diff --git a/openbb_sdk/extensions/stocks/openbb_stocks/options/options_router.py b/openbb_sdk/extensions/stocks/openbb_stocks/options/options_router.py
index 83393510a36..ae01b99ffb0 100644
--- a/openbb_sdk/extensions/stocks/openbb_stocks/options/options_router.py
+++ b/openbb_sdk/extensions/stocks/openbb_stocks/options/options_router.py
@@ -1,19 +1,29 @@
+"""Options Router."""
+
+from openbb_core.app.model.command_context import CommandContext
 from openbb_core.app.model.command_output import CommandOutput
 from openbb_core.app.model.results.empty import Empty
+from openbb_core.app.provider_interface import (
+    ExtraParams,
+    ProviderChoices,
+    StandardParams,
+)
+from openbb_core.app.query import Query
 from openbb_core.app.router import Router
+from pydantic import BaseModel
 
 router = Router(prefix="/options")
 
 
-@router.command
-def chains() -> CommandOutput[Empty]:  # type: ignore
-    """Return options chains with greeks."""
-    return CommandOutput(results=Empty())
-
-
-@router.command
-def dte() -> CommandOutput[Empty]:  # type: ignore
-    return CommandOutput(results=Empty())
+@router.command(model="OptionsChains")
+def chains(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> CommandOutput[BaseModel]:
+    """Get the complete options chain for a ticker."""
+    return CommandOutput(results=Query(**locals()).execute())
 
 
 @router.command
@@ -22,21 +32,9 @@ def eodchain() -> CommandOutput[Empty]:  # type: ignore
     return CommandOutput(results=Empty())
 
 
-@router.command
-def expirations() -> CommandOutput[Empty]:  # type: ignore
-    """Return options expirations."""
-    return CommandOutput(results=Empty())
-
-
-@router.command
-def grhist() -> CommandOutput[Empty]:  # type: ignore
-    """Plot option greek history."""
-    return CommandOutput(results=Empty())
-
-
 @router.command
 def hist() -> CommandOutput[Empty]:  # type: ignore
-    """Plot option history."""
+    """Get historical data for a single option contract."""
     return CommandOutput(results=Empty())
 
 
@@ -46,26 +44,9 @@ def info() -> CommandOutput[Empty]:  # type: ignore
     return CommandOutput(results=Empty())
 
 
-@router.command
-def last_price() -> CommandOutput[Empty]:  # type: ignore
-    """Return last price of an option."""
-    return CommandOutput(results=Empty())
-
-
-@router.command
-def oi() -> CommandOutput[Empty]:  # type: ignore
-    """Plot option open interest."""
-    return CommandOutput(results=Empty())
-
-
 @router.command
 def pcr() -> CommandOutput[Empty]:  # type: ignore
-    """Display put/call ratio for ticker."""
-    return CommandOutput(results=Empty())
-
-
-@router.command
-def price() -> CommandOutput[Empty]:  # type: ignore
+    """Display historical rolling put/call ratio for ticker over a defined window."""
     return CommandOutput(results=Empty())
 
 
@@ -73,21 +54,3 @@ def price() -> CommandOutput[Empty]:  # type: ignore
 def unu() -> CommandOutput[Empty]:  # type: ignore
     """Show unusual options activity."""
     return CommandOutput(results=Empty())
-
-
-@router.command
-def voi() -> CommandOutput[Empty]:  # type: ignore
-    """Plot volume and open interest."""
-    return CommandOutput(results=Empty())
-
-
-@router.command
-def vol() -> CommandOutput[Empty]:  # type: ignore
-    """Plot volume."""
-    return CommandOutput(results=Empty())
-
-
-@router.command
-def vsurf() -> CommandOutput[Empty]:  # type: ignore
-    """Show 3D volatility surface."""
-    return CommandOutput(results=Empty())
diff --git a/openbb_sdk/extensions/stocks/openbb_stocks/stocks_router.py b/openbb_sdk/extensions/stocks/openbb_stocks/stocks_router.py
index 7dce2e4d320..8f7d3956c2e 100644
--- a/openbb_sdk/extensions/stocks/openbb_stocks/stocks_router.py
+++ b/openbb_sdk/extensions/stocks/openbb_stocks/stocks_router.py
@@ -73,6 +73,17 @@ def tob() -> CommandOutput[Empty]:
     return CommandOutput(results=Empty())
 
 
+@router.command(model="StockSearch")
+def search(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> CommandOutput[BaseModel]:
+    """Search for a company or stock ticker."""
+    return CommandOutput(results=Query(**locals()).execute())
+
+
 @router.command(model="StockQuote")
 def quote(
     cc: CommandContext,
@@ -84,7 +95,12 @@ def quote(
     return CommandOutput(results=Query(**locals()).execute())
 
 
-@router.command
-def search() -> CommandOutput[Empty]:
-    """Search a specific stock ticker for analysis."""
-    return CommandOutput(results=Empty())
+@router.command(model="StockInfo")
+def info(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> CommandOutput[BaseModel]:
+    """Get general price and performance metrics of a stock."""
+    return CommandOutput(results=Query(**locals()).execute())
diff --git a/openbb_sdk/poetry.lock b/openbb_sdk/poetry.lock
index 7d34eeca267..128dbb0cc97 100644
--- a/openbb_sdk/poetry.lock
+++ b/openbb_sdk/poetry.lock
@@ -1,10 +1,9 @@
-# This file is automatically @generated by Poetry 1.4.0 and should not be changed by hand.
+# This file is automatically @generated by Poetry 1.5.1 and should not be changed by hand.
 
 [[package]]
 name = "aiohttp"
 version = "3.8.5"
 description = "Async http client/server framework (asyncio)"
-category = "main"
 optional = false
 python-versions = ">=3.6"
 files = [
@@ -113,7 +112,6 @@ speedups = ["Brotli", "aiodns", "cchardet"]
 name = "aiosignal"
 version = "1.3.1"
 description = "aiosignal: a list of registered asynchronous callbacks"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -128,7 +126,6 @@ frozenlist = ">=1.1.0"
 name = "anyio"
 version = "3.7.1"
 description = "High level compatibility layer for multiple asynchronous event loop implementations"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -150,7 +147,6 @@ trio = ["trio (<0.22)"]
 name = "async-timeout"
 version = "4.0.2"
 description = "Timeout context manager for asyncio programs"
-category = "main"
 optional = false
 python-versions = ">=3.6"
 files = [
@@ -158,11 +154,20 @@ files = [
     {file = "async_timeout-4.0.2-py3-none-any.whl", hash = "sha256:8ca1e4fcf50d07413d66d1a5e416e42cfdf5851c981d679a09851a6853383b3c"},
 ]
 
+[[package]]
+name = "atomicwrites"
+version = "1.4.1"
+description = "Atomic file writes."
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*"
+files = [
+    {file = "atomicwrites-1.4.1.tar.gz", hash = "sha256:81b2c9071a49367a7f770170e5eec8cb66567cfbbc8c73d20ce5ca4a8d71cf11"},
+]
+
 [[package]]
 name = "attrs"
 version = "23.1.0"
 description = "Classes Without Boilerplate"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -181,7 +186,6 @@ tests-no-zope = ["cloudpickle", "hypothesis", "mypy (>=1.1.1)", "pympler", "pyte
 name = "backoff"
 version = "2.2.1"
 description = "Function decoration for backoff and retry"
-category = "main"
 optional = false
 python-versions = ">=3.7,<4.0"
 files = [
@@ -193,7 +197,6 @@ files = [
 name = "bcrypt"
 version = "4.0.1"
 description = "Modern password hashing for your software and your servers"
-category = "main"
 optional = false
 python-versions = ">=3.6"
 files = [
@@ -228,7 +231,6 @@ typecheck = ["mypy"]
 name = "certifi"
 version = "2023.7.22"
 description = "Python package for providing Mozilla's CA Bundle."
-category = "main"
 optional = false
 python-versions = ">=3.6"
 files = [
@@ -240,7 +242,6 @@ files = [
 name = "charset-normalizer"
 version = "3.2.0"
 description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet."
-category = "main"
 optional = false
 python-versions = ">=3.7.0"
 files = [
@@ -325,7 +326,6 @@ files = [
 name = "click"
 version = "8.1.6"
 description = "Composable command line interface toolkit"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -340,7 +340,6 @@ colorama = {version = "*", markers = "platform_system == \"Windows\""}
 name = "colorama"
 version = "0.4.6"
 description = "Cross-platform colored terminal text."
-category = "main"
 optional = false
 python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,!=3.6.*,>=2.7"
 files = [
@@ -352,7 +351,6 @@ files = [
 name = "cssselect2"
 version = "0.7.0"
 description = "CSS selectors for Python ElementTree"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -370,23 +368,18 @@ test = ["flake8", "isort", "pytest"]
 
 [[package]]
 name = "dnspython"
-version = "2.4.0"
+version = "2.4.1"
 description = "DNS toolkit"
-category = "main"
 optional = false
 python-versions = ">=3.8,<4.0"
 files = [
-    {file = "dnspython-2.4.0-py3-none-any.whl", hash = "sha256:46b4052a55b56beea3a3bdd7b30295c292bd6827dd442348bc116f2d35b17f0a"},
-    {file = "dnspython-2.4.0.tar.gz", hash = "sha256:758e691dbb454d5ccf4e1b154a19e52847f79e21a42fef17b969144af29a4e6c"},
+    {file = "dnspython-2.4.1-py3-none-any.whl", hash = "sha256:5b7488477388b8c0b70a8ce93b227c5603bc7b77f1565afe8e729c36c51447d7"},
+    {file = "dnspython-2.4.1.tar.gz", hash = "sha256:c33971c79af5be968bb897e95c2448e11a645ee84d93b265ce0b7aabe5dfdca8"},
 ]
 
-[package.dependencies]
-httpcore = {version = ">=0.17.3", markers = "python_version >= \"3.8\""}
-sniffio = ">=1.1,<2.0"
-
 [package.extras]
 dnssec = ["cryptography (>=2.6,<42.0)"]
-doh = ["h2 (>=4.1.0)", "httpx (>=0.24.1)"]
+doh = ["h2 (>=4.1.0)", "httpcore (>=0.17.3)", "httpx (>=0.24.1)"]
 doq = ["aioquic (>=0.9.20)"]
 idna = ["idna (>=2.1,<4.0)"]
 trio = ["trio (>=0.14,<0.23)"]
@@ -396,7 +389,6 @@ wmi = ["wmi (>=1.5.1,<2.0.0)"]
 name = "ecdsa"
 version = "0.18.0"
 description = "ECDSA cryptographic signature library (pure python)"
-category = "main"
 optional = false
 python-versions = ">=2.6, !=3.0.*, !=3.1.*, !=3.2.*"
 files = [
@@ -415,7 +407,6 @@ gmpy2 = ["gmpy2"]
 name = "exceptiongroup"
 version = "1.1.2"
 description = "Backport of PEP 654 (exception groups)"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -430,7 +421,6 @@ test = ["pytest (>=6)"]
 name = "fastapi"
 version = "0.95.2"
 description = "FastAPI framework, high performance, easy to learn, fast to code, ready for production"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -452,7 +442,6 @@ test = ["anyio[trio] (>=3.2.1,<4.0.0)", "black (==23.1.0)", "coverage[toml] (>=6
 name = "fastjsonschema"
 version = "2.18.0"
 description = "Fastest Python implementation of JSON schema"
-category = "main"
 optional = false
 python-versions = "*"
 files = [
@@ -467,7 +456,6 @@ devel = ["colorama", "json-spec", "jsonschema", "pylint", "pytest", "pytest-benc
 name = "frozenlist"
 version = "1.4.0"
 description = "A list-like structure which implements collections.abc.MutableSequence"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -538,7 +526,6 @@ files = [
 name = "h11"
 version = "0.14.0"
 description = "A pure-Python, bring-your-own-I/O implementation of HTTP/1.1"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -550,7 +537,6 @@ files = [
 name = "html5lib"
 version = "1.1"
 description = "HTML parser based on the WHATWG HTML specification"
-category = "main"
 optional = false
 python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*"
 files = [
@@ -568,33 +554,10 @@ chardet = ["chardet (>=2.2)"]
 genshi = ["genshi"]
 lxml = ["lxml"]
 
-[[package]]
-name = "httpcore"
-version = "0.17.3"
-description = "A minimal low-level HTTP client."
-category = "main"
-optional = false
-python-versions = ">=3.7"
-files = [
-    {file = "httpcore-0.17.3-py3-none-any.whl", hash = "sha256:c2789b767ddddfa2a5782e3199b2b7f6894540b17b16ec26b2c4d8e103510b87"},
-    {file = "httpcore-0.17.3.tar.gz", hash = "sha256:a6f30213335e34c1ade7be6ec7c47f19f50c56db36abef1a9dfa3815b1cb3888"},
-]
-
-[package.dependencies]
-anyio = ">=3.0,<5.0"
-certifi = "*"
-h11 = ">=0.13,<0.15"
-sniffio = ">=1.0.0,<2.0.0"
-
-[package.extras]
-http2 = ["h2 (>=3,<5)"]
-socks = ["socksio (>=1.0.0,<2.0.0)"]
-
 [[package]]
 name = "idna"
 version = "3.4"
 description = "Internationalized Domain Names in Applications (IDNA)"
-category = "main"
 optional = false
 python-versions = ">=3.5"
 files = [
@@ -604,14 +567,13 @@ files = [
 
 [[package]]
 name = "importlib-resources"
-version = "6.0.0"
+version = "6.0.1"
 description = "Read resources from Python packages"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
-    {file = "importlib_resources-6.0.0-py3-none-any.whl", hash = "sha256:d952faee11004c045f785bb5636e8f885bed30dc3c940d5d42798a2a4541c185"},
-    {file = "importlib_resources-6.0.0.tar.gz", hash = "sha256:4cf94875a8368bd89531a756df9a9ebe1f150e0f885030b461237bc7f2d905f2"},
+    {file = "importlib_resources-6.0.1-py3-none-any.whl", hash = "sha256:134832a506243891221b88b4ae1213327eea96ceb4e407a00d790bb0626f45cf"},
+    {file = "importlib_resources-6.0.1.tar.gz", hash = "sha256:4359457e42708462b9626a04657c6208ad799ceb41e5c58c57ffa0e6a098a5d4"},
 ]
 
 [package.dependencies]
@@ -621,16 +583,26 @@ zipp = {version = ">=3.1.0", markers = "python_version < \"3.10\""}
 docs = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"]
 testing = ["pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-mypy (>=0.9.1)", "pytest-ruff"]
 
+[[package]]
+name = "iniconfig"
+version = "2.0.0"
+description = "brain-dead simple config-ini parsing"
+optional = false
+python-versions = ">=3.7"
+files = [
+    {file = "iniconfig-2.0.0-py3-none-any.whl", hash = "sha256:b6a85871a79d2e3b22d2d1b94ac2824226a63c6b741c88f7ae975f18b6778374"},
+    {file = "iniconfig-2.0.0.tar.gz", hash = "sha256:2d91e135bf72d31a410b17c16da610a82cb55f6b0477d1a902134b24a455b8b3"},
+]
+
 [[package]]
 name = "jsonschema"
-version = "4.18.4"
+version = "4.19.0"
 description = "An implementation of JSON Schema validation for Python"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
-    {file = "jsonschema-4.18.4-py3-none-any.whl", hash = "sha256:971be834317c22daaa9132340a51c01b50910724082c2c1a2ac87eeec153a3fe"},
-    {file = "jsonschema-4.18.4.tar.gz", hash = "sha256:fb3642735399fa958c0d2aad7057901554596c63349f4f6b283c493cf692a25d"},
+    {file = "jsonschema-4.19.0-py3-none-any.whl", hash = "sha256:043dc26a3845ff09d20e4420d6012a9c91c9aa8999fa184e7efcfeccb41e32cb"},
+    {file = "jsonschema-4.19.0.tar.gz", hash = "sha256:6e1e7569ac13be8139b2dd2c21a55d350066ee3f80df06c608b398cdc6f30e8f"},
 ]
 
 [package.dependencies]
@@ -649,7 +621,6 @@ format-nongpl = ["fqdn", "idna", "isoduration", "jsonpointer (>1.13)", "rfc3339-
 name = "jsonschema-specifications"
 version = "2023.7.1"
 description = "The JSON Schema meta-schemas and vocabularies, exposed as a Registry"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -665,7 +636,6 @@ referencing = ">=0.28.0"
 name = "jupyter-core"
 version = "5.3.1"
 description = "Jupyter core package. A base package on which Jupyter projects rely."
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -686,7 +656,6 @@ test = ["ipykernel", "pre-commit", "pytest", "pytest-cov", "pytest-timeout"]
 name = "lxml"
 version = "4.9.3"
 description = "Powerful and Pythonic XML processing library combining libxml2/libxslt with the ElementTree API."
-category = "main"
 optional = false
 python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, != 3.4.*"
 files = [
@@ -794,7 +763,6 @@ source = ["Cython (>=0.29.35)"]
 name = "monotonic"
 version = "1.6"
 description = "An implementation of time.monotonic() for Python 2 & < 3.3"
-category = "main"
 optional = false
 python-versions = "*"
 files = [
@@ -806,7 +774,6 @@ files = [
 name = "multidict"
 version = "6.0.4"
 description = "multidict implementation"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -888,14 +855,13 @@ files = [
 
