestamp end capped at now - 16 min: a date-only
  end of today returns 403. Adjusted (non-OCC) roots are skipped.

The daily path and the backfill agree contract by contract on AAPL
2026-10-09 (1,068 contracts, identical volume).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

CLAUDE.md

@@ -110,7 +110,9 @@ PYTHONPATH=. uv run --with numba python -m research.lab.dip_buying   # buy-the-d
 PYTHONPATH=. uv run python -m research.lab.dip_leverage_overlay     # +1x SPY only inside SPY RSI(2) dip windows, on the overnight_book books (preregistered; STOP 2026-10-12: Sharpe 0.98->0.99 / 1.38->1.33, placebo rank 77-88%; the books already earn the bounce at ~2x SPY beta)
 PYTHONPATH=. uv run --with numba python -m research.lab.factor_census [--part construction]  # every lab factor (price, EDGAR, insider, Lazy Prices, EAR, SVR, FTD) measured one way on the current PIT panel: IC, quintile spread, top-20 alpha vs EW (2026-10-12: 1 A low_svr21, 2 B accruals/rev_5, 69 N; no |t|>=3)
 PYTHONPATH=. uv run --with numba python -m research.lab.svr_combo     # low_svr21 blended into overnight_recovery_top10 / as a fourth book sleeve, 2018-26 (preregistered; STOP 2026-10-12: blend Sharpe 0.81->0.87 but MaxDD -35%->-41%; book 1.49->1.42)
-PYTHONPATH=. uv run python -m research.lab.fetch_options snapshot|status  # daily S&P 500 option chains after the close (Alpaca indicative feed, forward-only from 2026-10-12; data/options/us/; timer quant-trading-options)
+PYTHONPATH=. uv run python -m research.lab.fetch_options snapshot|status  # daily S&P 500 option chains after the close: indicative quotes (forward-only from 2026-10-12) + OPRA daily bars + print-vs-quote quality sample; data/options/us/; timer quant-trading-options
+PYTHONPATH=. uv run python -m research.lab.fetch_options backfill        # OPRA daily option bars since 2024-02 for every S&P 500 member since then (resumable, ~2-3 h; pauses 16:10-16:55 NY); then builds volume_panel.csv.gz
+PYTHONPATH=. uv run python -m research.lab.fetch_options volume-panel    # date x underlying option volume (all 0-100 DTE strikes and the 5-100 DTE / 0.7-1.3 band), os_volume, pc_volume
 uv run python -m research.lab.fetch_us_fundamentals --universe mid      # EDGAR PIT facts for S&P 400 ever-members (name-checked CIKs)
 uv run python -m research.lab.fetch_us_fundamentals --universe small    # the same for S&P 600 (IJR)
 PYTHONPATH=. uv run python -m research.lab.midcap_sleeve [--only h1..h4] [--universe small]  # S&P 400 sleeves vs IJH; S&P 600 replication vs IJR (all REJECT 2026-10-08)
@@ -220,13 +222,15 @@ Four `systemd --user` services and one timer, defined in `deploy/systemd/`, run
 | `quant-trading-api` | `deploy/start-web-api.sh` | Web API on `127.0.0.1:8787` |
 | `quant-trading-vite` | `deploy/start-web-vite.sh` | Vite on `127.0.0.1:5174`, behind nginx on `:5443` |
 | `quant-trading-overnight-paper` | `deploy/start-overnight-paper.sh` | `overnight_paper.py daemon`: overnight-only momentum on the Alpaca paper account (from 2026-10-12) |
-| `quant-trading-options` (timer, 16:25 New York Mon-Fri) | `deploy/start-options-snapshot.sh` | `research.lab.fetch_options snapshot`: S&P 500 option chains + per-name IV/skew/spread summary into `data/options/us/` (~11 MB/day) |
+| `quant-trading-options` (timer, 16:25 New York Mon-Fri) | `deploy/start-options-snapshot.sh` | `research.lab.fetch_options snapshot`: S&P 500 option chains (indicative quotes), OPRA daily bars, per-name IV/skew/spread/volume summary and a quote-quality sample into `data/options/us/` (~15 MB/day); `status` prints the indicative-vs-OPRA verdict after 20 sessions |
 
 ```bash
 cp deploy/systemd/*.service ~/.config/systemd/user/
 systemctl --user daemon-reload
 systemctl --user enable --now quant-trading-monitor quant-trading-api quant-trading-vite
 systemctl --user enable --now quant-trading-options.timer
+# one-off, resumable: OPRA option-bar history since 2024-02 (rerun the same command if it stops)
+systemd-run --user --unit=quant-trading-options-backfill --working-directory=$PWD --setenv=PYTHONPATH=. uv run python -m research.lab.fetch_options backfill
 journalctl --user -u quant-trading-monitor -f
 ```