Options
The Options module wraps the Terminal commands for the SDK layer, providing programmatic access and greater flexibility for processing data.
How to Use
The functions in the Options sub-module are listed below, along with a short description.
| Path | Description |
|---|---|
| stocks.options.pcr | Put-Call Ratio |
| stocks.options.info | Option Information |
| stocks.options.unu | Unusual Options Activity |
| stocks.options.hist | Historical Option Data |
| stocks.options.chains | Option Chain Data |
| stocks.options.eodchain | |
| stocks.options.vol | Display Volume plot |
| stocks.options.oi | Display open interest plot |
| stocks.options.voi | Display plot of volume and open interest |
| stocks.options.expirations | Get Option Expirations |
| stocks.options.vsurf | Show volatility surface |
Alternatively, the contents of the menu or a function's docstrings can be printed using Python's built-in help.
help(openbb.stocks.options)
Examples
Import Statements
The examples in this section will assume these statements are included at the top of the file:
from openbb_terminal.sdk import openbb
import pandas as pd
Unusual Options
openbb.stocks.options.unu returns a DataFrame with the current day's unusual options, those having a very high volume/open interest ratio. This function returns a Tuple containing the DataFrame and a string. Unpack it like this:
unu_df,unu_ts = openbb.stocks.options.unu(limit = 500)
unu_df = unu_df.sort_values(by = 'Vol/OI', ascending = False)
unu_df
| Ticker | Exp | Strike | Type | Vol/OI | Vol | OI | Bid | Ask | |
|---|---|---|---|---|---|---|---|---|---|
| 0 | T | 2023-01-06 | 21 | Call | 61 | 8598 | 141 | 0.03 | 0.04 |
| 1 | T | 2023-01-06 | 19 | Put | 40.7 | 10173 | 250 | 0.39 | 0.42 |
| 2 | SCHW | 2023-03-17 | 87.5 | Call | 35.1 | 4317 | 123 | 3.2 | 3.35 |
| 3 | TSLA | 2022-12-02 | 192.5 | Put | 31.1 | 179688 | 5774 | 0.01 | 0.02 |
| 4 | FDX | 2022-12-09 | 190 | Call | 29.2 | 7098 | 243 | 0.67 | 0.69 |
| 403 | FCX | 2022-12-09 | 36 | Put | 2.1 | 1513 | 729 | 0.04 | 0.06 |
| 402 | CAT | 2022-12-09 | 227.5 | Put | 2.1 | 601 | 280 | 0.94 | 1.14 |
| 401 | NKE | 2022-12-02 | 111 | Put | 2.1 | 651 | 306 | 0 | 0.01 |
| 400 | NVDA | 2022-12-09 | 160 | Put | 2.1 | 8668 | 4059 | 1.06 | 1.08 |
| 425 | PG | 2022-12-09 | 149 | Put | 2.1 | 241 | 113 | 0.64 | 0.69 |
PCR
Get up to ten years of historical Put-Call Ratios.
openbb.stocks.options.pcr(start_date = '2012-01-01', window = 10, symbol = 'SPY')
| Date | PCR |
|---|---|
| 2012-12-05 00:00:00 | 1.1815 |
| 2012-12-06 00:00:00 | 1.7403 |
| 2012-12-07 00:00:00 | 1.7023 |
| 2012-12-10 00:00:00 | 1.8997 |
| 2012-12-11 00:00:00 | 1.5384 |
| 2022-11-28 00:00:00 | 1.2491 |
| 2022-11-29 00:00:00 | 2.135 |
| 2022-11-30 00:00:00 | 1.5901 |
| 2022-12-01 00:00:00 | 0.9842 |
| 2022-12-02 00:00:00 | 2.1346 |
Chains
Get the current option chain for a selected ticker. We support the following sources: YahooFinance, Nasdaq, Tradier (Sandbox) and Intrinio. Note that each API returns slightly different data fields.
openbb.stocks.options.chains(symbol = 'SPY')
| contractSymbol | optionType | expiration | strike | lastPrice | bid | ask | openInterest | volume | impliedVolatility | |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | AAPL230210C00050000 | call | 2023-02-10 | 50 | 101.95 | 101.15 | 102.8 | 153 | 44 | 4.73438 |
| 1 | AAPL230210C00055000 | call | 2023-02-10 | 55 | 96.6 | 96.15 | 97.85 | 81 | 3 | 4.53125 |
| 2 | AAPL230210C00070000 | call | 2023-02-10 | 70 | 76.39 | 81.1 | 82.95 | 0 | 1 | 3.63281 |
| 3 | AAPL230210C00075000 | call | 2023-02-10 | 75 | 79.45 | 76.1 | 78.05 | 2 | 1 | 3.50781 |
| 4 | AAPL230210C00080000 | call | 2023-02-10 | 80 | 72.55 | 71.1 | 73.05 | 2 | 2 | 3.21094 |