 [[package]]
 name = "nbformat"
-version = "5.9.1"
+version = "5.9.2"
 description = "The Jupyter Notebook format"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
-    {file = "nbformat-5.9.1-py3-none-any.whl", hash = "sha256:b7968ebf4811178a4108ee837eae1442e3f054132100f0359219e9ed1ce3ca45"},
-    {file = "nbformat-5.9.1.tar.gz", hash = "sha256:3a7f52d040639cbd8a3890218c8b0ffb93211588c57446c90095e32ba5881b5d"},
+    {file = "nbformat-5.9.2-py3-none-any.whl", hash = "sha256:1c5172d786a41b82bcfd0c23f9e6b6f072e8fb49c39250219e4acfff1efe89e9"},
+    {file = "nbformat-5.9.2.tar.gz", hash = "sha256:5f98b5ba1997dff175e77e0c17d5c10a96eaed2cbd1de3533d1fc35d5e111192"},
 ]
 
 [package.dependencies]
@@ -912,7 +878,6 @@ test = ["pep440", "pre-commit", "pytest", "testpath"]
 name = "numpy"
 version = "1.24.4"
 description = "Fundamental package for array computing in Python"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -948,44 +913,42 @@ files = [
 
 [[package]]
 name = "numpy"
-version = "1.25.1"
+version = "1.25.2"
 description = "Fundamental package for array computing in Python"
-category = "main"
 optional = false
 python-versions = ">=3.9"
 files = [
-    {file = "numpy-1.25.1-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:77d339465dff3eb33c701430bcb9c325b60354698340229e1dff97745e6b3efa"},
-    {file = "numpy-1.25.1-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:d736b75c3f2cb96843a5c7f8d8ccc414768d34b0a75f466c05f3a739b406f10b"},
-    {file = "numpy-1.25.1-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:4a90725800caeaa160732d6b31f3f843ebd45d6b5f3eec9e8cc287e30f2805bf"},
-    {file = "numpy-1.25.1-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:6c6c9261d21e617c6dc5eacba35cb68ec36bb72adcff0dee63f8fbc899362588"},
-    {file = "numpy-1.25.1-cp310-cp310-musllinux_1_1_x86_64.whl", hash = "sha256:0def91f8af6ec4bb94c370e38c575855bf1d0be8a8fbfba42ef9c073faf2cf19"},
-    {file = "numpy-1.25.1-cp310-cp310-win32.whl", hash = "sha256:fd67b306320dcadea700a8f79b9e671e607f8696e98ec255915c0c6d6b818503"},
-    {file = "numpy-1.25.1-cp310-cp310-win_amd64.whl", hash = "sha256:c1516db588987450b85595586605742879e50dcce923e8973f79529651545b57"},
-    {file = "numpy-1.25.1-cp311-cp311-macosx_10_9_x86_64.whl", hash = "sha256:6b82655dd8efeea69dbf85d00fca40013d7f503212bc5259056244961268b66e"},
-    {file = "numpy-1.25.1-cp311-cp311-macosx_11_0_arm64.whl", hash = "sha256:e8f6049c4878cb16960fbbfb22105e49d13d752d4d8371b55110941fb3b17800"},
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 ]
 
 [[package]]
 name = "openbb-benzinga"
 version = "0.1.1"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1002,9 +965,8 @@ url = "providers/benzinga"
 name = "openbb-charting"
 version = "0.1.0"
 description = "Charting extension for OpenBB SDK"
-category = "main"
 optional = false
-python-versions = ">=3.8,<3.12"  # scipy forces python <4.0 explicitly
+python-versions = ">=3.8,<3.12"
 files = []
 develop = false
 
@@ -1029,7 +991,6 @@ url = "extensions/charting"
 name = "openbb-core"
 version = "0.2.0"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1060,7 +1021,6 @@ url = "sdk/core"
 name = "openbb-crypto"
 version = "0.1.1"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1077,7 +1037,6 @@ url = "extensions/crypto"
 name = "openbb-economy"
 version = "0.1.1"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1094,7 +1053,6 @@ url = "extensions/economy"
 name = "openbb-fixedincome"
 version = "0.1.1"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1111,7 +1069,6 @@ url = "extensions/fixedincome"
 name = "openbb-fmp"
 version = "0.1.1"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1128,7 +1085,6 @@ url = "providers/fmp"
 name = "openbb-forex"
 version = "0.1.1"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1145,7 +1101,6 @@ url = "extensions/forex"
 name = "openbb-fred"
 version = "0.1.1"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1162,7 +1117,6 @@ url = "providers/fred"
 name = "openbb-news"
 version = "0.1.1"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1179,7 +1133,6 @@ url = "extensions/news"
 name = "openbb-polygon"
 version = "0.1.1"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1196,7 +1149,6 @@ url = "providers/polygon"
 name = "openbb-provider"
 version = "0.2.0"
 description = ""
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1215,7 +1167,6 @@ url = "sdk/provider"
 name = "openbb-stocks"
 version = "0.1.0"
 description = "Stocks extension for OpenBB SDK"
-category = "main"
 optional = false
 python-versions = "^3.8"
 files = []
@@ -1228,11 +1179,26 @@ openbb-core = {path = "../../sdk/core"}
 type = "directory"
 url = "extensions/stocks"
 
+[[package]]
+name = "openbb-yfinance"
+version = "0.1.1"
+description = ""
+optional = false
+python-versions = "^3.8"
+files = []
+develop = false
+
+[package.dependencies]
+openbb-provider = {path = "../../sdk/provider"}
+
+[package.source]
+type = "directory"
+url = "providers/yfinance"
+
 [[package]]
 name = "packaging"
 version = "23.1"
 description = "Core utilities for Python packages"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -1244,7 +1210,6 @@ files = [
 name = "pandas"
 version = "2.0.3"
 description = "Powerful data structures for data analysis, time series, and statistics"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -1312,7 +1277,6 @@ xml = ["lxml (>=4.6.3)"]
 name = "pandas-ta"
 version = "0.3.14b"
 description = "An easy to use Python 3 Pandas Extension with 130+ Technical Analysis Indicators. Can be called from a Pandas DataFrame or standalone like TA-Lib. Correlation tested with TA-Lib."
-category = "main"
 optional = false
 python-versions = "*"
 files = [
@@ -1330,7 +1294,6 @@ test = ["ta-lib"]
 name = "passlib"
 version = "1.7.4"
 description = "comprehensive password hashing framework supporting over 30 schemes"
-category = "main"
 optional = false
 python-versions = "*"
 files = [
@@ -1348,7 +1311,6 @@ totp = ["cryptography"]
 name = "patsy"
 version = "0.5.3"
 description = "A Python package for describing statistical models and for building design matrices."
-category = "main"
 optional = false
 python-versions = "*"
 files = [
@@ -1367,7 +1329,6 @@ test = ["pytest", "pytest-cov", "scipy"]
 name = "pillow"
 version = "10.0.0"
 description = "Python Imaging Library (Fork)"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -1437,7 +1398,6 @@ tests = ["check-manifest", "coverage", "defusedxml", "markdown2", "olefile", "pa
 name = "pkgutil-resolve-name"
 version = "1.3.10"
 description = "Resolve a name to an object."
-category = "main"
 optional = false
 python-versions = ">=3.6"
 files = [
@@ -1447,25 +1407,23 @@ files = [
 
 [[package]]
 name = "platformdirs"
-version = "3.9.1"
+version = "3.10.0"
 description = "A small Python package for determining appropriate platform-specific dirs, e.g. a \"user data dir\"."
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
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+    {file = "platformdirs-3.10.0.tar.gz", hash = "sha256:b45696dab2d7cc691a3226759c0d3b00c47c8b6e293d96f6436f733303f77f6d"},
 ]
 
 [package.extras]
-docs = ["furo (>=2023.5.20)", "proselint (>=0.13)", "sphinx (>=7.0.1)", "sphinx-autodoc-typehints (>=1.23,!=1.23.4)"]
-test = ["appdirs (==1.4.4)", "covdefaults (>=2.3)", "pytest (>=7.3.1)", "pytest-cov (>=4.1)", "pytest-mock (>=3.10)"]
+docs = ["furo (>=2023.7.26)", "proselint (>=0.13)", "sphinx (>=7.1.1)", "sphinx-autodoc-typehints (>=1.24)"]
+test = ["appdirs (==1.4.4)", "covdefaults (>=2.3)", "pytest (>=7.4)", "pytest-cov (>=4.1)", "pytest-mock (>=3.11.1)"]
 
 [[package]]
 name = "plotly"
 version = "5.15.0"
 description = "An open-source, interactive data visualization library for Python"
-category = "main"
 optional = false
 python-versions = ">=3.6"
 files = [
@@ -1477,11 +1435,25 @@ files = [
 packaging = "*"
 tenacity = ">=6.2.0"
 
+[[package]]
+name = "pluggy"
+version = "1.2.0"
+description = "plugin and hook calling mechanisms for python"
+optional = false
+python-versions = ">=3.7"
+files = [
+    {file = "pluggy-1.2.0-py3-none-any.whl", hash = "sha256:c2fd55a7d7a3863cba1a013e4e2414658b1d07b6bc57b3919e0c63c9abb99849"},
+    {file = "pluggy-1.2.0.tar.gz", hash = "sha256:d12f0c4b579b15f5e054301bb226ee85eeeba08ffec228092f8defbaa3a4c4b3"},
+]
+
+[package.extras]
+dev = ["pre-commit", "tox"]
+testing = ["pytest", "pytest-benchmark"]
+
 [[package]]
 name = "posthog"
 version = "3.0.1"
 description = "Integrate PostHog into any python application."
-category = "main"
 optional = false
 python-versions = "*"
 files = [
@@ -1501,11 +1473,21 @@ dev = ["black", "flake8", "flake8-print", "isort", "pre-commit"]
 sentry = ["django", "sentry-sdk"]
 test = ["coverage", "flake8", "freezegun (==0.3.15)", "mock (>=2.0.0)", "pylint", "pytest"]
 
+[[package]]
+name = "py"
+version = "1.11.0"
+description = "library with cross-python path, ini-parsing, io, code, log facilities"
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*"
+files = [
+    {file = "py-1.11.0-py2.py3-none-any.whl", hash = "sha256:607c53218732647dff4acdfcd50cb62615cedf612e72d1724fb1a0cc6405b378"},
+    {file = "py-1.11.0.tar.gz", hash = "sha256:51c75c4126074b472f746a24399ad32f6053d1b34b68d2fa41e558e6f4a98719"},
+]
+
 [[package]]
 name = "pyasn1"
 version = "0.5.0"
 description = "Pure-Python implementation of ASN.1 types and DER/BER/CER codecs (X.208)"
-category = "main"
 optional = false
 python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,>=2.7"
 files = [
@@ -1515,48 +1497,47 @@ files = [
 
 [[package]]
 name = "pydantic"
-version = "1.10.11"
+version = "1.10.12"
 description = "Data validation and settings management using python type hints"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
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 ]
 
 [package.dependencies]
@@ -1571,7 +1552,6 @@ email = ["email-validator (>=1.0.3)"]
 name = "pymongo"
 version = "4.4.1"
 description = "Python driver for MongoDB <http://www.mongodb.org>"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -1662,11 +1642,34 @@ ocsp = ["certifi", "pyopenssl (>=17.2.0)", "requests (<3.0.0)", "service-identit
 snappy = ["python-snappy"]
 zstd = ["zstandard"]
 
+[[package]]
+name = "pytest"
+version = "6.2.5"
+description = "pytest: simple powerful testing with Python"
+optional = false
+python-versions = ">=3.6"
+files = [
+    {file = "pytest-6.2.5-py3-none-any.whl", hash = "sha256:7310f8d27bc79ced999e760ca304d69f6ba6c6649c0b60fb0e04a4a77cacc134"},
+    {file = "pytest-6.2.5.tar.gz", hash = "sha256:131b36680866a76e6781d13f101efb86cf674ebb9762eb70d3082b6f29889e89"},
+]
+
+[package.dependencies]
+atomicwrites = {version = ">=1.0", markers = "sys_platform == \"win32\""}
+attrs = ">=19.2.0"
+colorama = {version = "*", markers = "sys_platform == \"win32\""}
+iniconfig = "*"
+packaging = "*"
+pluggy = ">=0.12,<2.0"
+py = ">=1.8.2"
+toml = "*"
+
+[package.extras]
+testing = ["argcomplete", "hypothesis (>=3.56)", "mock", "nose", "requests", "xmlschema"]
+
 [[package]]
 name = "python-dateutil"
 version = "2.8.2"
 description = "Extensions to the standard Python datetime module"
-category = "main"
 optional = false
 python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,>=2.7"
 files = [
@@ -1681,7 +1684,6 @@ six = ">=1.5"
 name = "python-dotenv"
 version = "1.0.0"
 description = "Read key-value pairs from a .env file and set them as environment variables"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -1696,7 +1698,6 @@ cli = ["click (>=5.0)"]
 name = "python-jose"
 version = "3.3.0"
 description = "JOSE implementation in Python"
-category = "main"
 optional = false
 python-versions = "*"
 files = [
@@ -1718,7 +1719,6 @@ pycryptodome = ["pyasn1", "pycryptodome (>=3.3.1,<4.0.0)"]
 name = "python-multipart"
 version = "0.0.6"
 description = "A streaming multipart parser for Python"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -1733,7 +1733,6 @@ dev = ["atomicwrites (==1.2.1)", "attrs (==19.2.0)", "coverage (==6.5.0)", "hatc
 name = "pytz"
 version = "2023.3"
 description = "World timezone definitions, modern and historical"
-category = "main"
 optional = false
 python-versions = "*"
 files = [
@@ -1745,7 +1744,6 @@ files = [
 name = "pywin32"
 version = "306"
 description = "Python for Window Extensions"
-category = "main"
 optional = false
 python-versions = "*"
 files = [
@@ -1769,7 +1767,6 @@ files = [
 name = "pywry"
 version = "0.5.13"
 description = ""
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -1796,14 +1793,13 @@ dev = ["auditwheel", "wheel"]
 
 [[package]]
 name = "referencing"
-version = "0.30.0"
+version = "0.30.2"
 description = "JSON Referencing + Python"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
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+    {file = "referencing-0.30.2.tar.gz", hash = "sha256:794ad8003c65938edcdbc027f1933215e0d0ccc0291e3ce20a4d87432b59efc0"},
 ]
 
 [package.dependencies]
@@ -1814,7 +1810,6 @@ rpds-py = ">=0.7.0"
 name = "reportlab"
 version = "4.0.4"
 description = "The Reportlab Toolkit"
-category = "main"
 optional = false
 python-versions = ">=3.7,<4"
 files = [
@@ -1834,7 +1829,6 @@ renderpm = ["rl-renderPM (>=4.0.3,<4.1)"]
 name = "requests"
 version = "2.31.0"
 description = "Python HTTP for Humans."
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -1856,7 +1850,6 @@ use-chardet-on-py3 = ["chardet (>=3.0.2,<6)"]
 name = "rpds-py"
 version = "0.9.2"
 description = "Python bindings to Rust's persistent data structures (rpds)"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -1963,7 +1956,6 @@ files = [
 name = "rsa"
 version = "4.9"
 description = "Pure-Python RSA implementation"
-category = "main"
 optional = false
 python-versions = ">=3.6,<4"
 files = [
@@ -1978,7 +1970,6 @@ pyasn1 = ">=0.1.3"
 name = "scipy"
 version = "1.10.1"
 description = "Fundamental algorithms for scientific computing in Python"
-category = "main"
 optional = false
 python-versions = "<3.12,>=3.8"
 files = [
@@ -2017,7 +2008,6 @@ test = ["asv", "gmpy2", "mpmath", "pooch", "pytest", "pytest-cov", "pytest-timeo
 name = "setproctitle"
 version = "1.3.2"
 description = "A Python module to customize the process title"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2102,7 +2092,6 @@ test = ["pytest"]
 name = "six"
 version = "1.16.0"
 description = "Python 2 and 3 compatibility utilities"
-category = "main"
 optional = false
 python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*"
 files = [
@@ -2114,7 +2103,6 @@ files = [
 name = "sniffio"
 version = "1.3.0"
 description = "Sniff out which async library your code is running under"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2126,7 +2114,6 @@ files = [
 name = "starlette"
 version = "0.27.0"
 description = "The little ASGI library that shines."
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2145,7 +2132,6 @@ full = ["httpx (>=0.22.0)", "itsdangerous", "jinja2", "python-multipart", "pyyam
 name = "statsmodels"
 version = "0.14.0"
 description = "Statistical computations and models for Python"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -2191,7 +2177,6 @@ docs = ["ipykernel", "jupyter-client", "matplotlib", "nbconvert", "nbformat", "n
 name = "svglib"
 version = "1.5.1"
 description = "A pure-Python library for reading and converting SVG"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2208,7 +2193,6 @@ tinycss2 = ">=0.6.0"
 name = "tenacity"
 version = "8.2.2"
 description = "Retry code until it succeeds"
-category = "main"
 optional = false
 python-versions = ">=3.6"
 files = [
@@ -2223,7 +2207,6 @@ doc = ["reno", "sphinx", "tornado (>=4.5)"]
 name = "tinycss2"
 version = "1.2.1"
 description = "A tiny CSS parser"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2238,11 +2221,21 @@ webencodings = ">=0.4"
 doc = ["sphinx", "sphinx_rtd_theme"]
 test = ["flake8", "isort", "pytest"]
 
