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Currently doing a course project on option pricing as a part of my undergraduate studies. However I cannot find a free dataset $D=[d_1,d_2,...,d_N]$, which would represent a time-serie of daily option prices across all strikes and maturities. (Let $d_1$ denote the $k$ $\small{\text{x}} $ $m$ matrix of daily option prices. $k$ is the number of strikes and $m$ is the number of maturities).

I would be pleased if someone could provide me a sample (Do not need larger than 20-30 matrices, so 1 month of daily prices is perfect). Preference about certain dates, stock or index is irrelevant.

I just need a good training set.

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