diff --git a/Common/Data/InterestRateProvider.cs b/Common/Data/InterestRateProvider.cs
index 5c6aad24455a..d55d6decc57d 100644
--- a/Common/Data/InterestRateProvider.cs
+++ b/Common/Data/InterestRateProvider.cs
@@ -118,7 +118,8 @@ public static Dictionary<DateTime, decimal> FromCsvFile(string file, out decimal
 
             // skip the first header line, also skip #'s as these are comment lines
             var interestRateProvider = new Dictionary<DateTime, decimal>();
-            foreach (var line in dataProvider.ReadLines(file).Skip(1)
+            var lines = dataProvider != null ? dataProvider.ReadLines(file) : File.ReadLines(file);
+            foreach (var line in lines.Skip(1)
                          .Where(x => !string.IsNullOrWhiteSpace(x)))
             {
                 if (TryParse(line, out var date, out var interestRate))
diff --git a/Tests/ToolBox/RandomDataGenerator/OptionUniverseWriterTests.cs b/Tests/ToolBox/RandomDataGenerator/OptionUniverseWriterTests.cs
new file mode 100644
index 000000000000..65a3e10e8147
--- /dev/null
+++ b/Tests/ToolBox/RandomDataGenerator/OptionUniverseWriterTests.cs
@@ -0,0 +1,97 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using System.Collections.Generic;
+using System.IO;
+using NUnit.Framework;
+using QuantConnect.Configuration;
+using QuantConnect.Data;
+using QuantConnect.Data.Market;
+using QuantConnect.Securities;
+using QuantConnect.ToolBox.RandomDataGenerator;
+
+namespace QuantConnect.Tests.ToolBox.RandomDataGenerator;
+
+/// <summary>
+/// Unit tests verifying that <see cref="OptionUniverseWriter"/> generates valid daily option universe CSV files.
+/// </summary>
+[TestFixture]
+internal class OptionUniverseWriterTests
+{
+    private string _tempDataFolder = null!;
+    private string _originalDataFolder = null!;
+
+    [SetUp]
+    public void SetUp()
+    {
+        _tempDataFolder = Path.Combine(Path.GetTempPath(), Path.GetRandomFileName());
+        Directory.CreateDirectory(_tempDataFolder);
+
+        _originalDataFolder = Globals.DataFolder;
+        Config.Set("data-folder", _tempDataFolder);
+        Globals.Reset();
+    }
+
+    [TearDown]
+    public void TearDown()
+    {
+        Config.Set("data-folder", _originalDataFolder);
+        Globals.Reset();
+
+        if (Directory.Exists(_tempDataFolder))
+        {
+            Directory.Delete(_tempDataFolder, true);
+        }
+    }
+
+    /// <summary>
+    /// Verifies that WriteUniverseFiles aggregates intraday contract ticks and writes the expected daily universe CSV.
+    /// </summary>
+    [Test]
+    public void WriteUniverseFiles_GivenOptionTicks_GeneratesMatchingDailyUniverseCsv()
+    {
+        var (underlying, optionTickHistories) = CreateSampleOptionTickHistory();
+
+        OptionUniverseWriter.WriteUniverseFiles(underlying, optionTickHistories);
+
+        var lines = ReadGeneratedUniverseFile("tsla", "20260205");
+        Assert.That(lines.Length, Is.EqualTo(3));
+        Assert.That(lines[0], Is.EqualTo("expiry,strike,right,open,high,low,close,volume,open_interest,implied_volatility,delta,gamma,vega,theta,rho"));
+        Assert.That(lines[1], Is.EqualTo(",,,100.0000,100.0000,100.0000,100.0000,0,,,,,,,"));
+        Assert.That(lines[2], Is.EqualTo("20260213,200,C,1.50,1.75,1.50,1.75,30,20,0.20,,,,,"));
+    }
+
+    private static (Symbol Underlying, Dictionary<Symbol, List<Tick>> Histories) CreateSampleOptionTickHistory()
+    {
+        var underlying = Symbol.Create("TSLA", SecurityType.Equity, Market.USA);
+        var option = Symbol.CreateOption(underlying, Market.USA, OptionStyle.American, OptionRight.Call, 200m, new DateTime(2026, 2, 13));
+
+        var ticks = new List<Tick>
+        {
+            new(new DateTime(2026, 2, 5, 9, 30, 0), option, 1.50m, 1.50m) { Quantity = 10 },
+            new(new DateTime(2026, 2, 5, 16, 0, 0), option, 1.75m, 1.75m) { Quantity = 20 }
+        };
+
+        return (underlying, new Dictionary<Symbol, List<Tick>> { { option, ticks } });
+    }
+
+    private string[] ReadGeneratedUniverseFile(string ticker, string date)
+    {
+        var path = Path.Combine(_tempDataFolder, "option", "usa", "universes", ticker, $"{date}.csv");
+        Assert.That(File.Exists(path), Is.True, $"Universe file was not found at expected path: {path}");
+        return File.ReadAllLines(path);
+    }
+}
diff --git a/ToolBox/RandomDataGenerator/OptionUniverseWriter.cs b/ToolBox/RandomDataGenerator/OptionUniverseWriter.cs
new file mode 100644
index 000000000000..e4db9d3acca3
--- /dev/null
+++ b/ToolBox/RandomDataGenerator/OptionUniverseWriter.cs
@@ -0,0 +1,149 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Linq;
+using QuantConnect.Data.Market;
+using QuantConnect.Data.UniverseSelection;
+
+namespace QuantConnect.ToolBox.RandomDataGenerator;
+
+/// <summary>
+/// Writes daily Option Universe CSV files for generated options data.