+[[package]]
+name = "toml"
+version = "0.10.2"
+description = "Python Library for Tom's Obvious, Minimal Language"
+optional = false
+python-versions = ">=2.6, !=3.0.*, !=3.1.*, !=3.2.*"
+files = [
+    {file = "toml-0.10.2-py2.py3-none-any.whl", hash = "sha256:806143ae5bfb6a3c6e736a764057db0e6a0e05e338b5630894a5f779cabb4f9b"},
+    {file = "toml-0.10.2.tar.gz", hash = "sha256:b3bda1d108d5dd99f4a20d24d9c348e91c4db7ab1b749200bded2f839ccbe68f"},
+]
+
 [[package]]
 name = "traitlets"
 version = "5.9.0"
 description = "Traitlets Python configuration system"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2258,7 +2251,6 @@ test = ["argcomplete (>=2.0)", "pre-commit", "pytest", "pytest-mock"]
 name = "typing-extensions"
 version = "4.7.1"
 description = "Backported and Experimental Type Hints for Python 3.7+"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2270,7 +2262,6 @@ files = [
 name = "tzdata"
 version = "2023.3"
 description = "Provider of IANA time zone data"
-category = "main"
 optional = false
 python-versions = ">=2"
 files = [
@@ -2282,7 +2273,6 @@ files = [
 name = "urllib3"
 version = "1.26.16"
 description = "HTTP library with thread-safe connection pooling, file post, and more."
-category = "main"
 optional = false
 python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*"
 files = [
@@ -2299,7 +2289,6 @@ socks = ["PySocks (>=1.5.6,!=1.5.7,<2.0)"]
 name = "uuid7"
 version = "0.1.0"
 description = "UUID version 7, generating time-sorted UUIDs with 200ns time resolution and 48 bits of randomness"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2311,7 +2300,6 @@ files = [
 name = "uvicorn"
 version = "0.20.0"
 description = "The lightning-fast ASGI server."
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2330,7 +2318,6 @@ standard = ["colorama (>=0.4)", "httptools (>=0.5.0)", "python-dotenv (>=0.13)",
 name = "webencodings"
 version = "0.5.1"
 description = "Character encoding aliases for legacy web content"
-category = "main"
 optional = false
 python-versions = "*"
 files = [
@@ -2342,7 +2329,6 @@ files = [
 name = "websockets"
 version = "10.4"
 description = "An implementation of the WebSocket Protocol (RFC 6455 & 7692)"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2421,7 +2407,6 @@ files = [
 name = "yarl"
 version = "1.9.2"
 description = "Yet another URL library"
-category = "main"
 optional = false
 python-versions = ">=3.7"
 files = [
@@ -2509,7 +2494,6 @@ multidict = ">=4.0"
 name = "zipp"
 version = "3.16.2"
 description = "Backport of pathlib-compatible object wrapper for zip files"
-category = "main"
 optional = false
 python-versions = ">=3.8"
 files = [
@@ -2524,4 +2508,4 @@ testing = ["big-O", "jaraco.functools", "jaraco.itertools", "more-itertools", "p
 [metadata]
 lock-version = "2.0"
 python-versions = ">=3.8,<3.12"
-content-hash = "2fcad28b96b1bff28287f2db683226b75e7d347c570fd56a3b2f193bbb7b0dab"
+content-hash = "bde8c6323f63b941db0d777b634bf835aad0c8c016a23b132b3dfd4b492d3a3f"
diff --git a/openbb_sdk/providers/cboe/README.md b/openbb_sdk/providers/cboe/README.md
new file mode 100644
index 00000000000..003b13b5218
--- /dev/null
+++ b/openbb_sdk/providers/cboe/README.md
@@ -0,0 +1,12 @@
+# OpenBB CBOE Provider
+
+This extension integrates the CBOE (Chicago Board Options Exchange) data provider
+into the OpenBB SDK.
+
+## Installation
+
+To install the extension, run the following command in this folder:
+
+```bash
+pip install .
+```
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/__init__.py b/openbb_sdk/providers/cboe/openbb_cboe/__init__.py
new file mode 100644
index 00000000000..0e2877a5b59
--- /dev/null
+++ b/openbb_sdk/providers/cboe/openbb_cboe/__init__.py
@@ -0,0 +1,20 @@
+"""cboe provider module."""
+from openbb_provider.abstract.provider import Provider
+
+from openbb_cboe.models.options_chains import CboeOptionsChainsFetcher
+from openbb_cboe.models.stock_eod import CboeStockEODFetcher
+from openbb_cboe.models.stock_info import CboeStockInfoFetcher
+from openbb_cboe.models.stock_search import CboeStockSearchFetcher
+
+cboe_provider = Provider(
+    name="cboe",
+    website="https://www.cboe.com/",
+    description="""Provider for CBOE.""",
+    required_credentials=None,
+    fetcher_dict={
+        "StockSearch": CboeStockSearchFetcher,
+        "OptionsChains": CboeOptionsChainsFetcher,
+        "StockEOD": CboeStockEODFetcher,
+        "StockInfo": CboeStockInfoFetcher,
+    },
+)
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/models/__init__.py b/openbb_sdk/providers/cboe/openbb_cboe/models/__init__.py
new file mode 100644
index 00000000000..e69de29bb2d
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/models/options_chains.py b/openbb_sdk/providers/cboe/openbb_cboe/models/options_chains.py
new file mode 100644
index 00000000000..3cdc6a5e63b
--- /dev/null
+++ b/openbb_sdk/providers/cboe/openbb_cboe/models/options_chains.py
@@ -0,0 +1,119 @@
+"""CBOE Options Chains fetcher."""
+
+# IMPORT STANDARD
+from datetime import datetime
+from typing import Any, Dict, List, Optional
+
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.models.options_chains import (
+    OptionsChainsData,
+    OptionsChainsQueryParams,
+)
+from pydantic import Field, validator
+
+from openbb_cboe.utils.helpers import get_chains
+
+
+class CboeOptionsChainsQueryParams(OptionsChainsQueryParams):
+    """CBOE Options Chains query.
+
+    Source: https://www.cboe.com/
+    """
+
+
+class CboeOptionsChainsData(OptionsChainsData):
+    """CBOE Options Chains Data."""
+
+    contractSymbol: str = Field(
+        description="The contract symbol for the option.",
+    )
+    dte: int = Field(
+        description="The days to expiration for the option.",
+    )
+    bidSize: int = Field(
+        description="The bid size for the option.",
+    )
+    askSize: int = Field(
+        description="The ask size for the option.",
+    )
+    impliedVolatility: float = Field(
+        description="The implied volatility of the option.",
+    )
+    delta: float = Field(
+        description="The delta of the option.",
+    )
+    gamma: float = Field(
+        description="The gamma of the option.",
+    )
+    theta: float = Field(
+        description="The theta of the option.",
+    )
+    rho: float = Field(
+        description="The rho of the option.",
+    )
+    vega: float = Field(
+        description="The vega of the option.",
+    )
+    theoretical: float = Field(
+        description="The theoretical value of the option.",
+    )
+    open: float = Field(
+        description="The opening price of the option.",
+    )
+    high: float = Field(
+        description="The high price of the option.",
+    )
+    low: float = Field(
+        description="The low price of the option.",
+    )
+    lastTradePrice: float = Field(
+        description="The last trade price of the option.",
+    )
+    tick: str = Field(
+        description="Whether the last tick was up or down in price.",
+    )
+    previousClose: float = Field(
+        description="The previous closing price of the option.",
+    )
+    change: float = Field(
+        description="The change in  price of the option.",
+    )
+    changePercent: float = Field(
+        description="The change, in percent, of the option.",
+    )
+    lastTradeTimestamp: datetime = Field(
+        description="The last trade timestamp of the option.",
+    )
+
+    @validator("expiration", pre=True, check_fields=False)
+    def date_validate(cls, v):  # pylint: disable=E0213
+        return datetime.strptime(v, "%Y-%m-%d")
+
+
+class CboeOptionsChainsFetcher(
+    Fetcher[
+        CboeOptionsChainsQueryParams,
+        CboeOptionsChainsData,
+    ]
+):
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> CboeOptionsChainsQueryParams:
+        return CboeOptionsChainsQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: CboeOptionsChainsQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[CboeOptionsChainsData]:
+        data = get_chains(query.symbol).to_dict("records")
+
+        data_ = {}
+        data_.update({"results": data})
+        return [CboeOptionsChainsData.parse_obj(d) for d in data_.get("results", [])]
+
+    @staticmethod
+    def transform_data(
+        data: List[CboeOptionsChainsData],
+    ) -> List[CboeOptionsChainsData]:
+        return data
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/models/stock_eod.py b/openbb_sdk/providers/cboe/openbb_cboe/models/stock_eod.py
new file mode 100644
index 00000000000..1230332000c
--- /dev/null
+++ b/openbb_sdk/providers/cboe/openbb_cboe/models/stock_eod.py
@@ -0,0 +1,60 @@
+"""CBOE Stock EOD fetcher."""
+
+# IMPORT STANDARD
+from datetime import datetime, timedelta
+from typing import Any, Dict, List, Optional
+
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.models.stock_eod import StockEODData, StockEODQueryParams
+from pydantic import validator
+
+from openbb_cboe.utils.helpers import get_eod_prices
+
+
+class CboeStockEODQueryParams(StockEODQueryParams):
+    """CBOE Stock end of day query.
+
+    Source: https://www.cboe.com/
+    """
+
+
+class CboeStockEODData(StockEODData):
+    """CBOE  stocks  end of day Data."""
+
+    @validator("date", pre=True, check_fields=False)
+    def date_validate(cls, v):  # pylint: disable=E0213
+        return datetime.strptime(v, "%Y-%m-%d")
+
+
+class CboeStockEODFetcher(
+    Fetcher[
+        CboeStockEODQueryParams,
+        CboeStockEODData,
+    ]
+):
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> CboeStockEODQueryParams:
+        now = datetime.now()
+        transformed_params = params
+        if params.get("start_date") is None:
+            transformed_params["start_date"] = now - timedelta(days=50000)
+        if params.get("end_date") is None:
+            transformed_params["end_date"] = now
+        return CboeStockEODQueryParams(**transformed_params)
+
+    @staticmethod
+    def extract_data(
+        query: CboeStockEODQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[CboeStockEODData]:
+        data = get_eod_prices(query.symbol, query.start_date, query.end_date).to_dict(
+            "records"
+        )
+        data_ = {}
+        data_.update({"results": data})
+        return [CboeStockEODData.parse_obj(d) for d in data_.get("results", [])]
+
+    @staticmethod
+    def transform_data(data: List[CboeStockEODData]) -> List[CboeStockEODData]:
+        return data
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/models/stock_info.py b/openbb_sdk/providers/cboe/openbb_cboe/models/stock_info.py
new file mode 100644
index 00000000000..4236ea68626
--- /dev/null
+++ b/openbb_sdk/providers/cboe/openbb_cboe/models/stock_info.py
@@ -0,0 +1,101 @@
+"""CBOE Stock Info fetcher."""
+
+# IMPORT STANDARD
+from datetime import datetime
+from typing import Any, Dict, List, Optional
+
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.models.stock_info import StockInfoData, StockInfoQueryParams
+from pydantic import Field, validator
+
+from openbb_cboe.utils.helpers import get_info
+
+
+class CboeStockInfoQueryParams(StockInfoQueryParams):
+    """CBOE Company Search query.
+
+    Source: https://www.cboe.com/
+    """
+
+
+class CboeStockInfoData(StockInfoData):
+    """CBOE Company Search Data."""
+
+    type: Optional[str] = Field(description="The type of asset.")
+    tick: Optional[str] = Field(
+        description="Whether the last sale was an up or down tick."
+    )
+    bid: Optional[float] = Field(description="The current bid price.")
+    bid_size: Optional[float] = Field(description="The bid lot size.")
+    ask: Optional[float] = Field(description="The current ask price.")
+    ask_size: Optional[float] = Field(description="The ask lot size.")
+    volume: Optional[float] = Field(
+        description="The stock volume for the current trading day."
+    )
+    iv_thirty: Optional[float] = Field(
+        description="The 30-day implied volatility of the stock."
+    )
+    iv_thirty_change: Optional[float] = Field(
+        description="The change in 30-day implied volatility of the stock."
+    )
+    last_trade_timestamp: Optional[datetime] = Field(
+        description="The last trade timestamp for the stock."
+    )
+    iv_thirty_one_year_high: Optional[float] = Field(
+        description="The 1-year high of implied volatility."
+    )
+    hv_thirty_one_year_high: Optional[float] = Field(
+        description="The 1-year high of realized volatility."
+    )
+    iv_thirty_one_year_low: Optional[float] = Field(
+        description="The 1-year low of implied volatility."
+    )
+    hv_thirty_one_year_low: Optional[float] = Field(
+        description="The 1-year low of realized volatility."
+    )
+    iv_sixty_one_year_high: Optional[float] = Field(
+        description="The 60-day high of implied volatility."
+    )
+    hv_sixty_one_year_high: Optional[float] = Field(
+        description="The 60-day high of realized volatility."
+    )
+    iv_sixty_one_year_low: Optional[float] = Field(
+        description="The 60-day low of implied volatility."
+    )
+    hv_sixty_one_year_low: Optional[float] = Field(
+        description="The 60-day low of realized volatility."
+    )
+    iv_ninety_one_year_high: Optional[float] = Field(
+        description="The 90-day high of implied volatility."
+    )
+    hv_ninety_one_year_high: Optional[float] = Field(
+        description="The 90-day high of realized volatility."
+    )
+
+    @validator("symbol", pre=True, check_fields=False)
+    def name_validate(cls, v):  # pylint: disable=E0213
+        return v.upper()
+
+
+class CboeStockInfoFetcher(
+    Fetcher[
+        CboeStockInfoQueryParams,
+        CboeStockInfoData,
+    ]
+):
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> CboeStockInfoQueryParams:
+        return CboeStockInfoQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: CboeStockInfoQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[CboeStockInfoData]:
+        data = get_info(query.symbol).to_dict()
+        return CboeStockInfoData.parse_obj(data)
+
+    @staticmethod
+    def transform_data(data: List[CboeStockInfoData]) -> List[CboeStockInfoData]:
+        return data
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/models/stock_search.py b/openbb_sdk/providers/cboe/openbb_cboe/models/stock_search.py
new file mode 100644
index 00000000000..a15404be96c
--- /dev/null
+++ b/openbb_sdk/providers/cboe/openbb_cboe/models/stock_search.py
@@ -0,0 +1,68 @@
+"""CBOE Company Search fetcher."""
+
+# IMPORT STANDARD
+from typing import Any, Dict, List, Optional
+
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.models.stock_search import (
+    StockSearchData,
+    StockSearchQueryParams,
+)
+from pydantic import Field, validator
+
+from openbb_cboe.utils.helpers import stock_search
+
+
+class CboeStockSearchQueryParams(StockSearchQueryParams):
+    """CBOE Company Search query.
+
+    Source: https://www.cboe.com/
+    """
+
+
+class CboeStockSearchData(StockSearchData):
+    """CBOE Company Search Data."""
+
+    class Config:
+        fields = {
+            "name": "Company Name",
+            "symbol": "Symbol",
+        }
+
+    dpmName: Optional[str] = Field(
+        description="The name of the primary market maker.",
+        alias="DPM Name",
+    )
+    postStation: Optional[str] = Field(
+        description="The post and station location on the CBOE trading floor.",
+        alias="Post/Station",
+    )
+
+    @validator("symbol", pre=True, check_fields=False)
+    def name_validate(cls, v):  # pylint: disable=E0213
+        return v.upper()
+
+
+class CboeStockSearchFetcher(
+    Fetcher[
+        CboeStockSearchQueryParams,
+        CboeStockSearchData,
+    ]
+):
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> CboeStockSearchQueryParams:
+        return CboeStockSearchQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: CboeStockSearchQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[CboeStockSearchData]:
+        data = stock_search(query.query, ticker=query.ticker)
+
+        return [CboeStockSearchData.parse_obj(d) for d in data.get("results", [])]
+
+    @staticmethod
+    def transform_data(data: List[CboeStockSearchData]) -> List[CboeStockSearchData]:
+        return data
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/utils/__init__.py b/openbb_sdk/providers/cboe/openbb_cboe/utils/__init__.py
new file mode 100644
index 00000000000..e69de29bb2d
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/utils/cboe_companies.json b/openbb_sdk/providers/cboe/openbb_cboe/utils/cboe_companies.json
new file mode 100644
index 00000000000..5bd1075f48d
--- /dev/null
+++ b/openbb_sdk/providers/cboe/openbb_cboe/utils/cboe_companies.json
@@ -0,0 +1 @@
+{"Company Name":{"SVIX":"-1x Short VIX Futures ETF","FLWS":"1 800 FLOWERS COM INC CL A","VCXA":"10X CAP VENTURE ACQSTN CORP II COM CL A","TXG":"10X GENOMICS INC CL A COM","YQ":"17 ED & TECHNOLOGY GROUP INC ADS","TURN":"180 DEGREE CAP CORP COM NEW","ATNF":"180 LIFE SCIENCES CORP COM NEW","DIBS":"1STDIBS COM INC COM","XXII":"22ND CENTY GROUP INC COM NEW","ME":"23ANDME HOLDING CO CLASS A COM","TSVT":"2SEVENTY BIO INC COMMON STOCK","TWOU":"2U INC COM","BITX":"2x Bitcoin Strategy ETF","UVIX":"2x Long VIX Futures ETF ","DDD":"3-D SYS CORP DEL COM NEW","MMM":"3M CO COM","FDMT":"4D MOLECULAR THERAPEUTICS INC COM","FEAM":"5E ADVANCED MATERIALS INC COMMON STOCK","ETNB":"89BIO INC COM","EGHT":"8X8 INC NEW COM","NMTRQ":"9 METERS BIOPHARMA INC COM NEW","MASS":"908 DEVICES INC COM","AKA":"A K A BRANDS HLDG CORP COM","AMRK":"A-MARK PRECIOUS METALS INC COM","ATEN":"A10 NETWORKS INC COM","AAON":"AAON INC COM PAR $0.004","AIR":"AAR CORP COM","ABT":"ABBOTT LABS COM","ABBV":"ABBVIE INC COM","ABCM":"ABCAM 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\ No newline at end of file
diff --git a/openbb_sdk/providers/cboe/openbb_cboe/utils/helpers.py b/openbb_sdk/providers/cboe/openbb_cboe/utils/helpers.py
new file mode 100644
index 00000000000..f863f43b44d
--- /dev/null
+++ b/openbb_sdk/providers/cboe/openbb_cboe/utils/helpers.py
@@ -0,0 +1,702 @@
+"""CBOE Helpers Module"""
+
+import os
+from datetime import date, datetime, timedelta
+from pathlib import Path
+from typing import Optional, Tuple
+
+import numpy as np
+import pandas as pd
+import requests
+from requests import HTTPError
+
+TICKER_EXCEPTIONS = ["NDX", "RUT"]
+
+
+def get_user_agent() -> str:
+    """Get a not very random user agent."""
+    user_agent_strings = [
+        "Mozilla/5.0 (Macintosh; U; Intel Mac OS X 10.10; rv:86.1) Gecko/20100101 Firefox/86.1",
+        "Mozilla/5.0 (Windows NT 6.1; WOW64; rv:86.1) Gecko/20100101 Firefox/86.1",
+        "Mozilla/5.0 (Macintosh; Intel Mac OS X 10.10; rv:82.1) Gecko/20100101 Firefox/82.1",
+        "Mozilla/5.0 (Macintosh; Intel Mac OS X 10.13; rv:86.0) Gecko/20100101 Firefox/86.0",
+        "Mozilla/5.0 (Windows NT 10.0; WOW64; rv:86.0) Gecko/20100101 Firefox/86.0",
+        "Mozilla/5.0 (Macintosh; U; Intel Mac OS X 10.10; rv:83.0) Gecko/20100101 Firefox/83.0",
+        "Mozilla/5.0 (Windows NT 6.1; WOW64; rv:84.0) Gecko/20100101 Firefox/84.0",
+    ]
+
+    return np.random.choice(user_agent_strings)  # nosec
+
+
+def request(
+    url: str, method: str = "GET", timeout: int = 10, **kwargs
+) -> requests.Response:
+    """Abstract helper to make requests from a url with potential headers and params.
+
+    Parameters
+    ----------
+    url : str
+        Url to make the request to
+    method : str, optional
+        HTTP method to use.  Can be "GET" or "POST", by default "GET"
+
+    Returns
+    -------
+    requests.Response
+        Request response object
+
+    Raises
+    ------
+    ValueError
+        If invalid method is passed
+    """
+
+    # If there are headers, check if there is a user agent, if not add one.
+    # Some requests seem to work only with a specific user agent, so we want to be able to override it.
+    headers = kwargs.pop("headers", {})
+
+    if "User-Agent" not in headers:
+        headers["User-Agent"] = get_user_agent()
+    if method.upper() == "GET":
+        return requests.get(
+            url,
+            headers=headers,
+            timeout=timeout,
+            **kwargs,
+        )
+    if method.upper() == "POST":
+        return requests.post(
+            url,
+            headers=headers,
+            timeout=timeout,
+            **kwargs,
+        )
+    raise ValueError("Method must be GET or POST")
+
+
+def camel_to_snake(str):
+    """Convert camelCase to snake_case."""
+    return "".join(["_" + i.lower() if i.isupper() else i for i in str]).lstrip("_")
+
+
+def get_cboe_directory() -> pd.DataFrame:
+    """Gets the US Listings Directory for the CBOE.
+
+    Returns
+    -------
+    pd.DataFrame: CBOE_DIRECTORY
+        DataFrame of the CBOE listings directory
+    """
+    try:
+        CBOE_DIRECTORY: pd.DataFrame = pd.read_csv(
+            "https://www.cboe.com/us/options/symboldir/equity_index_options/?download=csv"
+        )
+        CBOE_DIRECTORY = CBOE_DIRECTORY.rename(
+            columns={
+                " Stock Symbol": "Symbol",
+                " DPM Name": "DPM Name",
+                " Post/Station": "Post/Station",
+            }
+        ).set_index("Symbol")
+        return CBOE_DIRECTORY
+    except HTTPError:
+        return pd.DataFrame()
+
+
+def get_cboe_index_directory() -> pd.DataFrame:
+    """Gets the US Listings Directory for the CBOE
+
+    Returns
+    -------
+    pd.DataFrame: CBOE_INDEXES
