Options Chains
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
OptionsChains | OptionsChainsQueryParams | OptionsChainsData |
Import Statement
from openbb_core.provider.standard_models.options_chains import (
OptionsChainsData,
OptionsChainsQueryParams,
)
Parameters
- standard
- cboe
- intrinio
- tmx
- tradier
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | Symbol to get data for. | False | |
provider | Literal['cboe', 'intrinio', 'tmx', 'tradier'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | Symbol to get data for. | False | |
provider | Literal['cboe', 'intrinio', 'tmx', 'tradier'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
use_cache | bool | When True, the company directories will be cached for24 hours and are used to validate symbols. The results of the function are not cached. Set as False to bypass. | True | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | Symbol to get data for. | False | |
provider | Literal['cboe', 'intrinio', 'tmx', 'tradier'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
date | Union[date, str] | The end-of-day date for options chains data. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | Symbol to get data for. | False | |
provider | Literal['cboe', 'intrinio', 'tmx', 'tradier'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
date | Union[date, str] | A specific date to get data for. | None | True |
use_cache | bool | Caching is used to validate the supplied ticker symbol, or if a historical EOD chain is requested. To bypass, set to False. | True | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
symbol | str | Symbol to get data for. | False | |
provider | Literal['cboe', 'intrinio', 'tmx', 'tradier'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True |
Data
- standard
- cboe
- intrinio
- tmx
- tradier
Name | Type | Description |
---|---|---|
symbol | str | Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option. |
contract_symbol | str | Contract symbol for the option. |
eod_date | date | Date for which the options chains are returned. |
expiration | date | Expiration date of the contract. |
strike | float | Strike price of the contract. |
option_type | str | Call or Put. |
open_interest | int | Open interest on the contract. |
volume | int | The trading volume. |
theoretical_price | float | Theoretical value of the option. |
last_trade_price | float | Last trade price of the option. |
tick | str | Whether the last tick was up or down in price. |
bid | float | Current bid price for the option. |
bid_size | int | Bid size for the option. |
ask | float | Current ask price for the option. |
ask_size | int | Ask size for the option. |
mark | float | The mid-price between the latest bid and ask. |
open | float | The open price. |
open_bid | float | The opening bid price for the option that day. |
open_ask | float | The opening ask price for the option that day. |
high | float | The high price. |
bid_high | float | The highest bid price for the option that day. |
ask_high | float | The highest ask price for the option that day. |
low | float | The low price. |
bid_low | float | The lowest bid price for the option that day. |
ask_low | float | The lowest ask price for the option that day. |
close | float | The close price. |
close_size | int | The closing trade size for the option that day. |
close_time | datetime | The time of the closing price for the option that day. |
close_bid | float | The closing bid price for the option that day. |
close_bid_size | int | The closing bid size for the option that day. |
close_bid_time | datetime | The time of the bid closing price for the option that day. |
close_ask | float | The closing ask price for the option that day. |
close_ask_size | int | The closing ask size for the option that day. |
close_ask_time | datetime | The time of the ask closing price for the option that day. |
prev_close | float | The previous close price. |
change | float | The change in the price of the option. |
change_percent | float | Change, in normalizezd percentage points, of the option. |
implied_volatility | float | Implied volatility of the option. |
delta | float | Delta of the option. |
gamma | float | Gamma of the option. |
theta | float | Theta of the option. |
vega | float | Vega of the option. |
rho | float | Rho of the option. |
Name | Type | Description |
---|---|---|
symbol | str | Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option. |
contract_symbol | str | Contract symbol for the option. |
eod_date | date | Date for which the options chains are returned. |
expiration | date | Expiration date of the contract. |
strike | float | Strike price of the contract. |
option_type | str | Call or Put. |
open_interest | int | Open interest on the contract. |
volume | int | The trading volume. |
theoretical_price | float | Theoretical value of the option. |
last_trade_price | float | Last trade price of the option. |
tick | str | Whether the last tick was up or down in price. |
bid | float | Current bid price for the option. |
bid_size | int | Bid size for the option. |
ask | float | Current ask price for the option. |
ask_size | int | Ask size for the option. |
mark | float | The mid-price between the latest bid and ask. |
open | float | The open price. |
