chains
Get the complete options chain for a ticker.
Parameters
- standard
- cboe
- deribit
- intrinio
- tmx
- tradier
- yfinance
symbol: str
Symbol to get data for.
Choices
BTCETHSOLXRPBNBPAXG
• Optional: False
symbol: str
Symbol to get data for.
Choices
BTCETHSOLXRPBNBPAXG
• Optional: False
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.
• Default: True
• Optional: True
symbol: str
Symbol to get data for.
Choices
BTCETHSOLXRPBNBPAXG
• Optional: False
symbol: str
Symbol to get data for.
Choices
BTCETHSOLXRPBNBPAXG
• Optional: False
delay: Literal['eod', 'realtime', 'delayed']
Whether to return delayed, realtime, or eod data.
• Default: eod
• Optional: True
date: Union[date, str]
The end-of-day date for options chains data.
• Optional: True
option_type: Literal['call', 'put']
The option type, call or put, 'None' is both (default).
• Optional: True
moneyness: Literal['otm', 'itm', 'all']
Return only contracts that are in or out of the money, default is 'all'. Parameter is ignored when a date is supplied.
• Default: all
• Optional: True
strike_gt: int
Return options with a strike price greater than the given value. Parameter is ignored when a date is supplied.
• Optional: True
strike_lt: int
Return options with a strike price less than the given value. Parameter is ignored when a date is supplied.
• Optional: True
volume_gt: int
Return options with a volume greater than the given value. Parameter is ignored when a date is supplied.
• Optional: True
volume_lt: int
Return options with a volume less than the given value. Parameter is ignored when a date is supplied.
• Optional: True
oi_gt: int
Return options with an open interest greater than the given value. Parameter is ignored when a date is supplied.
• Optional: True
oi_lt: int
Return options with an open interest less than the given value. Parameter is ignored when a date is supplied.
• Optional: True
model: Literal['black_scholes', 'bjerk']
The pricing model to use for options chains data, default is 'black_scholes'. Parameter is ignored when a date is supplied.
• Default: black_scholes
• Optional: True
show_extended_price: bool
Whether to include OHLC type fields, default is True. Parameter is ignored when a date is supplied.
• Default: True
• Optional: True
include_related_symbols: bool
Include related symbols that end in a 1 or 2 because of a corporate action, default is False.
• Default: False
• Optional: True
symbol: str
Symbol to get data for.
Choices
BTCETHSOLXRPBNBPAXG
• Optional: False
date: Union[date, str]
A specific date to get data for.
• Optional: 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.
• Default: True
• Optional: True
symbol: str
Symbol to get data for.
Choices
BTCETHSOLXRPBNBPAXG
• Optional: False
symbol: str
Symbol to get data for.
Choices
BTCETHSOLXRPBNBPAXG
• Optional: False
Returns
results: list[OptionsChains]
Serializable results.
provider: Optional[Literal['cboe', 'deribit', 'intrinio', 'tmx', 'tradier', 'yfinance']]
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- cboe
- deribit
- intrinio
- tmx
- tradier
- yfinance
underlying_symbol: list[str]
Underlying symbol for the option.
underlying_price: list[float]
Price of the underlying stock.
contract_symbol: list[str]
Contract symbol for the option.
eod_date: list[date]
Date for which the options chains are returned.
expiration: list[date]
Expiration date of the contract.
dte: list[int]
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]]
Number of underlying units per contract.
open_interest: list[Union[int, float]]
Open interest on the contract.
volume: list[Union[int, float]]
The trading volume.
theoretical_price: list[float]
Theoretical value of the option.
last_trade_price: list[float]
Last trade price of the option.
last_trade_size: list[Union[int, float]]
Last trade size of the option.
last_trade_time: list[datetime]
The timestamp of the last trade.
tick: list[str]
Whether the last tick was up or down in price.
bid: list[float]
Current bid price for the option.
bid_size: list[Union[int, float]]
Bid size for the option.