+    """
+    try:
+        r = request(
+            "https://cdn.cboe.com/api/global/us_indices/definitions/all_indices.json"
+        )
+
+        if r.status_code != 200:
+            raise HTTPError
+
+        CBOE_INDEXES = pd.DataFrame(r.json())
+
+        CBOE_INDEXES = CBOE_INDEXES.rename(
+            columns={
+                "calc_end_time": "Close Time",
+                "calc_start_time": "Open Time",
+                "currency": "Currency",
+                "description": "Description",
+                "display": "Display",
+                "featured": "Featured",
+                "featured_order": "Featured Order",
+                "index_symbol": "Ticker",
+                "mkt_data_delay": "Data Delay",
+                "name": "Name",
+                "tick_days": "Tick Days",
+                "tick_frequency": "Frequency",
+                "tick_period": "Period",
+                "time_zone": "Time Zone",
+            },
+        )
+
+        indices_order: list[str] = [
+            "Ticker",
+            "Name",
+            "Description",
+            "Currency",
+            "Tick Days",
+            "Frequency",
+            "Period",
+            "Time Zone",
+        ]
+
+        CBOE_INDEXES = pd.DataFrame(CBOE_INDEXES, columns=indices_order).set_index(
+            "Ticker"
+        )
+
+        return CBOE_INDEXES
+
+    except HTTPError:
+        return pd.DataFrame()
+
+
+INDEXES = get_cboe_index_directory().index.tolist()
+SYMBOLS = pd.DataFrame()
+try:
+    SYMBOLS = get_cboe_directory()
+except SYMBOLS.empty:
+    current_dir = os.path.dirname(os.path.realpath(__file__))
+    file = "cboe_companies.json"
+    SYMBOLS = pd.read_json(Path(current_dir, file))
+
+
+def stock_search(query: str, ticker: bool = False) -> dict:
+    """Search the CBOE company directory by name or ticker.
+    Parameters
+    -----------
+    query: str
+        The search query
+    ticker: bool
+        Whether to search by ticker. Default is False.
+
+    Returns
+    -------
+    dict
+        Dictionary of the results.
+    """
+    data = {}
+    symbols = SYMBOLS.copy() if not SYMBOLS.empty else get_cboe_directory()
+    symbols = symbols.reset_index()
+    target = "Company Name" if not ticker else "Symbol"
+    idx = symbols[target].str.contains(query, case=False)
+    result = symbols[idx].to_dict("records")
+    if len(result) > 0:
+        data.update({"results": result})
+        return data
+    print(f"No results found for: {query}.  Try another search query.")
+    return pd.DataFrame()
+
+
+def get_ticker_info(symbol: str) -> Tuple[pd.DataFrame, list[str]]:
+    """Gets basic info for the symbol and expiration dates
+
+    Parameters
+    ----------
+    symbol: str
+        The ticker to lookup
+
+    Returns
+    -------
+    Tuple: [pd.DataFrame, pd.Series]
+        ticker_details
+        ticker_expirations
+    """
+
+    stock = "stock"
+    index = "index"
+    symbol = symbol.upper()
+    new_ticker: str = ""
+    ticker_details = pd.DataFrame()
+    ticker_expirations: list = []
+    try:
+        if symbol in TICKER_EXCEPTIONS:
+            new_ticker = "^" + symbol
+        else:
+            if symbol not in INDEXES:
+                new_ticker = symbol
+
+            elif symbol in INDEXES:
+                new_ticker = "^" + symbol
+
+                # Gets the data to return, and if none returns empty Tuple #
+
+        symbol_info_url = (
+            "https://www.cboe.com/education/tools/trade-optimizer/symbol-info/?symbol="
+            f"{new_ticker}"
+        )
+
+        symbol_info = request(symbol_info_url)
+        symbol_info_json = pd.Series(symbol_info.json())
+
+        if symbol_info_json.success is False:
+            ticker_details = pd.DataFrame()
+            ticker_expirations = []
+            print("No data found for the symbol: " f"{symbol}" "")
+        else:
+            symbol_details = pd.Series(symbol_info_json["details"])
+            symbol_details = pd.DataFrame(symbol_details).transpose()
+            symbol_details = symbol_details.reset_index()
+            ticker_expirations = symbol_info_json["expirations"]
+
+            # Cleans columns depending on if the security type is a stock or an index
+
+            type_ = symbol_details.security_type
+
+            if stock[0] in type_[0]:
+                stock_details = symbol_details
+                ticker_details = pd.DataFrame(stock_details).rename(
+                    columns={
+                        "current_price": "price",
+                        "bid_size": "bidSize",
+                        "ask_size": "askSize",
+                        "iv30": "ivThirty",
+                        "prev_day_close": "previousClose",
+                        "price_change": "change",
+                        "price_change_percent": "changePercent",
+                        "iv30_change": "ivThirtyChange",
+                        "iv30_percent_change": "ivThirtyChangePercent",
+                        "last_trade_time": "lastTradeTimestamp",
+                        "exchange_id": "exchangeID",
+                        "tick": "tick",
+                        "security_type": "type",
+                    }
+                )
+                details_columns = [
+                    "symbol",
+                    "type",
+                    "tick",
+                    "bid",
+                    "bidSize",
+                    "askSize",
+                    "ask",
+                    "price",
+                    "open",
+                    "high",
+                    "low",
+                    "close",
+                    "volume",
+                    "previousClose",
+                    "change",
+                    "changePercent",
+                    "ivThirty",
+                    "ivThirtyChange",
+                    "ivThirtyChangePercent",
+                    "lastTradeTimestamp",
+                ]
+                ticker_details = (
+                    pd.DataFrame(ticker_details, columns=details_columns)
+                    .set_index(keys="symbol")
+                    .dropna(axis=1)
+                    .transpose()
+                )
+
+            if index[0] in type_[0]:
+                index_details = symbol_details
+                ticker_details = pd.DataFrame(index_details).rename(
+                    columns={
+                        "symbol": "symbol",
+                        "security_type": "type",
+                        "current_price": "price",
+                        "price_change": "change",
+                        "price_change_percent": "changePercent",
+                        "prev_day_close": "previousClose",
+                        "iv30": "ivThirty",
+                        "iv30_change": "ivThirtyChange",
+                        "iv30_change_percent": "ivThirtyChangePercent",
+                        "last_trade_time": "lastTradeTimestamp",
+                    }
+                )
+
+                index_columns = [
+                    "symbol",
+                    "type",
+                    "tick",
+                    "price",
+                    "open",
+                    "high",
+                    "low",
+                    "close",
+                    "previousClose",
+                    "change",
+                    "changePercent",
+                    "ivThirty",
+                    "ivThirtyChange",
+                    "ivThirtyChangePercent",
+                    "lastTradeTimestamp",
+                ]
+
+                ticker_details = (
+                    pd.DataFrame(ticker_details, columns=index_columns)
+                    .set_index(keys="symbol")
+                    .dropna(axis=1)
+                    .transpose()
+                ).rename(columns={f"{new_ticker}": f"{symbol}"})
+
+    except HTTPError:
+        print("There was an error with the request'\n")
+        ticker_details = pd.DataFrame()
+        ticker_expirations = list()
+        return ticker_details, ticker_expirations
+
+    return ticker_details, ticker_expirations
+
+
+def get_ticker_iv(symbol: str) -> pd.DataFrame:
+    """Gets annualized high/low historical and implied volatility over 30/60/90 day windows.
+
+    Parameters
+    ----------
+    symbol: str
+        The loaded ticker
+
+    Returns
+    -------
+    pd.DataFrame: ticker_iv
+    """
+
+    # Checks ticker to determine if ticker is an index or an exception that requires modifying the request's URLs
+
+    try:
+        if symbol in TICKER_EXCEPTIONS:
+            quotes_iv_url = (
+                "https://cdn.cboe.com/api/global/delayed_quotes/historical_data/_"
+                f"{symbol}"
+                ".json"
+            )
+        else:
+            if symbol not in INDEXES:
+                quotes_iv_url = (
+                    "https://cdn.cboe.com/api/global/delayed_quotes/historical_data/"
+                    f"{symbol}"
+                    ".json"
+                )
+
+            elif symbol in INDEXES:
+                quotes_iv_url = (
+                    "https://cdn.cboe.com/api/global/delayed_quotes/historical_data/_"
+                    f"{symbol}"
+                    ".json"
+                )
+        h_iv = request(quotes_iv_url)
+
+        if h_iv.status_code != 200:
+            print("No data found for the symbol: " f"{symbol}" "")
+            return pd.DataFrame()
+
+        data = h_iv.json()
+        h_data = pd.DataFrame(data)[2:-1]["data"].rename(f"{symbol}")
+        h_data.rename(
+            {
+                "hv30_annual_high": "hvThirtyOneYearHigh",
+                "hv30_annual_low": "hvThirtyOneYearLow",
+                "hv60_annual_high": "hvSixtyOneYearHigh",
+                "hv60_annual_low": "hvSixtyOneYearLow",
+                "hv90_annual_high": "hvNinetyOneYearHigh",
+                "hv90_annual_low": "hvNinetyOneYearLow",
+                "iv30_annual_high": "ivThirtyOneYearHigh",
+                "iv30_annual_low": "ivThirtyOneYearLow",
+                "iv60_annual_high": "ivSixtyOneYearHigh",
+                "iv60_annual_low": "ivSixtyOneYearLow",
+                "iv90_annual_high": "ivNinetyOneYearHigh",
+                "iv90_annual_low": "ivNinetyOneYearLow",
+            },
+            inplace=True,
+        )
+
+        iv_order = [
+            "ivThirtyOneYearHigh",
+            "hvThirtyOneYearHigh",
+            "ivThirtyOneYearLow",
+            "hvThirtyOneYearLow",
+            "ivSixtyOneYearHigh",
+            "hvSixtyOneYearHigh",
+            "ivSixtyOneYearLow",
+            "hvSixtyOneYearLow",
+            "ivNinetyOneYearHigh",
+            "hvNinetyOneYearHigh",
+            "ivNinetyOneYearLow",
+            "hvNinetyOneYearLow",
+        ]
+
+        ticker_iv = pd.DataFrame(h_data).transpose()
+    except HTTPError:
+        print("There was an error with the request'\n")
+
+    return pd.DataFrame(ticker_iv, columns=iv_order).transpose()
+
+
+def get_chains(symbol: str) -> pd.DataFrame:
+    """Gets the complete options chains for a ticker.
+
+    Parameters
+    ----------
+    symbol: str
+        The ticker get options data for
+
+    Returns
+    -------
+    pd.DataFrame
+        DataFrame with all active options contracts for the underlying symbol.
+    """
+
+    # Checks ticker to determine if ticker is an index or an exception that requires modifying the request's URLs.
+    symbol = symbol.upper()
+    try:
+        if symbol in TICKER_EXCEPTIONS:
+            quotes_url = (
+                "https://cdn.cboe.com/api/global/delayed_quotes/options/_"
+                f"{symbol}"
+                ".json"
+            )
+        else:
+            if symbol not in INDEXES:
+                quotes_url = (
+                    "https://cdn.cboe.com/api/global/delayed_quotes/options/"
+                    f"{symbol}"
+                    ".json"
+                )
+            if symbol in INDEXES:
+                quotes_url = (
+                    "https://cdn.cboe.com/api/global/delayed_quotes/options/_"
+                    f"{symbol}"
+                    ".json"
+                )
+
+        r = request(quotes_url)
+        if r.status_code != 200:
+            print("No data found for the symbol: " f"{symbol}" "")
+            return pd.DataFrame()
+
+        r_json = r.json()
+        data = pd.DataFrame(r_json["data"])
+        options = pd.Series(data.options, index=data.index)
+        options_columns = list(options[0])
+        options_data = list(options[:])
+        options_df = pd.DataFrame(options_data, columns=options_columns)
+
+        options_df = options_df.rename(
+            columns={
+                "option": "contractSymbol",
+                "bid_size": "bidSize",
+                "ask_size": "askSize",
+                "iv": "impliedVolatility",
+                "open_interest": "openInterest",
+                "theo": "theoretical",
+                "last_trade_price": "lastTradePrice",
+                "last_trade_time": "lastTradeTimestamp",
+                "percent_change": "changePercent",
+                "prev_day_close": "previousClose",
+            }
+        )
+
+        # Parses the option symbols into columns for expiration, strike, and optionType
+
+        option_df_index = options_df["contractSymbol"].str.extractall(
+            r"^(?P<Ticker>\D*)(?P<expiration>\d*)(?P<optionType>\D*)(?P<strike>\d*)"
+        )
+        option_df_index = option_df_index.reset_index().drop(
+            columns=["match", "level_0"]
+        )
+        option_df_index.optionType = option_df_index.optionType.str.replace(
+            "C", "call"
+        ).str.replace("P", "put")
+        option_df_index.strike = [ele.lstrip("0") for ele in option_df_index.strike]
+        option_df_index.strike = pd.Series(option_df_index.strike).astype(float)
+        option_df_index.strike = option_df_index.strike * (1 / 1000)
+        option_df_index.strike = option_df_index.strike.to_list()
+        option_df_index.expiration = [
+            ele.lstrip("1") for ele in option_df_index.expiration
+        ]
+        option_df_index.expiration = pd.DatetimeIndex(
+            option_df_index.expiration, yearfirst=True
+        ).astype(str)
+        option_df_index = option_df_index.drop(columns=["Ticker"])
+
+        # Joins the parsed symbol into the dataframe.
+
+        quotes = option_df_index.join(options_df)
+
+        now = datetime.now()
+        temp = pd.DatetimeIndex(quotes.expiration)
+        temp_ = (temp - now).days + 1
+        quotes["dte"] = temp_
+
+        quotes["lastTradeTimestamp"] = pd.to_datetime(quotes["lastTradeTimestamp"])
+        quotes = quotes.set_index(
+            keys=["expiration", "strike", "optionType"]
+        ).sort_index()
+        quotes["openInterest"] = quotes["openInterest"].astype("int64")
+        quotes["volume"] = quotes["volume"].astype("int64")
+        quotes["bidSize"] = quotes["bidSize"].astype("int64")
+        quotes["askSize"] = quotes["askSize"].astype("int64")
+        quotes["previousClose"] = round(quotes["previousClose"], 2)
+        quotes["changePercent"] = round(quotes["changePercent"], 2)
+
+    except HTTPError:
+        print("There was an error with the request'\n")
+        return pd.DataFrame()
+
+    return quotes.reset_index()
+
+
+def __generate_historical_prices_url(
+    symbol, data_type: Optional[str] = "historical"
+) -> str:
+    """Generates the final URL for historical prices data."""
+
+    url: str = ""
+
+    if data_type not in ["historical", "intraday"]:
+        print(
+            "Invalid data_type. Must be either 'historical' or 'intraday'. Defaulting to 'historical'."
+        )
+        data_type = "historical"
+
+    if symbol in TICKER_EXCEPTIONS:
+        url = (
+            f"https://cdn.cboe.com/api/global/delayed_quotes/charts/{data_type}/_"
+            f"{symbol}"
+            ".json"
+        )
+    else:
+        if symbol not in INDEXES:
+            url = (
+                f"https://cdn.cboe.com/api/global/delayed_quotes/charts/{data_type}/"
+                f"{symbol}"
+                ".json"
+            )
+
+        elif symbol in INDEXES:
+            url = (
+                f"https://cdn.cboe.com/api/global/delayed_quotes/charts/{data_type}/_"
+                f"{symbol}"
+                ".json"
+            )
+    return url
+
+
+def get_eod_prices(
+    symbol: str,
+    start_date: Optional[date] = None,
+    end_date: Optional[date] = None,
+) -> pd.DataFrame:
+    """Gets EOD data from CBOE.
+
+    Parameters
+    ----------
+    symbol: str
+        The symbol of the company.
+    start_date: Optional[date]
+        The start date. [YYYY-MM-DD]
+    end_date: Optional[date]
+        The end date. [YYYY-MM-DD]
+
+    Returns
+    -------
+    pd.DataFrame
+        DataFrame of daily EOD OHLC+V prices.
+    """
+
+    symbol = symbol.upper()
+    if symbol == ("NDX", "^NDX"):
+        print("NDX time series data is not currently supported by the CBOE provider.")
+        return pd.DataFrame()
+    if "^" in symbol:
+        symbol = symbol.replace("^", "")
+    now = datetime.now()
+    start_date = start_date if start_date else now - timedelta(days=50000)
+    end_date = end_date if end_date else now
+    if symbol not in SYMBOLS.index:
+        print("The symbol, " f"{symbol}" ", was not found in the CBOE directory.")
+        return pd.DataFrame()
+
+    url = __generate_historical_prices_url(symbol)
+    r = request(url)
+
+    if r.status_code != 200:
+        print(f"Error: {r.status_code}")
+        return pd.DataFrame()
+
+    data = (
+        pd.DataFrame(r.json()["data"])[
+            ["date", "open", "high", "low", "close", "volume"]
+        ]
+    ).set_index("date")
+
+    # Fill in missing data from current or most recent trading session.
+
+    today = pd.to_datetime(datetime.now().date())
+    if today.weekday() > 4:
+        day_minus = today.weekday() - 4
+        today = pd.to_datetime(today - timedelta(days=day_minus))
+    if today != data.index[-1]:
+        _today, _ = get_ticker_info(symbol)
+        today_df = pd.DataFrame()
+        today_df["open"] = round(_today.loc["open"].astype(float), 2)
+        today_df["high"] = round(_today.loc["high"].astype(float), 2)
+        today_df["low"] = round(_today.loc["low"].astype(float), 2)
+        today_df["close"] = round(_today.loc["close"].astype(float), 2)
+        if symbol not in INDEXES and symbol not in TICKER_EXCEPTIONS:
+            data = data[data["volume"] > 0]
+            today_df["volume"] = _today.loc["volume"]
+        today_df["date"] = today
+        today_df = today_df.reset_index(drop=True).set_index("date")
+
+        data = pd.concat([data, today_df], axis=0)
+
+    # If ticker is an index there is no volume data and the types must be set.
+
+    if symbol in INDEXES or symbol in TICKER_EXCEPTIONS:
+        data = data[["open", "high", "low", "close", "volume"]]
+        data["open"] = round(data.open.astype(float), 2)
+        data["high"] = round(data.high.astype(float), 2)
+        data["low"] = round(data.low.astype(float), 2)
+        data["close"] = round(data.close.astype(float), 2)
+        data["volume"] = 0
+
+    data.index = pd.to_datetime(data.index, format="%Y-%m-%d")
+    data = data[data["open"] > 0]
+
+    data = data[
+        (data.index >= pd.to_datetime(start_date, format="%Y-%m-%d"))
+        & (data.index <= pd.to_datetime(end_date, format="%Y-%m-%d"))
+    ]
+    data.index = data.index.strftime("%Y-%m-%d")
+    return data.reset_index()
+
+
+def get_info(symbol: str) -> pd.DataFrame:
+    """Gets information and current statistics for a ticker.
+
+    Parameters
+    ----------
+    symbol: str
+        The symbol of the company.
+
+    Returns
+    -------
+    pd.DataFrame
+        Pandas DataFrame with results.
+    """
+
+    symbol = symbol.upper()
+    info = pd.DataFrame()
+
+    _info = get_ticker_info(symbol)[0]
+    _iv = get_ticker_iv(symbol)
+    info = pd.concat([_info, _iv])
+    info.index = [camel_to_snake(c) for c in info.index]
+    info.loc["symbol", symbol] = symbol
+    info.loc["name", symbol] = SYMBOLS[SYMBOLS.index == symbol]["Company Name"][0]
+
+    return info[symbol]
diff --git a/openbb_sdk/providers/cboe/poetry.lock b/openbb_sdk/providers/cboe/poetry.lock
new file mode 100644
index 00000000000..583148ff3cf
--- /dev/null
+++ b/openbb_sdk/providers/cboe/poetry.lock
@@ -0,0 +1,245 @@
+# This file is automatically @generated by Poetry 1.5.1 and should not be changed by hand.
+
+[[package]]
+name = "certifi"
+version = "2023.5.7"
+description = "Python package for providing Mozilla's CA Bundle."
+optional = false
+python-versions = ">=3.6"
+files = [
+    {file = "certifi-2023.5.7-py3-none-any.whl", hash = "sha256:c6c2e98f5c7869efca1f8916fed228dd91539f9f1b444c314c06eef02980c716"},
+    {file = "certifi-2023.5.7.tar.gz", hash = "sha256:0f0d56dc5a6ad56fd4ba36484d6cc34451e1c6548c61daad8c320169f91eddc7"},
+]
+
+[[package]]
+name = "charset-normalizer"
+version = "3.2.0"
+description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet."
+optional = false
+python-versions = ">=3.7.0"
+files = [
+    {file = "charset-normalizer-3.2.0.tar.gz", hash = "sha256:3bb3d25a8e6c0aedd251753a79ae98a093c7e7b471faa3aa9a93a81431987ace"},
+    {file = "charset_normalizer-3.2.0-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:0b87549028f680ca955556e3bd57013ab47474c3124dc069faa0b6545b6c9710"},