open_bid | float | The opening bid price for the option that day. |
open_ask | float | The opening ask price for the option that day. |
high | float | The high price. |
bid_high | float | The highest bid price for the option that day. |
ask_high | float | The highest ask price for the option that day. |
low | float | The low price. |
bid_low | float | The lowest bid price for the option that day. |
ask_low | float | The lowest ask price for the option that day. |
close | float | The close price. |
close_size | int | The closing trade size for the option that day. |
close_time | datetime | The time of the closing price for the option that day. |
close_bid | float | The closing bid price for the option that day. |
close_bid_size | int | The closing bid size for the option that day. |
close_bid_time | datetime | The time of the bid closing price for the option that day. |
close_ask | float | The closing ask price for the option that day. |
close_ask_size | int | The closing ask size for the option that day. |
close_ask_time | datetime | The time of the ask closing price for the option that day. |
prev_close | float | The previous close price. |
change | float | The change in the price of the option. |
change_percent | float | Change, in normalizezd percentage points, of the option. |
implied_volatility | float | Implied volatility of the option. |
delta | float | Delta of the option. |
gamma | float | Gamma of the option. |
theta | float | Theta of the option. |
vega | float | Vega of the option. |
rho | float | Rho of the option. |
last_trade_timestamp | datetime | Last trade timestamp of the option. |
dte | int | Days to expiration for the option. |
Name | Type | Description |
---|---|---|
symbol | str | Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option. |
contract_symbol | str | Contract symbol for the option. |
eod_date | date | Date for which the options chains are returned. |
expiration | date | Expiration date of the contract. |
strike | float | Strike price of the contract. |
option_type | str | Call or Put. |
open_interest | int | Open interest on the contract. |
volume | int | The trading volume. |
theoretical_price | float | Theoretical value of the option. |
last_trade_price | float | Last trade price of the option. |
tick | str | Whether the last tick was up or down in price. |
bid | float | Current bid price for the option. |
bid_size | int | Bid size for the option. |
ask | float | Current ask price for the option. |
ask_size | int | Ask size for the option. |
mark | float | The mid-price between the latest bid and ask. |
open | float | The open price. |
open_bid | float | The opening bid price for the option that day. |
open_ask | float | The opening ask price for the option that day. |
high | float | The high price. |
bid_high | float | The highest bid price for the option that day. |
ask_high | float | The highest ask price for the option that day. |
low | float | The low price. |
bid_low | float | The lowest bid price for the option that day. |
ask_low | float | The lowest ask price for the option that day. |
close | float | The close price. |
close_size | int | The closing trade size for the option that day. |
close_time | datetime | The time of the closing price for the option that day. |
close_bid | float | The closing bid price for the option that day. |
close_bid_size | int | The closing bid size for the option that day. |
close_bid_time | datetime | The time of the bid closing price for the option that day. |
close_ask | float | The closing ask price for the option that day. |
close_ask_size | int | The closing ask size for the option that day. |
close_ask_time | datetime | The time of the ask closing price for the option that day. |
prev_close | float | The previous close price. |
change | float | The change in the price of the option. |
change_percent | float | Change, in normalizezd percentage points, of the option. |
implied_volatility | float | Implied volatility of the option. |
delta | float | Delta of the option. |
gamma | float | Gamma of the option. |
theta | float | Theta of the option. |
vega | float | Vega of the option. |
rho | float | Rho of the option. |
exercise_style | str | The exercise style of the option, American or European. |
Name | Type | Description |
---|---|---|
symbol | str | Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option. |
contract_symbol | str | Contract symbol for the option. |
eod_date | date | Date for which the options chains are returned. |
expiration | date | Expiration date of the contract. |
strike | float | Strike price of the contract. |
option_type | str | Call or Put. |
open_interest | int | Open interest on the contract. |
volume | int | The trading volume. |
theoretical_price | float | Theoretical value of the option. |
last_trade_price | float | Last trade price of the option. |
tick | str | Whether the last tick was up or down in price. |
bid | float | Current bid price for the option. |
bid_size | int | Bid size for the option. |
ask | float | Current ask price for the option. |
ask_size | int | Ask size for the option. |
mark | float | The mid-price between the latest bid and ask. |
open | float | The open price. |
open_bid | float | The opening bid price for the option that day. |