bid_time: list[datetime]
The timestamp of the bid price.
bid_exchange: list[str]
The exchange of the bid price.
ask: list[float]
Current ask price for the option.
ask_size: list[Union[int, float]]
Ask size for the option.
ask_time: list[datetime]
The timestamp of the ask price.
ask_exchange: list[str]
The exchange of the ask price.
mark: list[float]
The mid-price between the latest bid and ask.
open: list[float]
The open price.
open_bid: list[float]
The opening bid price for the option that day.
open_ask: list[float]
The opening ask price for the option that day.
high: list[float]
The high price.
bid_high: list[float]
The highest bid price for the option that day.
ask_high: list[float]
The highest ask price for the option that day.
low: list[float]
The low price.
bid_low: list[float]
The lowest bid price for the option that day.
ask_low: list[float]
The lowest ask price for the option that day.
close: list[float]
The close price.
close_size: list[Union[int, float]]
The closing trade size for the option that day.
close_time: list[datetime]
The time of the closing price for the option that day.
close_bid: list[float]
The closing bid price for the option that day.
close_bid_size: list[Union[int, float]]
The closing bid size for the option that day.
close_bid_time: list[datetime]
The time of the bid closing price for the option that day.
close_ask: list[float]
The closing ask price for the option that day.
close_ask_size: list[Union[int, float]]
The closing ask size for the option that day.
close_ask_time: list[datetime]
The time of the ask closing price for the option that day.
prev_close: list[float]
The previous close price.
change: list[float]
The change in the price of the option.
change_percent: list[float]
Change, in normalized percentage points, of the option.
implied_volatility: list[float]
Implied volatility of the option.
delta: list[float]
Delta of the option.
gamma: list[float]
Gamma of the option.
theta: list[float]
Theta of the option.
vega: list[float]
Vega of the option.
rho: list[float]
Rho of the option.
underlying_symbol: list[str]
Underlying symbol for the option.
underlying_price: list[float]
Price of the underlying stock.
contract_symbol: list[str]
Contract symbol for the option.
eod_date: list[date]
Date for which the options chains are returned.
expiration: list[date]
Expiration date of the contract.
dte: list[int]
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]]
Number of underlying units per contract.
open_interest: list[Union[int, float]]
Open interest on the contract.
volume: list[Union[int, float]]
The trading volume.
theoretical_price: list[float]
Theoretical value of the option.
last_trade_price: list[float]
Last trade price of the option.
last_trade_size: list[Union[int, float]]
Last trade size of the option.
last_trade_time: list[datetime]
The timestamp of the last trade.
tick: list[str]
Whether the last tick was up or down in price.
bid: list[float]
Current bid price for the option.
bid_size: list[Union[int, float]]
Bid size for the option.
bid_time: list[datetime]
The timestamp of the bid price.
bid_exchange: list[str]
The exchange of the bid price.
ask: list[float]
Current ask price for the option.
ask_size: list[Union[int, float]]
Ask size for the option.
ask_time: list[datetime]
The timestamp of the ask price.
ask_exchange: list[str]
The exchange of the ask price.
mark: list[float]
The mid-price between the latest bid and ask.
open: list[float]
The open price.
open_bid: list[float]
The opening bid price for the option that day.
open_ask: list[float]
The opening ask price for the option that day.
high: list[float]
The high price.
bid_high: list[float]
The highest bid price for the option that day.
ask_high: list[float]
The highest ask price for the option that day.
low: list[float]
The low price.
bid_low: list[float]
The lowest bid price for the option that day.
ask_low: list[float]
The lowest ask price for the option that day.
close: list[float]
The close price.
close_size: list[Union[int, float]]
The closing trade size for the option that day.
close_time: list[datetime]
The time of the closing price for the option that day.
close_bid: list[float]
The closing bid price for the option that day.
close_bid_size: list[Union[int, float]]
The closing bid size for the option that day.
close_bid_time: list[datetime]
The time of the bid closing price for the option that day.