+    {file = "charset_normalizer-3.2.0-cp310-cp310-macosx_10_9_x86_64.whl", hash = "sha256:7c70087bfee18a42b4040bb9ec1ca15a08242cf5867c58726530bdf3945672ed"},
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+[package.dependencies]
+python-dotenv = {version = ">=0.10.4", optional = true, markers = "extra == \"dotenv\""}
+typing-extensions = ">=4.2.0"
+
+[package.extras]
+dotenv = ["python-dotenv (>=0.10.4)"]
+email = ["email-validator (>=1.0.3)"]
+
+[[package]]
+name = "python-dotenv"
+version = "1.0.0"
+description = "Read key-value pairs from a .env file and set them as environment variables"
+optional = false
+python-versions = ">=3.8"
+files = [
+    {file = "python-dotenv-1.0.0.tar.gz", hash = "sha256:a8df96034aae6d2d50a4ebe8216326c61c3eb64836776504fcca410e5937a3ba"},
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+]
+
+[package.extras]
+cli = ["click (>=5.0)"]
+
+[[package]]
+name = "requests"
+version = "2.31.0"
+description = "Python HTTP for Humans."
+optional = false
+python-versions = ">=3.7"
+files = [
+    {file = "requests-2.31.0-py3-none-any.whl", hash = "sha256:58cd2187c01e70e6e26505bca751777aa9f2ee0b7f4300988b709f44e013003f"},
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+[package.dependencies]
+certifi = ">=2017.4.17"
+charset-normalizer = ">=2,<4"
+idna = ">=2.5,<4"
+urllib3 = ">=1.21.1,<3"
+
+[package.extras]
+socks = ["PySocks (>=1.5.6,!=1.5.7)"]
+use-chardet-on-py3 = ["chardet (>=3.0.2,<6)"]
+
+[[package]]
+name = "typing-extensions"
+version = "4.7.1"
+description = "Backported and Experimental Type Hints for Python 3.7+"
+optional = false
+python-versions = ">=3.7"
+files = [
+    {file = "typing_extensions-4.7.1-py3-none-any.whl", hash = "sha256:440d5dd3af93b060174bf433bccd69b0babc3b15b1a8dca43789fd7f61514b36"},
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+]
+
+[[package]]
+name = "urllib3"
+version = "1.26.16"
+description = "HTTP library with thread-safe connection pooling, file post, and more."
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*"
+files = [
+    {file = "urllib3-1.26.16-py2.py3-none-any.whl", hash = "sha256:8d36afa7616d8ab714608411b4a3b13e58f463aee519024578e062e141dce20f"},
+    {file = "urllib3-1.26.16.tar.gz", hash = "sha256:8f135f6502756bde6b2a9b28989df5fbe87c9970cecaa69041edcce7f0589b14"},
+]
+
+[package.extras]
+brotli = ["brotli (>=1.0.9)", "brotlicffi (>=0.8.0)", "brotlipy (>=0.6.0)"]
+secure = ["certifi", "cryptography (>=1.3.4)", "idna (>=2.0.0)", "ipaddress", "pyOpenSSL (>=0.14)", "urllib3-secure-extra"]
+socks = ["PySocks (>=1.5.6,!=1.5.7,<2.0)"]
+
+[metadata]
+lock-version = "2.0"
+python-versions = "^3.8"
+content-hash = "26269b8a989dcc6ac67961b7a43d485d231c8ac878265ac90f310ced959fc532"
diff --git a/openbb_sdk/providers/cboe/pyproject.toml b/openbb_sdk/providers/cboe/pyproject.toml
new file mode 100644
index 00000000000..4519e29480c
--- /dev/null
+++ b/openbb_sdk/providers/cboe/pyproject.toml
@@ -0,0 +1,18 @@
+[tool.poetry]
+name = "openbb-cboe"
+version = "0.1.1"
+description = ""
+authors = ["OpenBB Team <hello@openbb.co>"]
+readme = "README.md"
+packages = [{ include = "openbb_cboe" }]
+
+[tool.poetry.dependencies]
+python = "^3.8"
+openbb-provider = { path = "../../sdk/provider" }
+
+[build-system]
+requires = ["poetry-core"]
+build-backend = "poetry.core.masonry.api"
+
+[tool.poetry.plugins."openbb_provider_extension"]
+cboe = "openbb_cboe:cboe_provider"
diff --git a/openbb_sdk/providers/cboe/tests/.gitkeep b/openbb_sdk/providers/cboe/tests/.gitkeep
new file mode 100644
index 00000000000..e69de29bb2d
diff --git a/openbb_sdk/providers/yfinance/README.md b/openbb_sdk/providers/yfinance/README.md
new file mode 100644
index 00000000000..072f33d14c3
--- /dev/null
+++ b/openbb_sdk/providers/yfinance/README.md
@@ -0,0 +1,11 @@
+# OpenBB yfinance Provider
+
+This extension integrates the yfinance (Yahoo! Finance) data provider into the OpenBB SDK.
+
+## Installation
+
+To install the extension, run the following command in this folder:
+
+```bash
+pip install .
+```
diff --git a/openbb_sdk/providers/yfinance/openbb_yfinance/__init__.py b/openbb_sdk/providers/yfinance/openbb_yfinance/__init__.py
new file mode 100644
index 00000000000..0e366c8681e
--- /dev/null
+++ b/openbb_sdk/providers/yfinance/openbb_yfinance/__init__.py
@@ -0,0 +1,22 @@
+"""yfinance (Yahoo!Finance) provider module."""
+from openbb_provider.abstract.provider import Provider
+
+from openbb_yfinance.models.crypto_eod import YFinanceCryptoEODFetcher
+from openbb_yfinance.models.forex_eod import YFinanceForexEODFetcher
+from openbb_yfinance.models.major_indices_eod import YFinanceMajorIndicesEODFetcher
+from openbb_yfinance.models.stock_eod import YFinanceStockEODFetcher
+
+yfinance_provider = Provider(
+    name="yfinance",
+    website="https://finance.yahoo.com/",
+    description="""Yahoo! Finance is a web-based platform that offers financial news,
+    data, and tools for investors and individuals interested in tracking and analyzing
+    financial markets and assets.""",
+    required_credentials=None,
+    fetcher_dict={
+        "CryptoEOD": YFinanceCryptoEODFetcher,
+        "ForexEOD": YFinanceForexEODFetcher,
+        "MajorIndicesEOD": YFinanceMajorIndicesEODFetcher,
+        "StockEOD": YFinanceStockEODFetcher,
+    },
+)
diff --git a/openbb_sdk/providers/yfinance/openbb_yfinance/models/__init__.py b/openbb_sdk/providers/yfinance/openbb_yfinance/models/__init__.py
new file mode 100644
index 00000000000..e69de29bb2d
diff --git a/openbb_sdk/providers/yfinance/openbb_yfinance/models/crypto_eod.py b/openbb_sdk/providers/yfinance/openbb_yfinance/models/crypto_eod.py
new file mode 100644
index 00000000000..1f4592cf47c
--- /dev/null
+++ b/openbb_sdk/providers/yfinance/openbb_yfinance/models/crypto_eod.py
@@ -0,0 +1,101 @@
+"""yfinance Crypto end of day fetcher."""
+
+
+from datetime import datetime, timedelta
+from typing import Any, Dict, List, Optional
+
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.models.crypto_eod import CryptoEODData, CryptoEODQueryParams
+from openbb_provider.utils.descriptions import QUERY_DESCRIPTIONS
+from pydantic import Field, validator
+from yfinance import Ticker
+
+from openbb_yfinance.utils.types import INTERVALS, PERIODS
+
+
+class YFinanceCryptoEODQueryParams(CryptoEODQueryParams):
+    """YFinance Crypto end of day Query.
+
+    Source: https://finance.yahoo.com/crypto/
+    """
+
+    interval: Optional[INTERVALS] = Field(default="1d", description="Data granularity.")
+    period: Optional[PERIODS] = Field(
+        default=None, description=QUERY_DESCRIPTIONS.get("period", "")
+    )
+
+
+class YFinanceCryptoEODData(CryptoEODData):
+    """YFinance Crypto end of day Data."""
+
+    class Config:
+        fields = {
+            "date": "Date",
+            "open": "Open",
+            "high": "High",
+            "low": "Low",
+            "close": "Close",
+            "volume": "Volume",
+        }
+
+    @validator("Date", pre=True, check_fields=False)
+    def date_validate(cls, v):  # pylint: disable=E0213
+        return datetime.strptime(v, "%Y-%m-%dT%H:%M:%S")
+
+
+class YFinanceCryptoEODFetcher(
+    Fetcher[
+        YFinanceCryptoEODQueryParams,
+        YFinanceCryptoEODData,
+    ]
+):
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> YFinanceCryptoEODQueryParams:
+        now = datetime.now().date()
+        transformed_params = params
+        if params.get("start_date") is None:
+            transformed_params["start_date"] = now - timedelta(days=7)
+
+        if params.get("end_date") is None:
+            transformed_params["end_date"] = now
+        return YFinanceCryptoEODQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: YFinanceCryptoEODQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any
+    ) -> List[YFinanceCryptoEODData]:
+        now = datetime.now().date()
+        query.start_date = query.start_date or (now - timedelta(days=8))
+        query.end_date = query.end_date or (now - timedelta(days=1))
+
+        if query.period:
+            data = Ticker(query.symbol).history(
+                interval=query.interval,
+                period=query.period,
+                actions=False,
+                raise_errors=True,
+            )
+        else:
+            data = Ticker(query.symbol).history(
+                interval=query.interval,
+                start=query.start_date,
+                end=query.end_date,
+                actions=False,
+                raise_errors=True,
+            )
+
+        data = data.reset_index()
+        data["Date"] = (
+            data["Date"].dt.tz_localize(None).dt.strftime("%Y-%m-%dT%H:%M:%S")
+        )
+        data = data.to_dict("records")
+
+        return [YFinanceCryptoEODData(**d) for d in data]
+
+    @staticmethod
+    def transform_data(
+        data: List[YFinanceCryptoEODData],
+    ) -> List[YFinanceCryptoEODData]:
+        return data
diff --git a/openbb_sdk/providers/yfinance/openbb_yfinance/models/forex_eod.py b/openbb_sdk/providers/yfinance/openbb_yfinance/models/forex_eod.py
new file mode 100644
index 00000000000..d27d27162a7
--- /dev/null
+++ b/openbb_sdk/providers/yfinance/openbb_yfinance/models/forex_eod.py
@@ -0,0 +1,103 @@
+"""yfinance Forex end of day fetcher."""
+
+
+from datetime import datetime, timedelta
+from typing import Any, Dict, List, Optional
+
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.models.forex_eod import ForexEODData, ForexEODQueryParams
+from openbb_provider.utils.descriptions import QUERY_DESCRIPTIONS
+from pydantic import Field, validator
+from yfinance import Ticker
+
+from openbb_yfinance.utils.types import INTERVALS, PERIODS
+
+
+class YFinanceForexEODQueryParams(ForexEODQueryParams):
+    """YFinance Forex end of day Query.
+
+    Source: https://finance.yahoo.com/currencies/
+    """
+
+    interval: Optional[INTERVALS] = Field(default="1d", description="Data granularity.")
+    period: Optional[PERIODS] = Field(
+        default=None, description=QUERY_DESCRIPTIONS.get("period", "")
+    )
+
+
+class YFinanceForexEODData(ForexEODData):
+    """YFinance Forex end of day Data."""
+
+    class Config:
+        fields = {
+            "date": "Date",
+            "open": "Open",
+            "high": "High",
+            "low": "Low",
+            "close": "Close",
+            "volume": "Volume",
+        }
+
+    @validator("Date", pre=True, check_fields=False)
+    def date_validate(cls, v):  # pylint: disable=E0213
+        return datetime.strptime(v, "%Y-%m-%dT%H:%M:%S")
+
+
+class YFinanceForexEODFetcher(
+    Fetcher[
+        YFinanceForexEODQueryParams,
+        YFinanceForexEODData,
+    ]
+):
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> YFinanceForexEODQueryParams:
+        now = datetime.now().date()
+        transformed_params = params
+        if params.get("start_date") is None:
+            transformed_params["start_date"] = now - timedelta(days=7)
+
+        if params.get("end_date") is None:
+            transformed_params["end_date"] = now
+        return YFinanceForexEODQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: YFinanceForexEODQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[YFinanceForexEODData]:
+        query.symbol = f"{query.symbol}=X"
+
+        now = datetime.now().date()
+        query.start_date = query.start_date or (now - timedelta(days=8))
+        query.end_date = query.end_date or (now - timedelta(days=1))
+
+        if query.period:
+            data = Ticker(query.symbol).history(
+                interval=query.interval,
+                period=query.period,
+                actions=False,
+                raise_errors=True,
+            )
+        else:
+            data = Ticker(query.symbol).history(
+                interval=query.interval,
+                start=query.start_date,
+                end=query.end_date,
+                actions=False,
+                raise_errors=True,
+            )
+
+        data = data.reset_index()
+        data["Date"] = (
+            data["Date"].dt.tz_localize(None).dt.strftime("%Y-%m-%dT%H:%M:%S")
+        )
+        data = data.to_dict("records")
+
+        return [YFinanceForexEODData(**d) for d in data]
+
+    @staticmethod
+    def transform_data(
+        data: List[YFinanceForexEODData],
+    ) -> List[YFinanceForexEODData]:
+        return data
diff --git a/openbb_sdk/providers/yfinance/openbb_yfinance/models/major_indices_eod.py b/openbb_sdk/providers/yfinance/openbb_yfinance/models/major_indices_eod.py
new file mode 100644
index 00000000000..5b7f2cc0962
--- /dev/null
+++ b/openbb_sdk/providers/yfinance/openbb_yfinance/models/major_indices_eod.py
@@ -0,0 +1,106 @@
+"""yfinance Major Indices end of day fetcher."""
+
+
+from datetime import datetime, timedelta
+from typing import Any, Dict, List, Optional
+
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.models.major_indices_eod import (
+    MajorIndicesEODData,
+    MajorIndicesEODQueryParams,
+)
+from openbb_provider.utils.descriptions import QUERY_DESCRIPTIONS
+from pydantic import Field, validator
+from yfinance import Ticker
+
+from openbb_yfinance.utils.types import INTERVALS, PERIODS
+
+
+class YFinanceMajorIndicesEODQueryParams(MajorIndicesEODQueryParams):
+    """YFinance Major Indices end of day Query.
+
+    Source: https://finance.yahoo.com/world-indices
+    """
+
+    interval: Optional[INTERVALS] = Field(default="1d", description="Data granularity.")
+    period: Optional[PERIODS] = Field(
+        default=None, description=QUERY_DESCRIPTIONS.get("period", "")
+    )
+
+
+class YFinanceMajorIndicesEODData(MajorIndicesEODData):
+    """YFinance Major Indices end of day Data."""
+
+    class Config:
+        fields = {
+            "date": "Date",
+            "open": "Open",
+            "high": "High",
+            "low": "Low",
+            "close": "Close",
+            "volume": "Volume",
+        }
+
+    @validator("Date", pre=True, check_fields=False)
+    def date_validate(cls, v):  # pylint: disable=E0213
+        return datetime.strptime(v, "%Y-%m-%dT%H:%M:%S")
+
+
+class YFinanceMajorIndicesEODFetcher(
+    Fetcher[
+        YFinanceMajorIndicesEODQueryParams,
+        YFinanceMajorIndicesEODData,
+    ]
+):
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> YFinanceMajorIndicesEODQueryParams:
+        now = datetime.now().date()
+        transformed_params = params
+        if params.get("start_date") is None:
+            transformed_params["start_date"] = now - timedelta(days=7)
+
+        if params.get("end_date") is None:
+            transformed_params["end_date"] = now
+        return YFinanceMajorIndicesEODQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: YFinanceMajorIndicesEODQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[YFinanceMajorIndicesEODData]:
+        query.symbol = f"^{query.symbol}"
+
+        now = datetime.now().date()
+        query.start_date = query.start_date or (now - timedelta(days=8))
+        query.end_date = query.end_date or (now - timedelta(days=1))
+
+        if query.period:
+            data = Ticker(query.symbol).history(
+                interval=query.interval,
+                period=query.period,
+                actions=False,
+                raise_errors=True,
+            )
+        else:
+            data = Ticker(query.symbol).history(
+                interval=query.interval,
+                start=query.start_date,
+                end=query.end_date,
+                actions=False,
+                raise_errors=True,
+            )
+
+        data = data.reset_index()
+        data["Date"] = (
+            data["Date"].dt.tz_localize(None).dt.strftime("%Y-%m-%dT%H:%M:%S")
+        )
+        data = data.to_dict("records")
+
+        return [YFinanceMajorIndicesEODData(**d) for d in data]
+
+    @staticmethod
+    def transform_data(
+        data: List[YFinanceMajorIndicesEODData],
+    ) -> List[YFinanceMajorIndicesEODData]:
+        return data
diff --git a/openbb_sdk/providers/yfinance/openbb_yfinance/models/stock_eod.py b/openbb_sdk/providers/yfinance/openbb_yfinance/models/stock_eod.py
new file mode 100644
index 00000000000..9910a653a43
--- /dev/null
+++ b/openbb_sdk/providers/yfinance/openbb_yfinance/models/stock_eod.py
@@ -0,0 +1,101 @@
+"""yfinance Stock end of day fetcher."""
+
+
+from datetime import datetime, timedelta
+from typing import Any, Dict, List, Optional
+
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.models.stock_eod import StockEODData, StockEODQueryParams
+from openbb_provider.utils.descriptions import QUERY_DESCRIPTIONS
+from pydantic import Field, validator
+from yfinance import Ticker
+
+from openbb_yfinance.utils.types import INTERVALS, PERIODS
+
+
+class YFinanceStockEODQueryParams(StockEODQueryParams):
+    """YFinance Stock end of day Query.
+
+    Source: https://finance.yahoo.com/
+    """
+
+    interval: Optional[INTERVALS] = Field(default="1d", description="Data granularity.")
+    period: Optional[PERIODS] = Field(
+        default=None, description=QUERY_DESCRIPTIONS.get("period", "")
+    )
+
+
+class YFinanceStockEODData(StockEODData):
+    """YFinance Stock end of day Data."""
+
+    class Config:
+        fields = {
+            "date": "Date",
+            "open": "Open",
+            "high": "High",
+            "low": "Low",
+            "close": "Close",
+            "volume": "Volume",
+        }
+
+    @validator("Date", pre=True, check_fields=False)
+    def date_validate(cls, v):  # pylint: disable=E0213
+        return datetime.strptime(v, "%Y-%m-%dT%H:%M:%S")
+
+
+class YFinanceStockEODFetcher(
+    Fetcher[
+        YFinanceStockEODQueryParams,
+        YFinanceStockEODData,
+    ]
+):
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> YFinanceStockEODQueryParams:
+        now = datetime.now().date()
+        transformed_params = params
+        if params.get("start_date") is None:
+            transformed_params["start_date"] = now - timedelta(days=7)
+
+        if params.get("end_date") is None:
+            transformed_params["end_date"] = now
+        return YFinanceStockEODQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: YFinanceStockEODQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any
+    ) -> List[YFinanceStockEODData]:
+        now = datetime.now().date()
+        query.start_date = query.start_date or (now - timedelta(days=8))
+        query.end_date = query.end_date or (now - timedelta(days=1))
+
+        if query.period:
+            data = Ticker(query.symbol).history(
+                interval=query.interval,
+                period=query.period,
+                actions=False,
+                raise_errors=True,
+            )
+        else:
+            data = Ticker(query.symbol).history(
+                interval=query.interval,
+                start=query.start_date,
+                end=query.end_date,
+                actions=False,
+                raise_errors=True,
+            )
+
+        data = data.reset_index()
+        data["Date"] = (
+            data["Date"].dt.tz_localize(None).dt.strftime("%Y-%m-%dT%H:%M:%S")
+        )
+        data = data.to_dict("records")
+
+        return [YFinanceStockEODData(**d) for d in data]
+
+    @staticmethod
+    def transform_data(
+        data: List[YFinanceStockEODData],
+    ) -> List[YFinanceStockEODData]:
+        return data
diff --git a/openbb_sdk/providers/yfinance/openbb_yfinance/utils/__init__.py b/openbb_sdk/providers/yfinance/openbb_yfinance/utils/__init__.py
new file mode 100644
index 00000000000..e69de29bb2d
diff --git a/openbb_sdk/providers/yfinance/openbb_yfinance/utils/types.py b/openbb_sdk/providers/yfinance/openbb_yfinance/utils/types.py
new file mode 100644
index 00000000000..d44e7ca63d6
--- /dev/null
+++ b/openbb_sdk/providers/yfinance/openbb_yfinance/utils/types.py
@@ -0,0 +1,11 @@
+"""yfinance types helpers."""
+
+from typing import Literal
+
+INTERVALS = Literal[
+    "1m", "2m", "5m", "15m", "30m", "60m", "90m", "1h", "1d", "5d", "1wk", "1mo", "3mo"
+]
+
+PERIODS = Literal[
+    "1d", "5d", "1mo", "3mo", "6mo", "1y", "2y", "5y", "10y", "ytd", "max"
+]
diff --git a/openbb_sdk/providers/yfinance/pyproject.toml b/openbb_sdk/providers/yfinance/pyproject.toml
new file mode 100644
index 00000000000..a8448b71a45
--- /dev/null
+++ b/openbb_sdk/providers/yfinance/pyproject.toml
@@ -0,0 +1,19 @@
+[tool.poetry]
+name = "openbb-yfinance"
+version = "0.1.1"
+description = ""
+authors = ["OpenBB Team <hello@openbb.co>"]
+readme = "README.md"
+packages = [{ include = "openbb_yfinance" }]
+
+[tool.poetry.dependencies]
+python = "^3.8"
+yfinance="^0.2.27"
+openbb-provider = { path = "../../sdk/provider" }
+
+[build-system]
+requires = ["poetry-core"]
+build-backend = "poetry.core.masonry.api"
+
+[tool.poetry.plugins."openbb_provider_extension"]
+yfinance = "openbb_yfinance:yfinance_provider"
diff --git a/openbb_sdk/providers/yfinance/tests/.gitkeep b/openbb_sdk/providers/yfinance/tests/.gitkeep
new file mode 100644
index 00000000000..e69de29bb2d
diff --git a/openbb_sdk/pyproject.toml b/openbb_sdk/pyproject.toml
index 15f9bdd8616..2f836ebbf14 100644
--- a/openbb_sdk/pyproject.toml
+++ b/openbb_sdk/pyproject.toml
@@ -21,6 +21,8 @@ openbb-benzinga = { path = "./providers/benzinga" }
 openbb-fmp = { path = "./providers/fmp" }
 openbb-polygon = { path = "./providers/polygon" }
 openbb-fred = { path = "./providers/fred" }
+openbb-yfinance = { path = "./providers/yfinance" }
+openbb-cboe = { path = "./providers/cboe"}
 