+/// </summary>
+internal static class OptionUniverseWriter
+{
+    private const decimal DefaultSyntheticImpliedVolatility = 0.20m;
+    private const decimal DefaultUnderlyingPrice = 100.00m;
+
+    private readonly record struct OptionRow(
+        Symbol Symbol,
+        decimal Open,
+        decimal High,
+        decimal Low,
+        decimal Close,
+        decimal Volume,
+        decimal OpenInterest
+    );
+
+    /// <summary>
+    /// Processes generated option tick histories and writes daily universe selection CSVs.
+    /// </summary>
+    /// <param name="underlyingSymbol">The underlying asset symbol.</param>
+    /// <param name="optionTickHistories">The historical ticks generated for each option contract.</param>
+    public static void WriteUniverseFiles(Symbol underlyingSymbol, Dictionary<Symbol, List<Tick>> optionTickHistories)
+    {
+        var dailyData = AggregateDailyOptionRows(optionTickHistories);
+        WriteAllDailyUniverseFiles(underlyingSymbol, dailyData);
+    }
+
+    private static Dictionary<DateTime, List<OptionRow>> AggregateDailyOptionRows(
+        Dictionary<Symbol, List<Tick>> optionTickHistories)
+    {
+        var dailyContractData = new Dictionary<DateTime, List<OptionRow>>();
+
+        foreach (var (contract, ticks) in optionTickHistories)
+        {
+            if (ticks.Count == 0)
+            {
+                continue;
+            }
+
+            AggregateContractTicks(contract, ticks, dailyContractData);
+        }
+
+        return dailyContractData;
+    }
+
+    private static void AggregateContractTicks(
+        Symbol contract,
+        List<Tick> ticks,
+        Dictionary<DateTime, List<OptionRow>> dailyContractData)
+    {
+        foreach (var dayGroup in ticks.GroupBy(t => t.Time.Date))
+        {
+            var dayTicks = dayGroup.ToList();
+            var row = CreateOptionRow(contract, dayTicks);
+
+            if (!dailyContractData.TryGetValue(dayGroup.Key, out var list))
+            {
+                list = new List<OptionRow>();
+                dailyContractData[dayGroup.Key] = list;
+            }
+
+            list.Add(row);
+        }
+    }
+
+    private static OptionRow CreateOptionRow(Symbol contract, List<Tick> dayTicks)
+    {
+        var open = dayTicks.First().Value;
+        var high = dayTicks.Max(t => t.Value);
+        var low = dayTicks.Min(t => t.Value);
+        var close = dayTicks.Last().Value;
+        var volume = dayTicks.Sum(t => t.Quantity);
+        var openInterest = dayTicks.Last().Quantity;
+
+        return new OptionRow(contract, open, high, low, close, volume, openInterest);
+    }
+
+    private static void WriteAllDailyUniverseFiles(Symbol underlyingSymbol, Dictionary<DateTime, List<OptionRow>> dailyData)
+    {
+        var canonicalSymbol = Symbol.CreateCanonicalOption(underlyingSymbol);
+
+        foreach (var (date, rows) in dailyData)
+        {
+            WriteSingleDailyUniverseFile(canonicalSymbol, date, rows);
+        }
+    }
+
+    private static void WriteSingleDailyUniverseFile(Symbol canonicalSymbol, DateTime date, List<OptionRow> rows)
+    {
+        var universePath = BaseChainUniverseData.GetUniverseFullFilePath(canonicalSymbol, date);
+        Directory.CreateDirectory(Path.GetDirectoryName(universePath)!);
+
+        var lines = GenerateCsvLines(rows);
+        File.WriteAllLines(universePath, lines);
+    }
+
+    private static IEnumerable<string> GenerateCsvLines(List<OptionRow> rows)
+    {
+        yield return OptionUniverse.CsvHeader(SecurityType.Option);
+        yield return FormatUnderlyingRow(DefaultUnderlyingPrice);
+
+        var sortedRows = rows.OrderBy(r => r.Symbol.ID.Date).ThenBy(r => r.Symbol.ID.StrikePrice);
+        foreach (var row in sortedRows)
+        {
+            yield return OptionUniverse.ToCsv(
+                row.Symbol,
+                row.Open,
+                row.High,
+                row.Low,
+                row.Close,
+                row.Volume,
+                row.OpenInterest,
+                DefaultSyntheticImpliedVolatility,
+                null
+            );
+        }
+    }
+
+    private static string FormatUnderlyingRow(decimal price)
+    {
+        return FormattableString.Invariant($",,,{price:F4},{price:F4},{price:F4},{price:F4},0,,,,,,,");
+    }
+}
diff --git a/ToolBox/RandomDataGenerator/RandomDataGenerator.cs b/ToolBox/RandomDataGenerator/RandomDataGenerator.cs
index da8e2a154d16..11f66731cb03 100644
--- a/ToolBox/RandomDataGenerator/RandomDataGenerator.cs
+++ b/ToolBox/RandomDataGenerator/RandomDataGenerator.cs
@@ -279,6 +279,15 @@ public void Run()
                         currentCount++;
                     }
                 }
+
+                // Generate daily option universe CSVs if generating options data
+                if (_settings.SecurityType == SecurityType.Option)
+                {
+                    var optionTickHistories = tickHistories
+                        .Where(kvp => kvp.Key.SecurityType == SecurityType.Option)
+                        .ToDictionary(kvp => kvp.Key, kvp => kvp.Value);
+                    OptionUniverseWriter.WriteUniverseFiles(symbolRef, optionTickHistories);
+                }
             }
 
             Log.Trace("RandomDataGenerator.Run(): Random data generation has completed.");