close_ask: list[float]
The closing ask price for the option that day.
close_ask_size: list[Union[int, float]]
The closing ask size for the option that day.
close_ask_time: list[datetime]
The time of the ask closing price for the option that day.
prev_close: list[float]
The previous close price.
change: list[float]
The change in the price of the option.
change_percent: list[float]
Change, in normalized percentage points, of the option.
implied_volatility: list[float]
Implied volatility of the option.
delta: list[float]
Delta of the option.
gamma: list[float]
Gamma of the option.
theta: list[float]
Theta of the option.
vega: list[float]
Vega of the option.
rho: list[float]
Rho of the option.
underlying_symbol: list[str]
Underlying symbol for the option.
underlying_price: list[float]
Price of the underlying stock.
contract_symbol: list[str]
Contract symbol for the option.
eod_date: list[date]
Date for which the options chains are returned.
expiration: list[date]
Expiration date of the contract.
dte: list[int]
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]]
Number of underlying units per contract.
open_interest: list[Union[int, float]]
Open interest on the contract.
volume: list[Union[int, float]]
The trading volume.
theoretical_price: list[float]
Theoretical value of the option.
last_trade_price: list[float]
Last trade price of the option.
last_trade_size: list[Union[int, float]]
Last trade size of the option.
last_trade_time: list[datetime]
The timestamp of the last trade.
tick: list[str]
Whether the last tick was up or down in price.
bid: list[float]
Current bid price for the option.
bid_size: list[Union[int, float]]
Bid size for the option.
bid_time: list[datetime]
The timestamp of the bid price.
bid_exchange: list[str]
The exchange of the bid price.
ask: list[float]
Current ask price for the option.
ask_size: list[Union[int, float]]
Ask size for the option.
ask_time: list[datetime]
The timestamp of the ask price.
ask_exchange: list[str]
The exchange of the ask price.
mark: list[float]
The mid-price between the latest bid and ask.
open: list[float]
The open price.
open_bid: list[float]
The opening bid price for the option that day.
open_ask: list[float]
The opening ask price for the option that day.
high: list[float]
The high price.
bid_high: list[float]
The highest bid price for the option that day.
ask_high: list[float]
The highest ask price for the option that day.
low: list[float]
The low price.
bid_low: list[float]
The lowest bid price for the option that day.
ask_low: list[float]
The lowest ask price for the option that day.
close: list[float]
The close price.
close_size: list[Union[int, float]]
The closing trade size for the option that day.
close_time: list[datetime]
The time of the closing price for the option that day.
close_bid: list[float]
The closing bid price for the option that day.
close_bid_size: list[Union[int, float]]
The closing bid size for the option that day.
close_bid_time: list[datetime]
The time of the bid closing price for the option that day.
close_ask: list[float]
The closing ask price for the option that day.
close_ask_size: list[Union[int, float]]
The closing ask size for the option that day.
close_ask_time: list[datetime]
The time of the ask closing price for the option that day.
prev_close: list[float]
The previous close price.
change: list[float]
The change in the price of the option.
change_percent: list[float]
Change, in normalized percentage points, of the option.
implied_volatility: list[float]
Implied volatility of the option.
delta: list[float]
Delta of the option.
gamma: list[float]
Gamma of the option.
theta: list[float]
Theta of the option.
vega: list[float]
Vega of the option.
rho: list[float]
Rho of the option.
bid_iv: list[float]
The implied volatility of the bid price.
ask_iv: list[float]
The implied volatility of the ask price.
interest_rate: list[float]
The interest rate used by Deribit to calculate greeks.
underlying_spot_price: list[float]
The spot price of the underlying asset. The underlying asset is the specific future or index that the option is based on.
settlement_price: list[float]
The settlement price of the contract.
min_price: list[float]
The minimum price allowed.
max_price: list[float]
The maximum price allowed.
volume_notional: list[float]
The notional trading volume of the contract, as USD or USDC.
timestamp: list[datetime]
The datetime of the data, as America/New_York time.