 
 [tool.poetry.group.dev.dependencies]
diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/economy.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/economy.py
index 2c0e5033e47..c601476021e 100644
--- a/openbb_sdk/sdk/core/openbb_core/app/static/package/economy.py
+++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/economy.py
@@ -20,7 +20,9 @@ class CLASS_economy(Container):
     def corecpi(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """CORECPI."""  # noqa: E501
         inputs = filter_inputs(
@@ -305,7 +307,9 @@ class CLASS_economy(Container):
     def cpi_options(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """Get the options for v3 cpi(options=True)"""  # noqa: E501
         inputs = filter_inputs(
@@ -608,7 +612,9 @@ class CLASS_economy(Container):
     def macro(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """Query EconDB for macro data."""  # noqa: E501
         inputs = filter_inputs(
@@ -630,7 +636,9 @@ class CLASS_economy(Container):
     def macro_countries(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """MACRO_COUNTRIES."""  # noqa: E501
         inputs = filter_inputs(
@@ -652,7 +660,9 @@ class CLASS_economy(Container):
     def macro_parameters(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """MACRO_PARAMETERS."""  # noqa: E501
         inputs = filter_inputs(
@@ -674,7 +684,9 @@ class CLASS_economy(Container):
     def balance(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """BALANCE."""  # noqa: E501
         inputs = filter_inputs(
@@ -696,7 +708,9 @@ class CLASS_economy(Container):
     def bigmac(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """BIGMAC."""  # noqa: E501
         inputs = filter_inputs(
@@ -718,7 +732,9 @@ class CLASS_economy(Container):
     def country_codes(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """COUNTRY_CODES."""  # noqa: E501
         inputs = filter_inputs(
@@ -740,7 +756,9 @@ class CLASS_economy(Container):
     def currencies(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """CURRENCIES."""  # noqa: E501
         inputs = filter_inputs(
@@ -762,7 +780,9 @@ class CLASS_economy(Container):
     def debt(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """DEBT."""  # noqa: E501
         inputs = filter_inputs(
@@ -784,7 +804,9 @@ class CLASS_economy(Container):
     def events(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """EVENTS."""  # noqa: E501
         inputs = filter_inputs(
@@ -806,7 +828,9 @@ class CLASS_economy(Container):
     def fgdp(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """FGDP."""  # noqa: E501
         inputs = filter_inputs(
@@ -828,7 +852,9 @@ class CLASS_economy(Container):
     def fred(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """FRED."""  # noqa: E501
         inputs = filter_inputs(
@@ -850,7 +876,9 @@ class CLASS_economy(Container):
     def fred_search(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """FRED Search (was fred_notes)."""  # noqa: E501
         inputs = filter_inputs(
@@ -872,7 +900,9 @@ class CLASS_economy(Container):
     def futures(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """FUTURES. 2 sources"""  # noqa: E501
         inputs = filter_inputs(
@@ -894,7 +924,9 @@ class CLASS_economy(Container):
     def gdp(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """GDP."""  # noqa: E501
         inputs = filter_inputs(
@@ -916,7 +948,9 @@ class CLASS_economy(Container):
     def glbonds(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """GLBONDS."""  # noqa: E501
         inputs = filter_inputs(
@@ -938,7 +972,9 @@ class CLASS_economy(Container):
     def indices(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """INDICES."""  # noqa: E501
         inputs = filter_inputs(
@@ -960,7 +996,9 @@ class CLASS_economy(Container):
     def overview(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """OVERVIEW."""  # noqa: E501
         inputs = filter_inputs(
@@ -982,7 +1020,9 @@ class CLASS_economy(Container):
     def perfmap(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """PERFMAP."""  # noqa: E501
         inputs = filter_inputs(
@@ -1004,7 +1044,9 @@ class CLASS_economy(Container):
     def performance(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """PERFORMANCE."""  # noqa: E501
         inputs = filter_inputs(
@@ -1026,7 +1068,9 @@ class CLASS_economy(Container):
     def revenue(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """REVENUE."""  # noqa: E501
         inputs = filter_inputs(
@@ -1048,7 +1092,9 @@ class CLASS_economy(Container):
     def rgdp(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """RGDP."""  # noqa: E501
         inputs = filter_inputs(
@@ -1070,7 +1116,9 @@ class CLASS_economy(Container):
     def rtps(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """RTPS."""  # noqa: E501
         inputs = filter_inputs(
@@ -1092,7 +1140,9 @@ class CLASS_economy(Container):
     def search_index(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """SEARCH_INDEX."""  # noqa: E501
         inputs = filter_inputs(
@@ -1114,7 +1164,9 @@ class CLASS_economy(Container):
     def spending(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """SPENDING."""  # noqa: E501
         inputs = filter_inputs(
@@ -1136,7 +1188,9 @@ class CLASS_economy(Container):
     def trust(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """TRUST."""  # noqa: E501
         inputs = filter_inputs(
@@ -1158,7 +1212,9 @@ class CLASS_economy(Container):
     def usbonds(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """USBONDS."""  # noqa: E501
         inputs = filter_inputs(
@@ -1180,7 +1236,9 @@ class CLASS_economy(Container):
     def valuation(
         self,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "fred", "polygon"]] = None,
+        provider: Optional[
+            Literal["benzinga", "cboe", "fmp", "fred", "polygon"]
+        ] = None,
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
         """VALUATION."""  # noqa: E501
         inputs = filter_inputs(
diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/module_map.json b/openbb_sdk/sdk/core/openbb_core/app/static/package/module_map.json
index 0d80d215902..b032eb292e1 100644
--- a/openbb_sdk/sdk/core/openbb_core/app/static/package/module_map.json
+++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/module_map.json
@@ -199,26 +199,18 @@
     "stocks_ins_stats": "/stocks/ins/stats",
     "stocks_options_chains": "/stocks/options/chains",
     "stocks_options": "/stocks/options",
-    "stocks_options_dte": "/stocks/options/dte",
     "stocks_options_eodchain": "/stocks/options/eodchain",
-    "stocks_options_expirations": "/stocks/options/expirations",
-    "stocks_options_grhist": "/stocks/options/grhist",
     "stocks_options_hist": "/stocks/options/hist",
     "stocks_options_info": "/stocks/options/info",
-    "stocks_options_last_price": "/stocks/options/last_price",
-    "stocks_options_oi": "/stocks/options/oi",
     "stocks_options_pcr": "/stocks/options/pcr",
-    "stocks_options_price": "/stocks/options/price",
     "stocks_options_unu": "/stocks/options/unu",
-    "stocks_options_voi": "/stocks/options/voi",
-    "stocks_options_vol": "/stocks/options/vol",
-    "stocks_options_vsurf": "/stocks/options/vsurf",
     "stocks_load": "/stocks/load",
     "stocks_news": "/stocks/news",
     "stocks_multiples": "/stocks/multiples",
     "stocks_tob": "/stocks/tob",
-    "stocks_quote": "/stocks/quote",
     "stocks_search": "/stocks/search",
+    "stocks_quote": "/stocks/quote",
+    "stocks_info": "/stocks/info",
     "ta_atr": "/ta/atr",
     "ta": "/ta",
     "ta_fib": "/ta/fib",
diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks.py
index c1eeec218df..19f767222f6 100644
--- a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks.py
+++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks.py
@@ -100,10 +100,11 @@ class CLASS_stocks(Container):
             ),
         ] = None,
         chart: bool = False,
-        provider: Optional[Literal["fmp", "polygon"]] = None,
-        **kwargs,
+        provider: Optional[Literal["cboe", "fmp", "polygon"]] = None,
+        **kwargs
     ) -> CommandOutput[typing.List]:
         """Load stock data for a specific ticker.
+        """Load stock data for a specific ticker.
 
