CHAINS

Get the complete options chain for a ticker.

Syntax

=OBB.DERIVATIVES.OPTIONS.CHAINS(symbol,[provider],[date])

Example

=OBB.DERIVATIVES.OPTIONS.CHAINS("AAPL")

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Parameters

Name	Type	Description	Required
symbol	Text	Symbol to get data for.	True
provider	Text	Options: intrinio, defaults to intrinio.	False
date	Text	The end-of-day date for options chains data. (provider: intrinio)	False

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Data

• intrinio

Name	Description
symbol	Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option.
contract_symbol	Contract symbol for the option.
eod_date	Date for which the options chains are returned.
expiration	Expiration date of the contract.
strike	Strike price of the contract.
option_type	Call or Put.
open_interest	Open interest on the contract.
volume	The trading volume.
theoretical_price	Theoretical value of the option.
last_trade_price	Last trade price of the option.
tick	Whether the last tick was up or down in price.
bid	Current bid price for the option.
bid_size	Bid size for the option.
ask	Current ask price for the option.
ask_size	Ask size for the option.
mark	The mid-price between the latest bid and ask.
open	The open price.
open_bid	The opening bid price for the option that day.
open_ask	The opening ask price for the option that day.
high	The high price.
bid_high	The highest bid price for the option that day.
ask_high	The highest ask price for the option that day.
low	The low price.
bid_low	The lowest bid price for the option that day.
ask_low	The lowest ask price for the option that day.
close	The close price.
close_size	The closing trade size for the option that day.
close_time	The time of the closing price for the option that day.
close_bid	The closing bid price for the option that day.
close_bid_size	The closing bid size for the option that day.
close_bid_time	The time of the bid closing price for the option that day.
close_ask	The closing ask price for the option that day.
close_ask_size	The closing ask size for the option that day.
close_ask_time	The time of the ask closing price for the option that day.
prev_close
change	The change in the price of the option.
change_percent	Change, in normalizezd percentage points, of the option.
implied_volatility	Implied volatility of the option.
delta	Delta of the option.
gamma	Gamma of the option.
theta	Theta of the option.
vega	Vega of the option.
rho	Rho of the option.
exercise_style	The exercise style of the option, American or European.