underlying_symbol: list[str]
Underlying symbol for the option.
underlying_price: list[float]
Price of the underlying stock.
contract_symbol: list[str]
Contract symbol for the option.
eod_date: list[date]
Date for which the options chains are returned.
expiration: list[date]
Expiration date of the contract.
dte: list[int]
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]]
Number of underlying units per contract.
open_interest: list[Union[int, float]]
Open interest on the contract.
volume: list[Union[int, float]]
The trading volume.
theoretical_price: list[float]
Theoretical value of the option.
last_trade_price: list[float]
Last trade price of the option.
last_trade_size: list[Union[int, float]]
Last trade size of the option.
last_trade_time: list[datetime]
The timestamp of the last trade.
tick: list[str]
Whether the last tick was up or down in price.
bid: list[float]
Current bid price for the option.
bid_size: list[Union[int, float]]
Bid size for the option.
bid_time: list[datetime]
The timestamp of the bid price.
bid_exchange: list[str]
The exchange of the bid price.
ask: list[float]
Current ask price for the option.
ask_size: list[Union[int, float]]
Ask size for the option.
ask_time: list[datetime]
The timestamp of the ask price.
ask_exchange: list[str]
The exchange of the ask price.
mark: list[float]
The mid-price between the latest bid and ask.
open: list[float]
The open price.
open_bid: list[float]
The opening bid price for the option that day.
open_ask: list[float]
The opening ask price for the option that day.
high: list[float]
The high price.
bid_high: list[float]
The highest bid price for the option that day.
ask_high: list[float]
The highest ask price for the option that day.
low: list[float]
The low price.
bid_low: list[float]
The lowest bid price for the option that day.
ask_low: list[float]
The lowest ask price for the option that day.
close: list[float]
The close price.
close_size: list[Union[int, float]]
The closing trade size for the option that day.
close_time: list[datetime]
The time of the closing price for the option that day.
close_bid: list[float]
The closing bid price for the option that day.
close_bid_size: list[Union[int, float]]
The closing bid size for the option that day.
close_bid_time: list[datetime]
The time of the bid closing price for the option that day.
close_ask: list[float]
The closing ask price for the option that day.
close_ask_size: list[Union[int, float]]
The closing ask size for the option that day.
close_ask_time: list[datetime]
The time of the ask closing price for the option that day.
prev_close: list[float]
The previous close price.
change: list[float]
The change in the price of the option.
change_percent: list[float]
Change, in normalized percentage points, of the option.
implied_volatility: list[float]
Implied volatility of the option.
delta: list[float]
Delta of the option.
gamma: list[float]
Gamma of the option.
theta: list[float]
Theta of the option.
vega: list[float]
Vega of the option.
rho: list[float]
Rho of the option.
underlying_symbol: list[str]
Underlying symbol for the option.
underlying_price: list[float]
Price of the underlying stock.
contract_symbol: list[str]
Contract symbol for the option.
eod_date: list[date]
Date for which the options chains are returned.
expiration: list[date]
Expiration date of the contract.
dte: list[int]
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]]
Number of underlying units per contract.
open_interest: list[Union[int, float]]
Open interest on the contract.
volume: list[Union[int, float]]
The trading volume.
theoretical_price: list[float]
Theoretical value of the option.
last_trade_price: list[float]
Last trade price of the option.
last_trade_size: list[Union[int, float]]
Last trade size of the option.
last_trade_time: list[datetime]
The timestamp of the last trade.
tick: list[str]
Whether the last tick was up or down in price.
bid: list[float]
Current bid price for the option.
bid_size: list[Union[int, float]]
Bid size for the option.
bid_time: list[datetime]
The timestamp of the bid price.
bid_exchange: list[str]
The exchange of the bid price.
ask: list[float]
Current ask price for the option.
ask_size: list[Union[int, float]]
Ask size for the option.
ask_time: list[datetime]
The timestamp of the ask price.