 
         openbb
@@ -111,7 +112,7 @@ class CLASS_stocks(Container):
 
         Parameters
         ----------
-        provider: Literal[fmp, polygon]
+        provider: Literal[cboe, fmp, polygon]
             The provider to use for the query.
         symbol : ConstrainedStrValue
             Symbol to get data for.
@@ -149,7 +150,7 @@ class CLASS_stocks(Container):
             The close price of the symbol.
         volume : float
             The volume of the symbol.
-        vwap : Optional[PositiveFloat]
+        vwap : PositiveFloat
             Volume Weighted Average Price of the symbol.
 
         fmp
@@ -171,12 +172,12 @@ class CLASS_stocks(Container):
             Unadjusted volume of the symbol.
         change : Optional[float]
             Change in the price of the symbol from the previous day.
-        changePercent : Optional[float]
-            Change \\% in the price of the symbol.
-        label : Optional[str]
+        changePercent : float
+            Change \% in the price of the symbol.
+        label : str
             Human readable format of the date.
-        changeOverTime : Optional[float]
-            Change \\% in the price of the symbol over a period of time.
+        changeOverTime : float
+            Change \% in the price of the symbol over a period of time.
 
         polygon
         =======
@@ -630,16 +631,15 @@ class CLASS_stocks(Container):
 
     @filter_call
     @validate_arguments
-    def quote(
+    def search(
         self,
-        symbol: typing.Annotated[
-            str, OpenBBCustomParameter(description="Symbol to get data for.")
-        ],
+        query: str = "",
+        ticker: bool = False,
         chart: bool = False,
-        provider: Optional[Literal["fmp"]] = None,
-        **kwargs,
+        provider: Optional[Literal["cboe"]] = None,
+        **kwargs
     ) -> CommandOutput[typing.List]:
-        """Load stock data for a specific ticker.
+        """Search for a company or stock ticker.
 
 
         openbb
@@ -647,10 +647,12 @@ class CLASS_stocks(Container):
 
         Parameters
         ----------
-        provider: Literal[fmp]
+        provider: Literal[cboe]
             The provider to use for the query.
-        symbol : ConstrainedStrValue
-            Symbol to get data for.
+        query : str
+            The search query.
+        ticker : bool
+            Whether to search by ticker symbol.
 
         Returns
         -------
@@ -667,64 +669,52 @@ class CLASS_stocks(Container):
                 Chart object.
 
 
-        StockQuote
-        ----------
+        StockSearch
+        -----------
         symbol : str
-            Symbol of the company.
-        name : Optional[str]
+            The ticker symbol of the company.
+        name : str
             The name of the company.
-        price : Optional[float]
-            The current trading price of the stock.
-        changes_percentage : Optional[float]
-            The change percentage of the stock price.
-        change : Optional[float]
-            The change of the stock price.
-        day_low : Optional[float]
-            The lowest price of the stock in the current trading day.
-        day_high : Optional[float]
-            The highest price of the stock in the current trading day.
-        year_high : Optional[float]
-            The highest price of the stock in the last 52 weeks.
-        year_low : Optional[float]
-            The lowest price of the stock in the last 52 weeks.
-        market_cap : Optional[float]
-            The market cap of the company.
-        price_avg50 : Optional[float]
-            The 50 days average price of the stock.
-        price_avg200 : Optional[float]
-            The 200 days average price of the stock.
-        volume : Optional[int]
-            The volume of the stock in the current trading day.
-        avg_volume : Optional[int]
-            The average volume of the stock in the last 10 trading days.
-        exchange : Optional[str]
-            The exchange the stock is traded on.
-        open : Optional[float]
-            The opening price of the stock in the current trading day.
-        previous_close : Optional[float]
-            The previous closing price of the stock.
-        eps : Optional[float]
-            The earnings per share of the stock.
-        pe : Optional[float]
-            The price earnings ratio of the stock.
-        earnings_announcement : Optional[str]
-            The earnings announcement date of the stock.
-        shares_outstanding : Optional[int]
-            The number of shares outstanding of the stock.
-        date : Optional[datetime]
-            The timestamp of the stock quote.
 
-        fmp
-        ===
+        cboe
+        ====
 
         Parameters
         ----------
         All fields are standardized.
 
 
-        StockQuote
-        ----------
-        All fields are standardized."""  # noqa: E501
+        StockSearch
+        -----------
+        dpmName : Optional[str]
+            The name of the primary market maker.
+        postStation : Optional[str]
+            The post and station location on the CBOE trading floor."""
+        inputs = filter_inputs(
+            provider_choices={
+                "provider": provider,
+            },
+            standard_params={
+                "query": query,
+                "ticker": ticker,
+            },
+            extra_params=kwargs,
+            chart=chart,
+        )
+
+        o = self._command_runner_session.run(
+            "/stocks/search",
+            **inputs,
+        ).output
+
+        return filter_output(o)
+
+    @filter_call
+    @validate_arguments
+    def quote(
+        self, chart: bool = False
+    ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
+        """View the current price for a specific stock ticker."""
         inputs = filter_inputs(
             provider_choices={
                 "provider": provider,
@@ -748,13 +738,20 @@ class CLASS_stocks(Container):
     def search(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Search a specific stock ticker for analysis."""  # noqa: E501
+        """Search a specific stock ticker for analysis."""
         inputs = filter_inputs(
+            provider_choices={
+                "provider": provider,
+            },
+            standard_params={
+                "symbol": symbol,
+            },
+            extra_params=kwargs,
             chart=chart,
         )
 
         o = self._command_runner_session.run(
-            "/stocks/search",
+            "/stocks/info",
             **inputs,
         ).output
 
diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_fa.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_fa.py
index fe2ef128057..5cacd10caa3 100644
--- a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_fa.py
+++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_fa.py
@@ -142,7 +142,10 @@ class CLASS_stocks_fa(Container):
         deferred_revenue : Optional[int]
             Accrued income taxes, other deferred revenue
         short_term_debt : Optional[int]
-            Short-term borrowings, Long-term debt due within one year, Operating lease obligations due within one year, Finance lease obligations due within one year
+
+                Short-term borrowings, Long-term debt due within one year, Operating lease obligations due within one year,
+                Finance lease obligations due within one year
+
         current_liabilities : Optional[int]
             None
         long_term_debt : Optional[int]
@@ -2269,15 +2272,21 @@ class CLASS_stocks_fa(Container):
         last_total_calls : int
             Total number of call options contracts traded for Apple Inc. on the previous reporting date.
         total_calls_change : int
-            Change in the total number of call options contracts traded between the current and previous reporting dates.
+
+                Change in the total number of call options contracts traded between the current and previous reporting dates.
+
         total_puts : int
             Total number of put options contracts traded for Apple Inc. on the specified date.
         last_total_puts : int
             Total number of put options contracts traded for Apple Inc. on the previous reporting date.
         total_puts_change : int
-            Change in the total number of put options contracts traded between the current and previous reporting dates.
+
+                Change in the total number of put options contracts traded between the current and previous reporting dates.
+
         put_call_ratio : float
-            The put-call ratio, which is the ratio of the total number of put options to call options traded on the specified date.
+
+                The put-call ratio, which is the ratio of the total number of put options to call options.
+
         last_put_call_ratio : float
             The put-call ratio on the previous reporting date.
         put_call_ratio_change : float
diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_options.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_options.py
index 214b4134b93..35b50c1a256 100644
--- a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_options.py
+++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_options.py
@@ -1,8 +1,11 @@
 ### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
 
+import typing
+from typing import Literal, Optional
 
 from pydantic import validate_arguments
 
+import openbb_core.app.model.command_context
 import openbb_core.app.model.results.empty
 from openbb_core.app.model.command_output import CommandOutput
 from openbb_core.app.static.container import Container
@@ -13,10 +16,115 @@ class CLASS_stocks_options(Container):
     @filter_call
     @validate_arguments
     def chains(
-        self, chart: bool = False
-    ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Return options chains with greeks."""  # noqa: E501
+        self,
+        symbol: str,
+        chart: bool = False,
+        provider: Optional[Literal["cboe"]] = None,
+        **kwargs
+    ) -> CommandOutput[typing.List]:
+        """Get the complete options chain for a ticker.
+
+
+        openbb
+        ======
+
+        Parameters
+        ----------
+        provider: Literal[cboe]
+            The provider to use for the query.
+        symbol : ConstrainedStrValue
+            Symbol to get data for.
+
+        Returns
+        -------
+        CommandOutput
+            results: List[Data]
+                Serializable results.
+            provider: Optional[PROVIDERS]
+                Provider name.
+            warnings: Optional[List[Warning_]]
+                List of warnings.
+            error: Optional[Error]
+                Caught exceptions.
+            chart: Optional[Chart]
+                Chart object.
+
+
+        OptionsChains
+        -------------
+        expiration : datetime
+            The expiration date of the contract.
+        strike : float
+            The strike price of the contract.
+        optionType : str
+            Call or Put.
+        bid : float
+            The bid price of the contract.
+        ask : float
+            The ask price of the contract.
+        openInterest : float
+            The open interest on the contract.
+        volume : float
+            The current trading volume on the contract.
+
+        cboe
+        ====
+
+        Parameters
+        ----------
+        All fields are standardized.
+
+
+        OptionsChains
+        -------------
+        contractSymbol : str
+            The contract symbol for the option.
+        dte : int
+            The days to expiration for the option.
+        bidSize : int
+            The bid size for the option.
+        askSize : int
+            The ask size for the option.
+        impliedVolatility : float
+            The implied volatility of the option.
+        delta : float
+            The delta of the option.
+        gamma : float
+            The gamma of the option.
+        theta : float
+            The theta of the option.
+        rho : float
+            The rho of the option.
+        vega : float
+            The vega of the option.
+        theoretical : float
+            The theoretical value of the option.
+        open : float
+            The opening price of the option.
+        high : float
+            The high price of the option.
+        low : float
+            The low price of the option.
+        lastTradePrice : float
+            The last trade price of the option.
+        tick : str
+            Whether the last tick was up or down in price.
+        previousClose : float
+            The previous closing price of the option.
+        change : float
+            The change in  price of the option.
+        changePercent : float
+            The change, in percent, of the option.
+        lastTradeTimestamp : datetime
+            The last trade timestamp of the option."""
         inputs = filter_inputs(
+            provider_choices={
+                "provider": provider,
+            },
+            standard_params={
+                "symbol": symbol,
+            },
+            extra_params=kwargs,
             chart=chart,
         )
 
