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
- deribit
- intrinio
- tmx
- tradier
- yfinance
symbol: str
Symbol to get data for.
Choices
- BTC
- ETH
- SOL
- XRP
- BNB
- PAXG
symbol: str
Symbol to get data for.
Choices
- BTC
- ETH
- SOL
- XRP
- BNB
- PAXG
use_cache: bool
Default: True
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.
symbol: str
Symbol to get data for.
Choices
- BTC
- ETH
- SOL
- XRP
- BNB
- PAXG
symbol: str
Symbol to get data for.
Choices
- BTC
- ETH
- SOL
- XRP
- BNB
- PAXG
delay: Literal['eod', 'realtime', 'delayed']
Default: eod
Whether to return delayed, realtime, or eod data.
date: date | str
The end-of-day date for options chains data.
option_type: Literal['call', 'put']
The option type, call or put, 'None' is both (default).
moneyness: Literal['otm', 'itm', 'all']
Default: all
Return only contracts that are in or out of the money, default is 'all'. Parameter is ignored when a date is supplied.
strike_gt: int
Return options with a strike price greater than the given value. Parameter is ignored when a date is supplied.
strike_lt: int
Return options with a strike price less than the given value. Parameter is ignored when a date is supplied.
volume_gt: int
Return options with a volume greater than the given value. Parameter is ignored when a date is supplied.
volume_lt: int
Return options with a volume less than the given value. Parameter is ignored when a date is supplied.
oi_gt: int
Return options with an open interest greater than the given value. Parameter is ignored when a date is supplied.
oi_lt: int
Return options with an open interest less than the given value. Parameter is ignored when a date is supplied.
model: Literal['black_scholes', 'bjerk']
Default: black_scholes
The pricing model to use for options chains data, default is 'black_scholes'. Parameter is ignored when a date is supplied.
show_extended_price: bool
Default: True
Whether to include OHLC type fields, default is True. Parameter is ignored when a date is supplied.
include_related_symbols: bool
Default: False
Include related symbols that end in a 1 or 2 because of a corporate action, default is False.
symbol: str
Symbol to get data for.
Choices
- BTC
- ETH
- SOL
- XRP
- BNB
- PAXG
date: date | str
A specific date to get data for.
use_cache: bool
Default: True
Caching is used to validate the supplied ticker symbol, or if a historical EOD chain is requested. To bypass, set to False.
symbol: str
Symbol to get data for.
Choices
- BTC
- ETH
- SOL
- XRP
- BNB
- PAXG
symbol: str
Symbol to get data for.
Choices
- BTC
- ETH
- SOL
- XRP
- BNB
- PAXG
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.