chains
Delayed Nasdaq options chains.
Narrowing with expiration populates greeks, implied volatility, and the
full quote detail on every contract returned. Without it, Nasdaq only
publishes greeks for the front expiration.
Examples
from openbb import obb
# The full chain, with front-expiration greeks.
obb.nasdaq.options.chains(symbol='AAPL', provider='nasdaq')
# One expiration, with greeks on every contract.
obb.nasdaq.options.chains(symbol='NVDA', expiration='2026-08-07', provider='nasdaq')
Parameters
- standard
- nasdaq
symbol: str
Symbol to get data for.
symbol: str
Symbol to get data for.
exchange: str | None
Default: composite
The options exchange. 'composite' is the consolidated chain.
Choices
- composite
- cbo
- aoe
- nyo
- pho
- moe
- box
- ise
- bto
- nso
- c2o
- bxo
- mio
- mpe
- edo
- gem
- mcry
- mxop
expiration: str | None | list[str | None]
Restrict the chain to one or more comma-separated expiration dates. Every expiration is returned when unset. Multiple items allowed.
Returns
results: NasdaqOptionsChains
Serializable results.
provider: str | None
Provider name.
warnings: Optional[list[Warning_]]
List of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- nasdaq
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.
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.