@@ -27,22 +135,6 @@ class CLASS_stocks_options(Container):
 
         return filter_output(o)
 
-    @filter_call
-    @validate_arguments
-    def dte(
-        self, chart: bool = False
-    ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        inputs = filter_inputs(
-            chart=chart,
-        )
-
-        o = self._command_runner_session.run(
-            "/stocks/options/dte",
-            **inputs,
-        ).output
-
-        return filter_output(o)
-
     @filter_call
     @validate_arguments
     def eodchain(
@@ -99,7 +191,7 @@ class CLASS_stocks_options(Container):
     def hist(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Plot option history."""  # noqa: E501
+        """Get historical data for a single option contract."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -167,7 +259,7 @@ class CLASS_stocks_options(Container):
     def pcr(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Display put/call ratio for ticker."""  # noqa: E501
+        """Display historical rolling put/call ratio for ticker over a defined window."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -179,22 +271,6 @@ class CLASS_stocks_options(Container):
 
         return filter_output(o)
 
-    @filter_call
-    @validate_arguments
-    def price(
-        self, chart: bool = False
-    ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        inputs = filter_inputs(
-            chart=chart,
-        )
-
-        o = self._command_runner_session.run(
-            "/stocks/options/price",
-            **inputs,
-        ).output
-
-        return filter_output(o)
-
     @filter_call
     @validate_arguments
     def unu(
diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/ta.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/ta.py
index 48e9d9db9d8..b2b02487caf 100644
--- a/openbb_sdk/sdk/core/openbb_core/app/static/package/ta.py
+++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/ta.py
@@ -1,18 +1,20 @@
 ### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
 
-import typing
-from typing import List, Literal, Optional, Union
-
+from openbb_core.app.static.container import Container
+from openbb_core.app.model.command_output import CommandOutput
 import openbb_provider
 import pandas
+import datetime
 import pydantic
-import pydantic.types
 from pydantic import validate_arguments
+from inspect import Parameter
+from typing import List, Dict, Union, Optional, Literal
+from openbb_core.app.utils import df_to_basemodel
+from openbb_core.app.static.filters import filter_call, filter_inputs, filter_output
 
 import openbb_core.app.model.results.empty
-from openbb_core.app.model.command_output import CommandOutput
-from openbb_core.app.static.container import Container
-from openbb_core.app.static.filters import filter_call, filter_inputs, filter_output
+import pydantic.types
+import typing
 
 
 class CLASS_ta(Container):
@@ -52,12 +54,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             List of data with the indicator applied.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> atr_data = obb.ta.atr(data=stock_data.results)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> atr_data = obb.ta.atr(data=stock_data.results)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -104,12 +106,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             List of data with the indicator applied.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> fib_data = obb.ta.fib(data=stock_data.results, period=120)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> fib_data = obb.ta.fib(data=stock_data.results, period=120)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -161,12 +163,12 @@ class CLASS_ta(Container):
            CommandOutput[List[Data]]
                List of data with the indicator applied.
 
-           Examples
-           --------
-           >>> from openbb import obb
-           >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-           >>> obv_data = obb.ta.obv(data=stock_data.results, offset=0)
-        """  # noqa: E501
+                  Examples
+                  --------
+                  >>> from openbb import obb
+                  >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+                  >>> obv_data = obb.ta.obv(data=stock_data.results, offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -214,12 +216,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             List of data with the indicator applied.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> fisher_data = obb.ta.fisher(data=stock_data.results, length=14, signal=1)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> fisher_data = obb.ta.fisher(data=stock_data.results, length=14, signal=1)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -270,12 +272,12 @@ class CLASS_ta(Container):
         -------
         CommandOutput[List[Data]]
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> adosc_data = obb.ta.adosc(data=stock_data.results, fast=3, slow=10, offset=0)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> adosc_data = obb.ta.adosc(data=stock_data.results, fast=3, slow=10, offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -297,7 +299,7 @@ class CLASS_ta(Container):
     def tv(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """TradingView."""  # noqa: E501
+        """TradingView."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -358,14 +360,14 @@ class CLASS_ta(Container):
             CommandOutput[List[Data]]
                 The calculated data.
 
-            Examples
-            --------
-            >>> from openbb import obb
-            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-            >>> bbands = obb.ta.bbands(
-            >>>     data=stock_data.results, target="close", length=50, std=2, mamode="sma", offset=0
-            >>> )
-        """  # noqa: E501
+                    Examples
+                    --------
+                    >>> from openbb import obb
+                    >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+                    >>> bbands = obb.ta.bbands(
+                    >>>     data=stock_data.results, target="close", length=50, std=2, mamode="sma", offset=0
+                    >>> )
+        """
         inputs = filter_inputs(
             data=data,
             target=target,
@@ -389,7 +391,7 @@ class CLASS_ta(Container):
     def multi(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Plot multiple indicators on the same chart."""  # noqa: E501
+        """Plot multiple indicators on the same chart."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -439,12 +441,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The calculated data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> zlma_data = obb.ta.zlma(data=stock_data.results, target="close", length=50, offset=0)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> zlma_data = obb.ta.zlma(data=stock_data.results, target="close", length=50, offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             target=target,
@@ -501,12 +503,12 @@ class CLASS_ta(Container):
            CommandOutput[List[Data]]
                The calculated data.
 
-           Examples
-           --------
-           >>> from openbb import obb
-           >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-           >>> aroon_data = obb.ta.aroon(data=stock_data.results, length=25, scalar=100)
-        """  # noqa: E501
+                  Examples
+                  --------
+                  >>> from openbb import obb
+                  >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+                  >>> aroon_data = obb.ta.aroon(data=stock_data.results, length=25, scalar=100)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -560,12 +562,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The calculated data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> sma_data = obb.ta.sma(data=stock_data.results,target="close",length=50,offset=0)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> sma_data = obb.ta.sma(data=stock_data.results,target="close",length=50,offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             target=target,
@@ -617,12 +619,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The calculated data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> demark_data = obb.ta.demark(data=stock_data.results,offset=0)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> demark_data = obb.ta.demark(data=stock_data.results,offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -672,12 +674,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The calculated data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> vwap_data = obb.ta.vwap(data=stock_data.results,anchor="D",offset=0)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> vwap_data = obb.ta.vwap(data=stock_data.results,anchor="D",offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -698,7 +700,7 @@ class CLASS_ta(Container):
     def recom(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Recommendation."""  # noqa: E501
+        """Recommendation."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -753,12 +755,12 @@ class CLASS_ta(Container):
            CommandOutput[List[Data]]
                The calculated data.
 
-           Examples
-           --------
-           >>> from openbb import obb
-           >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-           >>> macd_data = obb.ta.macd(data=stock_data.results,target="close",fast=12,slow=26,signal=9)
-        """  # noqa: E501
+                  Examples
+                  --------
+                  >>> from openbb import obb
+                  >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+                  >>> macd_data = obb.ta.macd(data=stock_data.results,target="close",fast=12,slow=26,signal=9)
+        """
         inputs = filter_inputs(
             data=data,
             target=target,
@@ -811,12 +813,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The calculated data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> hma_data = obb.ta.hma(data=stock_data.results,target="close",length=50,offset=0)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> hma_data = obb.ta.hma(data=stock_data.results,target="close",length=50,offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             target=target,
@@ -870,12 +872,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The calculated data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> donchian_data = obb.ta.donchian(data=stock_data.results,lower_length=20,upper_length=20,offset=0)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> donchian_data = obb.ta.donchian(data=stock_data.results,lower_length=20,upper_length=20,offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -911,23 +913,23 @@ class CLASS_ta(Container):
         trading signals. Ichimoku Kinko Hyo translates into "one look equilibrium chart". With
         one look, chartists can identify the trend and look for potential signals within that trend.
 
-        Parameters
-        ----------
-        data : List[Data]
-            List of data to be used for the calculation.
-        index : str, optional
-            Index column name to use with `data`, by default "date".
-        conversion : PositiveInt, optional
-            Number of periods for the conversion line, by default 9.
-        base : PositiveInt, optional
-            Number of periods for the base line, by default 26.
-        lagging : PositiveInt, optional
-            Number of periods for the lagging span, by default 52.
-        offset : PositiveInt, optional
-            Number of periods for the offset, by default 26.
-        lookahead : bool, optional
-            drops the Chikou Span Column to prevent potential data leak
-        """  # noqa: E501
+            Parameters
+            ----------
+            data : List[Data]
+                List of data to be used for the calculation.
+            index : str, optional
+                Index column name to use with `data`, by default "date".
+            conversion : PositiveInt, optional
+                Number of periods for the conversion line, by default 9.
+            base : PositiveInt, optional
+                Number of periods for the base line, by default 26.
+            lagging : PositiveInt, optional
+                Number of periods for the lagging span, by default 52.
+            offset : PositiveInt, optional
+                Number of periods for the offset, by default 26.
+            lookahead : bool, optional
+                drops the Chikou Span Column to prevent potential data leak
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -975,12 +977,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The calculated data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> clenow_data = obb.ta.clenow(data=stock_data.results,period=90)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> clenow_data = obb.ta.clenow(data=stock_data.results,period=90)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -1032,12 +1034,12 @@ class CLASS_ta(Container):
         -------
         CommandOutput[List[Data]]
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> ad_data = obb.ta.ad(data=stock_data.results,offset=0)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> ad_data = obb.ta.ad(data=stock_data.results,offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -1086,12 +1088,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The calculated data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> adx_data = obb.ta.adx(data=stock_data.results,length=50,scalar=100.0,drift=1)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> adx_data = obb.ta.adx(data=stock_data.results,length=50,scalar=100.0,drift=1)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -1121,7 +1123,7 @@ class CLASS_ta(Container):
     ) -> CommandOutput[typing.List]:
         """
         A Weighted Moving Average puts more weight on recent data and less on past data.
-        This is done by multiplying each bar’s price by a weighting factor. Because of its
+        This is done by multiplying each bar�s price by a weighting factor. Because of its
         unique calculation, WMA will follow prices more closely than a corresponding Simple
         Moving Average.
 
@@ -1143,12 +1145,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The WMA data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> wma_data = obb.ta.wma(data=stock_data.results, target="close", length=50, offset=0)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> wma_data = obb.ta.wma(data=stock_data.results, target="close", length=50, offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             target=target,
@@ -1193,11 +1195,11 @@ class CLASS_ta(Container):
         scalar : PositiveFloat, optional
             The scalar of the CCI, by default 0.015.
 
-        Returns
-        -------
-        CommandOutput[List[Data]]
-            The CCI data.
-        """  # noqa: E501
+            Returns
+            -------
+            CommandOutput[List[Data]]
+                The CCI data.
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -1252,12 +1254,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The RSI data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> rsi_data = obb.ta.rsi(data=stock_data.results, target="close", length=14, scalar=100.0, drift=1)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> rsi_data = obb.ta.rsi(data=stock_data.results, target="close", length=14, scalar=100.0, drift=1)
+        """
         inputs = filter_inputs(
             data=data,
             target=target,
@@ -1280,7 +1282,7 @@ class CLASS_ta(Container):
     def summary(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Summary."""  # noqa: E501
+        """Summary."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -1329,12 +1331,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The Stochastic Oscillator data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> stoch_data = obb.ta.stoch(data=stock_data.results, fast_k_period=14, slow_d_period=3, slow_k_period=3)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> stoch_data = obb.ta.stoch(data=stock_data.results, fast_k_period=14, slow_d_period=3, slow_k_period=3)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -1356,7 +1358,7 @@ class CLASS_ta(Container):
     def rsp(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Relative Strength Performance."""  # noqa: E501
+        """Relative Strength Performance."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -1407,12 +1409,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The Keltner Channels data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> kc_data = obb.ta.kc(data=stock_data.results, length=20, scalar=20, ma_mode="ema", offset=0)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> kc_data = obb.ta.kc(data=stock_data.results, length=20, scalar=20, ma_mode="ema", offset=0)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -1460,12 +1462,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The COG data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> cg_data = obb.ta.cg(data=stock_data.results, length=14)
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> cg_data = obb.ta.cg(data=stock_data.results, length=14)
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -1543,12 +1545,12 @@ class CLASS_ta(Container):
         CommandOutput[List[Data]]
             The cones data.
 
-        Examples
-        --------
-        >>> from openbb import obb
-        >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
-        >>> cones_data = obb.ta.cones(data=stock_data.results, lower_q=0.25, upper_q=0.75, model="STD")
-        """  # noqa: E501
+            Examples
+            --------
+            >>> from openbb import obb
+            >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
+            >>> cones_data = obb.ta.cones(data=stock_data.results, lower_q=0.25, upper_q=0.75, model="STD")
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -1611,7 +1613,7 @@ class CLASS_ta(Container):
         >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp")
         >>> ema_data = obb.ta.ema(data=stock_data.results,target="close",length=50,offset=0)
 
-        """  # noqa: E501
+        """
         inputs = filter_inputs(
             data=data,
             target=target,
diff --git a/openbb_sdk/sdk/provider/openbb_provider/standard_models/options_chains.py b/openbb_sdk/sdk/provider/openbb_provider/standard_models/options_chains.py
new file mode 100644
index 00000000000..5140c499467
--- /dev/null
+++ b/openbb_sdk/sdk/provider/openbb_provider/standard_models/options_chains.py
@@ -0,0 +1,25 @@
+"""Options Chains data model."""
+
+from datetime import datetime
+
+from pydantic import Field
+
+from openbb_provider.abstract.data import Data
+from openbb_provider.abstract.query_params import QueryParams
+from openbb_provider.models.base import BaseSymbol
+
+
+class OptionsChainsQueryParams(QueryParams, BaseSymbol):
+    """Options Chains Query Params"""
+
+
+class OptionsChainsData(Data):
+    """Options Chains Data."""
+
+    expiration: datetime = Field(description="The expiration date of the contract.")
+    strike: float = Field(description="The strike price of the contract.")
+    optionType: str = Field(description="Call or Put.")
+    bid: float = Field(description="The bid price of the contract.")
+    ask: float = Field(description="The ask price of the contract.")
+    openInterest: float = Field(description="The open interest on the contract.")
+    volume: float = Field(description="The current trading volume on the contract.")
diff --git a/openbb_sdk/sdk/provider/openbb_provider/standard_models/stock_info.py b/openbb_sdk/sdk/provider/openbb_provider/standard_models/stock_info.py
new file mode 100644
index 00000000000..606d5fb78f5
--- /dev/null
+++ b/openbb_sdk/sdk/provider/openbb_provider/standard_models/stock_info.py
@@ -0,0 +1,38 @@
+"""Stock Info data model."""
+
+from typing import Optional
+
+from pydantic import Field
+
+from openbb_provider.abstract.data import Data
+from openbb_provider.abstract.query_params import QueryParams
+from openbb_provider.models.base import BaseSymbol
+
+
+class StockInfoQueryParams(QueryParams, BaseSymbol):
+    """Stock Info Query Params"""
+
+
+class StockInfoData(Data):
+    """Stock Info Data."""
+
+    symbol: str = Field(description="The ticker symbol.")
+    name: str = Field(description="The name associated with the ticker symbol.")
+    price: float = Field(description="The last price of the stock.")
+    open: Optional[float] = Field(description="The opening price of the stock.")
+    high: Optional[float] = Field(
+        description="The high price of the current trading day."
+    )
+    low: Optional[float] = Field(
+        description="The low price of the current trading day."
+    )
+    close: Optional[float] = Field(description="The closing price of the stock.")
+    change: Optional[float] = Field(
+        description="The change in price over the current trading period."
+    )
+    change_percent: Optional[float] = Field(
+        description="The % change in price over the current trading period."
+    )
+    previous_close: Optional[float] = Field(
+        description="The previous closing price of the stock."
+    )
diff --git a/openbb_sdk/sdk/provider/openbb_provider/standard_models/stock_search.py b/openbb_sdk/sdk/provider/openbb_provider/standard_models/stock_search.py
new file mode 100644
index 00000000000..f711a3f6bca
--- /dev/null
+++ b/openbb_sdk/sdk/provider/openbb_provider/standard_models/stock_search.py
@@ -0,0 +1,22 @@
+"""Stock Search  data model."""
+
+from pydantic import Field
+
+from openbb_provider.abstract.data import Data
+from openbb_provider.abstract.query_params import QueryParams
+
+
+class StockSearchQueryParams(QueryParams):
+    """Company Search Query Params"""
+
+    query: str = Field(description="The search query.", default="")
+    ticker: bool = Field(
+        description="Whether to search by ticker symbol.", default=False
+    )
+
+
+class StockSearchData(Data):
+    """Company Search Data."""
+
+    symbol: str = Field(description="The ticker symbol of the company.")
+    name: str = Field(description="The name of the company.")