ask_exchange: list[str]
The exchange of the ask price.
mark: list[float]
The mid-price between the latest bid and ask.
open: list[float]
The open price.
open_bid: list[float]
The opening bid price for the option that day.
open_ask: list[float]
The opening ask price for the option that day.
high: list[float]
The high price.
bid_high: list[float]
The highest bid price for the option that day.
ask_high: list[float]
The highest ask price for the option that day.
low: list[float]
The low price.
bid_low: list[float]
The lowest bid price for the option that day.
ask_low: list[float]
The lowest ask price for the option that day.
close: list[float]
The close price.
close_size: list[Union[int, float]]
The closing trade size for the option that day.
close_time: list[datetime]
The time of the closing price for the option that day.
close_bid: list[float]
The closing bid price for the option that day.
close_bid_size: list[Union[int, float]]
The closing bid size for the option that day.
close_bid_time: list[datetime]
The time of the bid closing price for the option that day.
close_ask: list[float]
The closing ask price for the option that day.
close_ask_size: list[Union[int, float]]
The closing ask size for the option that day.
close_ask_time: list[datetime]
The time of the ask closing price for the option that day.
prev_close: list[float]
The previous close price.
change: list[float]
The change in the price of the option.
change_percent: list[float]
Change, in normalized percentage points, of the option.
implied_volatility: list[float]
Implied volatility of the option.
delta: list[float]
Delta of the option.
gamma: list[float]
Gamma of the option.
theta: list[float]
Theta of the option.
vega: list[float]
Vega of the option.
rho: list[float]
Rho of the option.
transactions: list[int]
Number of transactions for the contract.
total_value: list[float]
Total value of the transactions.
settlement_price: list[float]
Settlement price on that date.
underlying_symbol: list[str]
Underlying symbol for the option.
underlying_price: list[float]
Price of the underlying stock.
contract_symbol: list[str]
Contract symbol for the option.
eod_date: list[date]
Date for which the options chains are returned.
expiration: list[date]
Expiration date of the contract.
dte: list[int]
Days to expiration of the contract.
strike: list[float]
Strike price of the contract.
option_type: list[str]
Call or Put.
contract_size: list[int]
Size of the contract.
open_interest: list[Union[int, float]]
Open interest on the contract.
volume: list[Union[int, float]]
The trading volume.
theoretical_price: list[float]
Theoretical value of the option.
last_trade_price: list[float]
Last trade price of the option.
last_trade_size: list[Union[int, float]]
Last trade size of the option.
last_trade_time: list[datetime]
The timestamp of the last trade.
tick: list[str]
Whether the last tick was up or down in price.
bid: list[float]
Current bid price for the option.
bid_size: list[Union[int, float]]
Bid size for the option.
bid_time: list[datetime]
The timestamp of the bid price.
bid_exchange: list[str]
The exchange of the bid price.
ask: list[float]
Current ask price for the option.
ask_size: list[Union[int, float]]
Ask size for the option.
ask_time: list[datetime]
The timestamp of the ask price.
ask_exchange: list[str]
The exchange of the ask price.
mark: list[float]
The mid-price between the latest bid and ask.
open: list[float]
The open price.
open_bid: list[float]
The opening bid price for the option that day.
open_ask: list[float]
The opening ask price for the option that day.
high: list[float]
The high price.
bid_high: list[float]
The highest bid price for the option that day.
ask_high: list[float]
The highest ask price for the option that day.
low: list[float]
The low price.
bid_low: list[float]
The lowest bid price for the option that day.
ask_low: list[float]
The lowest ask price for the option that day.
close: list[float]
The close price.
close_size: list[Union[int, float]]
The closing trade size for the option that day.
close_time: list[datetime]
The time of the closing price for the option that day.
close_bid: list[float]
The closing bid price for the option that day.
close_bid_size: list[Union[int, float]]
The closing bid size for the option that day.
close_bid_time: list[datetime]
The time of the bid closing price for the option that day.
