chains

Get the complete options chain for a ticker.

Examples

from openbb import obb
obb.derivatives.options.chains(symbol='AAPL', provider='intrinio')
# Use the "date" parameter to get the end-of-day-data for a specific date, where supported.
obb.derivatives.options.chains(symbol='AAPL', date=2023-01-25, provider='intrinio')

---

Parameters

• standard
• cboe
• intrinio
• tmx
• tradier
• yfinance

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		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.	True	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
date	Union[date, str]	The end-of-day date for options chains data.	None	True
option_type	Literal['call', 'put']	The option type, call or put, 'None' is both (default).	None	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.	all	True
strike_gt	int	Return options with a strike price greater than the given value. Parameter is ignored when a date is supplied.	None	True
strike_lt	int	Return options with a strike price less than the given value. Parameter is ignored when a date is supplied.	None	True
volume_gt	int	Return options with a volume greater than the given value. Parameter is ignored when a date is supplied.	None	True
volume_lt	int	Return options with a volume less than the given value. Parameter is ignored when a date is supplied.	None	True
oi_gt	int	Return options with an open interest greater than the given value. Parameter is ignored when a date is supplied.	None	True
oi_lt	int	Return options with an open interest less than the given value. Parameter is ignored when a date is supplied.	None	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.	black_scholes	True
show_extended_price	bool	Whether to include OHLC type fields, default is True. Parameter is ignored when a date is supplied.	True	True
include_related_symbols	bool	Include related symbols that end in a 1 or 2 because of a corporate action, default is False.	False	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
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

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False

---

Returns

OBBject
    results : List[OptionsChains]
        Serializable results.

    provider : Optional[Literal['cboe', '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
• intrinio
• tmx
• tradier
• yfinance

Name	Type	Description
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.
open_interest	List[int]	Open interest on the contract.
volume	List[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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.

Name	Type	Description
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.
open_interest	List[int]	Open interest on the contract.
volume	List[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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.

Name	Type	Description
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.
open_interest	List[int]	Open interest on the contract.
volume	List[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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.

Name	Type	Description
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.
open_interest	List[int]	Open interest on the contract.
volume	List[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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.

Name	Type	Description
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.
open_interest	List[int]	Open interest on the contract.
volume	List[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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.
contract_size	List[int]	Size of the contract.
greeks_time	List[datetime]	Timestamp of the last greeks update. Greeks/IV data is updated once per hour.

Name	Type	Description
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.
open_interest	List[int]	Open interest on the contract.
volume	List[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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[int]	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.