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Version: v5

Nasdaq Options Chains

Implementation details​

Class names​

Model nameParameters classData class
NasdaqOptionsChainsNasdaqOptionsChainsQueryParamsNasdaqOptionsChainsData

Import Statement​

from openbb_core.provider.standard_models. import (
NasdaqOptionsChainsData,
NasdaqOptionsChainsQueryParams,
)

Parameters​

symbol: str
Symbol to get data for.

Data​

underlying_symbol: list[str] | None
Underlying symbol for the option.

underlying_price: list[float] | None
Price of the underlying stock.

contract_symbol: list[str]
Contract symbol for the option.

eod_date: list[date] | None
Date for which the options chains are returned.

expiration: list[date]
Expiration date of the contract.

dte: list[int] | None
Days to expiration of the contract.

strike: list[float]
Strike price of the contract.

option_type: list[str]
Call or Put.

contract_size: list[Union[int, float]] | None
Number of underlying units per contract.

open_interest: list[Union[int, float]] | None
Open interest on the contract.

volume: list[Union[int, float]] | None
The trading volume.

theoretical_price: list[float] | None
Theoretical value of the option.

last_trade_price: list[float] | None
Last trade price of the option.

last_trade_size: list[Union[int, float]] | None
Last trade size of the option.

last_trade_time: list[datetime] | None
The timestamp of the last trade.

tick: list[str] | None
Whether the last tick was up or down in price.

bid: list[float] | None
Current bid price for the option.

bid_size: list[Union[int, float]] | None
Bid size for the option.

bid_time: list[datetime] | None
The timestamp of the bid price.

bid_exchange: list[str] | None
The exchange of the bid price.

ask: list[float] | None
Current ask price for the option.

ask_size: list[Union[int, float]] | None
Ask size for the option.

ask_time: list[datetime] | None
The timestamp of the ask price.

ask_exchange: list[str] | None
The exchange of the ask price.

mark: list[float] | None
The mid-price between the latest bid and ask.

open: list[float] | None
The open price.

open_bid: list[float] | None
The opening bid price for the option that day.

open_ask: list[float] | None
The opening ask price for the option that day.

high: list[float] | None
The high price.

bid_high: list[float] | None
The highest bid price for the option that day.

ask_high: list[float] | None
The highest ask price for the option that day.

low: list[float] | None
The low price.

bid_low: list[float] | None
The lowest bid price for the option that day.

ask_low: list[float] | None
The lowest ask price for the option that day.

close: list[float] | None
The close price.

close_size: list[Union[int, float]] | None
The closing trade size for the option that day.

close_time: list[datetime] | None
The time of the closing price for the option that day.

close_bid: list[float] | None
The closing bid price for the option that day.

close_bid_size: list[Union[int, float]] | None
The closing bid size for the option that day.

close_bid_time: list[datetime] | None
The time of the bid closing price for the option that day.

close_ask: list[float] | None
The closing ask price for the option that day.

close_ask_size: list[Union[int, float]] | None
The closing ask size for the option that day.

close_ask_time: list[datetime] | None
The time of the ask closing price for the option that day.

prev_close: list[float] | None
The previous close price.

change: list[float] | None
The change in the price of the option.

change_percent: list[float] | None
Change, in normalized percentage points, of the option.

implied_volatility: list[float] | None
Implied volatility of the option.

delta: list[float] | None
Delta of the option.

gamma: list[float] | None
Gamma of the option.

theta: list[float] | None
Theta of the option.

vega: list[float] | None
Vega of the option.

rho: list[float] | None
Rho of the option.

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