close_ask: list[float]
The closing ask price for the option that day.
close_ask_size: list[Union[int, float]]
The closing ask size for the option that day.
close_ask_time: list[datetime]
The time of the ask closing price for the option that day.
prev_close: list[float]
The previous close price.
change: list[float]
The change in the price of the option.
change_percent: list[float]
Change, in normalized percentage points, of the option.
implied_volatility: list[float]
Implied volatility of the option.
delta: list[float]
Delta of the option.
gamma: list[float]
Gamma of the option.
theta: list[float]
Theta of the option.
vega: list[float]
Vega of the option.
rho: list[float]
Rho of the option.
phi: list[float]
Phi of the option. The sensitivity of the option relative to dividend yield.
bid_iv: list[float]
Implied volatility of the bid price.
ask_iv: list[float]
Implied volatility of the ask price.
orats_final_iv: list[float]
ORATS final implied volatility of the option, updated once per hour.
year_high: list[float]
52-week high price of the option.
year_low: list[float]
52-week low price of the option.
greeks_time: list[datetime]
Timestamp of the last greeks update. Greeks/IV data is updated once per hour.
underlying_symbol: list[str]
Underlying symbol for the option.
underlying_price: list[float]
Price of the underlying stock.
contract_symbol: list[str]
Contract symbol for the option.
eod_date: list[date]
Date for which the options chains are returned.
expiration: list[date]
Expiration date of the contract.
dte: list[int]
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]]
Number of underlying units per contract.
open_interest: list[Union[int, float]]
Open interest on the contract.
volume: list[Union[int, float]]
The trading volume.
theoretical_price: list[float]
Theoretical value of the option.
last_trade_price: list[float]
Last trade price of the option.
last_trade_size: list[Union[int, float]]
Last trade size of the option.
last_trade_time: list[datetime]
The timestamp of the last trade.
tick: list[str]
Whether the last tick was up or down in price.
bid: list[float]
Current bid price for the option.
bid_size: list[Union[int, float]]
Bid size for the option.
bid_time: list[datetime]
The timestamp of the bid price.
bid_exchange: list[str]
The exchange of the bid price.
ask: list[float]
Current ask price for the option.
ask_size: list[Union[int, float]]
Ask size for the option.
ask_time: list[datetime]
The timestamp of the ask price.
ask_exchange: list[str]
The exchange of the ask price.
mark: list[float]
The mid-price between the latest bid and ask.
open: list[float]
The open price.
open_bid: list[float]
The opening bid price for the option that day.
open_ask: list[float]
The opening ask price for the option that day.
high: list[float]
The high price.
bid_high: list[float]
The highest bid price for the option that day.
ask_high: list[float]
The highest ask price for the option that day.
low: list[float]
The low price.
bid_low: list[float]
The lowest bid price for the option that day.
ask_low: list[float]
The lowest ask price for the option that day.
close: list[float]
The close price.
close_size: list[Union[int, float]]
The closing trade size for the option that day.
close_time: list[datetime]
The time of the closing price for the option that day.
close_bid: list[float]
The closing bid price for the option that day.
close_bid_size: list[Union[int, float]]
The closing bid size for the option that day.
close_bid_time: list[datetime]
The time of the bid closing price for the option that day.
close_ask: list[float]
The closing ask price for the option that day.
close_ask_size: list[Union[int, float]]
The closing ask size for the option that day.
close_ask_time: list[datetime]
The time of the ask closing price for the option that day.
prev_close: list[float]
The previous close price.
change: list[float]
The change in the price of the option.
change_percent: list[float]
Change, in normalized percentage points, of the option.
implied_volatility: list[float]
Implied volatility of the option.
delta: list[float]
Delta of the option.
gamma: list[float]
Gamma of the option.
theta: list[float]
Theta of the option.
vega: list[float]
Vega of the option.
rho: list[float]
Rho of the option.
in_the_money: list[bool]
Whether the option is in the money.
currency: list[str]
Currency of the option.