In late 2013, Day announced that he had completed work on his first book; with the working title The Underground Storyteller, the book was about his experiences with the London Underground. It was twelve chapters in length and was scheduled to be published in July 2014. It was cancelled by the publishers. On 13 October 2014, Day announced online that he was releasing his book independently, keeping the name of The Underground Storyteller, and that he will sign and number the first thousand copies.