Options Chains

---

Implementation details

Class names

Model name	Parameters class	Data class
OptionsChains	OptionsChainsQueryParams	OptionsChainsData

Import Statement

from openbb_core.provider.standard_models.options_chains import (
OptionsChainsData,
OptionsChainsQueryParams,
)

---

Parameters

• standard
• cboe
• intrinio
• tmx
• tradier
• yfinance

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
provider	Literal['cboe', 'intrinio', 'tmx', 'tradier', 'yfinance']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: cboe, intrinio, tmx, tradier, yfinance.	None	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
provider	Literal['cboe', 'intrinio', 'tmx', 'tradier', 'yfinance']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: cboe, intrinio, tmx, tradier, yfinance.	None	True
use_cache	bool	When True, the company directories will be cached for24 hours and are used to validate symbols. The results of the function are not cached. Set as False to bypass.	True	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
provider	Literal['cboe', 'intrinio', 'tmx', 'tradier', 'yfinance']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: cboe, intrinio, tmx, tradier, yfinance.	None	True
date	Union[date, str]	The end-of-day date for options chains data.	None	True
option_type	Literal['call', 'put']	The option type, call or put, 'None' is both (default).	None	True
moneyness	Literal['otm', 'itm', 'all']	Return only contracts that are in or out of the money, default is 'all'. Parameter is ignored when a date is supplied.	all	True
strike_gt	int	Return options with a strike price greater than the given value. Parameter is ignored when a date is supplied.	None	True
strike_lt	int	Return options with a strike price less than the given value. Parameter is ignored when a date is supplied.	None	True
volume_gt	int	Return options with a volume greater than the given value. Parameter is ignored when a date is supplied.	None	True
volume_lt	int	Return options with a volume less than the given value. Parameter is ignored when a date is supplied.	None	True
oi_gt	int	Return options with an open interest greater than the given value. Parameter is ignored when a date is supplied.	None	True
oi_lt	int	Return options with an open interest less than the given value. Parameter is ignored when a date is supplied.	None	True
model	Literal['black_scholes', 'bjerk']	The pricing model to use for options chains data, default is 'black_scholes'. Parameter is ignored when a date is supplied.	black_scholes	True
show_extended_price	bool	Whether to include OHLC type fields, default is True. Parameter is ignored when a date is supplied.	True	True
include_related_symbols	bool	Include related symbols that end in a 1 or 2 because of a corporate action, default is False.	False	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
provider	Literal['cboe', 'intrinio', 'tmx', 'tradier', 'yfinance']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: cboe, intrinio, tmx, tradier, yfinance.	None	True
date	Union[date, str]	A specific date to get data for.	None	True
use_cache	bool	Caching is used to validate the supplied ticker symbol, or if a historical EOD chain is requested. To bypass, set to False.	True	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
provider	Literal['cboe', 'intrinio', 'tmx', 'tradier', 'yfinance']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: cboe, intrinio, tmx, tradier, yfinance.	None	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
provider	Literal['cboe', 'intrinio', 'tmx', 'tradier', 'yfinance']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: cboe, intrinio, tmx, tradier, yfinance.	None	True

---

Data

• standard
• cboe
• intrinio
• tmx
• tradier
• yfinance

Name	Type	Description
underlying_symbol	str	Underlying symbol for the option.
underlying_price	float	Price of the underlying stock.
contract_symbol	str	Contract symbol for the option.
eod_date	date	Date for which the options chains are returned.
expiration	date	Expiration date of the contract.
dte	int	Days to expiration of the contract.
strike	float	Strike price of the contract.
option_type	str	Call or Put.
open_interest	int	Open interest on the contract.
volume	int	The trading volume.
theoretical_price	float	Theoretical value of the option.
last_trade_price	float	Last trade price of the option.
last_trade_size	int	Last trade size of the option.
last_trade_time	datetime	The timestamp of the last trade.
tick	str	Whether the last tick was up or down in price.
bid	float	Current bid price for the option.
bid_size	int	Bid size for the option.
bid_time	datetime	The timestamp of the bid price.
bid_exchange	str	The exchange of the bid price.
ask	float	Current ask price for the option.
ask_size	int	Ask size for the option.
ask_time	datetime	The timestamp of the ask price.
ask_exchange	str	The exchange of the ask price.
mark	float	The mid-price between the latest bid and ask.
open	float	The open price.
open_bid	float	The opening bid price for the option that day.
open_ask	float	The opening ask price for the option that day.
high	float	The high price.
bid_high	float	The highest bid price for the option that day.
ask_high	float	The highest ask price for the option that day.
low	float	The low price.
bid_low	float	The lowest bid price for the option that day.
ask_low	float	The lowest ask price for the option that day.
close	float	The close price.
close_size	int	The closing trade size for the option that day.
close_time	datetime	The time of the closing price for the option that day.
close_bid	float	The closing bid price for the option that day.
close_bid_size	int	The closing bid size for the option that day.
close_bid_time	datetime	The time of the bid closing price for the option that day.
close_ask	float	The closing ask price for the option that day.
close_ask_size	int	The closing ask size for the option that day.
close_ask_time	datetime	The time of the ask closing price for the option that day.
prev_close	float	The previous close price.
change	float	The change in the price of the option.
change_percent	float	Change, in normalized percentage points, of the option.
implied_volatility	float	Implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.

