generate options volume graph for ticker + expiration date

gamestonk_terminal/options/volume.py

@@ -0,0 +1,39 @@
+import yfinance as yf
+import seaborn as sns
+import pandas as pd
+import matplotlib.pyplot as plt
+import plotly.express as px
+
+
+def get_volume_graph(ticker_name, exp_date):
+
+    opt = yf.Ticker(ticker_name).option_chain(exp_date)
+    # data available via: opt.calls, opt.puts
+
+    volume_data = pd.concat(
+        [
+            __volume_data(opt.calls, 'calls'),
+            __volume_data(opt.puts, 'puts')
+        ],
+        axis=0
+    )
+    fig = px.line(
+        volume_data,
+        x="strike",
+        y="volume",
+        title=f'{ticker_name} Volume for {exp_date}',
+        color='type'
+    )
+    fig.show()
+
+
+def __volume_data(opt_data, flag):
+    # get option chain for specific expiration
+    df = opt_data.pivot_table(
+        index='strike',
+        values=['volume', 'openInterest'],
+        aggfunc='sum')
+    df.reindex()
+    df['strike'] = df.index
+    df['type'] = flag
+    return df