open_ask | float | The opening ask price for the option that day. |
high | float | The high price. |
bid_high | float | The highest bid price for the option that day. |
ask_high | float | The highest ask price for the option that day. |
low | float | The low price. |
bid_low | float | The lowest bid price for the option that day. |
ask_low | float | The lowest ask price for the option that day. |
close | float | The close price. |
close_size | int | The closing trade size for the option that day. |
close_time | datetime | The time of the closing price for the option that day. |
close_bid | float | The closing bid price for the option that day. |
close_bid_size | int | The closing bid size for the option that day. |
close_bid_time | datetime | The time of the bid closing price for the option that day. |
close_ask | float | The closing ask price for the option that day. |
close_ask_size | int | The closing ask size for the option that day. |
close_ask_time | datetime | The time of the ask closing price for the option that day. |
prev_close | float | The previous close price. |
change | float | The change in the price of the option. |
change_percent | float | Change, in normalizezd percentage points, of the option. |
implied_volatility | float | Implied volatility of the option. |
delta | float | Delta of the option. |
gamma | float | Gamma of the option. |
theta | float | Theta of the option. |
vega | float | Vega of the option. |
rho | float | Rho of the option. |
transactions | int | Number of transactions for the contract. |
total_value | float | Total value of the transactions. |
settlement_price | float | Settlement price on that date. |
underlying_price | float | Price of the underlying stock on that date. |
dte | int | Days to expiration for the option. |
Name | Type | Description |
---|---|---|
symbol | str | Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option. |
contract_symbol | str | Contract symbol for the option. |
eod_date | date | Date for which the options chains are returned. |
expiration | date | Expiration date of the contract. |
strike | float | Strike price of the contract. |
option_type | str | Call or Put. |
open_interest | int | Open interest on the contract. |
volume | int | The trading volume. |
theoretical_price | float | Theoretical value of the option. |
last_trade_price | float | Last trade price of the option. |
tick | str | Whether the last tick was up or down in price. |
bid | float | Current bid price for the option. |
bid_size | int | Bid size for the option. |
ask | float | Current ask price for the option. |
ask_size | int | Ask size for the option. |
mark | float | The mid-price between the latest bid and ask. |
open | float | The open price. |
open_bid | float | The opening bid price for the option that day. |
open_ask | float | The opening ask price for the option that day. |
high | float | The high price. |
bid_high | float | The highest bid price for the option that day. |
ask_high | float | The highest ask price for the option that day. |
low | float | The low price. |
bid_low | float | The lowest bid price for the option that day. |
ask_low | float | The lowest ask price for the option that day. |
close | float | The close price. |
close_size | int | The closing trade size for the option that day. |
close_time | datetime | The time of the closing price for the option that day. |
close_bid | float | The closing bid price for the option that day. |
close_bid_size | int | The closing bid size for the option that day. |
close_bid_time | datetime | The time of the bid closing price for the option that day. |
close_ask | float | The closing ask price for the option that day. |
close_ask_size | int | The closing ask size for the option that day. |
close_ask_time | datetime | The time of the ask closing price for the option that day. |
prev_close | float | The previous close price. |
change | float | The change in the price of the option. |
change_percent | float | Change, in normalizezd percentage points, of the option. |
implied_volatility | float | Implied volatility of the option. |
delta | float | Delta of the option. |
gamma | float | Gamma of the option. |
theta | float | Theta of the option. |
vega | float | Vega of the option. |
rho | float | Rho of the option. |
phi | float | Phi of the option. The sensitivity of the option relative to dividend yield. |
bid_iv | float | Implied volatility of the bid price. |
ask_iv | float | Implied volatility of the ask price. |
orats_final_iv | float | ORATS final implied volatility of the option, updated once per hour. |
year_high | float | 52-week high price of the option. |
year_low | float | 52-week low price of the option. |
last_trade_volume | int | Volume of the last trade. |
dte | int | Days to expiration. |
contract_size | int | Size of the contract. |
bid_exchange | str | Exchange of the bid price. |
bid_timestamp | datetime | Timestamp of the bid price. |
ask_exchange | str | Exchange of the ask price. |
ask_timestamp | datetime | Timestamp of the ask price. |
greeks_timestamp | datetime | Timestamp of the last greeks update. Greeks/IV data is updated once per hour. |
last_trade_timestamp | datetime | Timestamp of the last trade. |