Name	Type	Description
underlying_symbol	str	Underlying symbol for the option.
underlying_price	float	Price of the underlying stock.
contract_symbol	str	Contract symbol for the option.
eod_date	date	Date for which the options chains are returned.
expiration	date	Expiration date of the contract.
dte	int	Days to expiration of the contract.
strike	float	Strike price of the contract.
option_type	str	Call or Put.
open_interest	int	Open interest on the contract.
volume	int	The trading volume.
theoretical_price	float	Theoretical value of the option.
last_trade_price	float	Last trade price of the option.
last_trade_size	int	Last trade size of the option.
last_trade_time	datetime	The timestamp of the last trade.
tick	str	Whether the last tick was up or down in price.
bid	float	Current bid price for the option.
bid_size	int	Bid size for the option.
bid_time	datetime	The timestamp of the bid price.
bid_exchange	str	The exchange of the bid price.
ask	float	Current ask price for the option.
ask_size	int	Ask size for the option.
ask_time	datetime	The timestamp of the ask price.
ask_exchange	str	The exchange of the ask price.
mark	float	The mid-price between the latest bid and ask.
open	float	The open price.
open_bid	float	The opening bid price for the option that day.
open_ask	float	The opening ask price for the option that day.
high	float	The high price.
bid_high	float	The highest bid price for the option that day.
ask_high	float	The highest ask price for the option that day.
low	float	The low price.
bid_low	float	The lowest bid price for the option that day.
ask_low	float	The lowest ask price for the option that day.
close	float	The close price.
close_size	int	The closing trade size for the option that day.
close_time	datetime	The time of the closing price for the option that day.
close_bid	float	The closing bid price for the option that day.
close_bid_size	int	The closing bid size for the option that day.
close_bid_time	datetime	The time of the bid closing price for the option that day.
close_ask	float	The closing ask price for the option that day.
close_ask_size	int	The closing ask size for the option that day.
close_ask_time	datetime	The time of the ask closing price for the option that day.
prev_close	float	The previous close price.
change	float	The change in the price of the option.
change_percent	float	Change, in normalized percentage points, of the option.
implied_volatility	float	Implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.

Name	Type	Description
underlying_symbol	str	Underlying symbol for the option.
underlying_price	float	Price of the underlying stock.
contract_symbol	str	Contract symbol for the option.
eod_date	date	Date for which the options chains are returned.
expiration	date	Expiration date of the contract.
dte	int	Days to expiration of the contract.
strike	float	Strike price of the contract.
option_type	str	Call or Put.
open_interest	int	Open interest on the contract.
volume	int	The trading volume.
theoretical_price	float	Theoretical value of the option.
last_trade_price	float	Last trade price of the option.
last_trade_size	int	Last trade size of the option.
last_trade_time	datetime	The timestamp of the last trade.
tick	str	Whether the last tick was up or down in price.
bid	float	Current bid price for the option.
bid_size	int	Bid size for the option.
bid_time	datetime	The timestamp of the bid price.
bid_exchange	str	The exchange of the bid price.
ask	float	Current ask price for the option.
ask_size	int	Ask size for the option.
ask_time	datetime	The timestamp of the ask price.
ask_exchange	str	The exchange of the ask price.
mark	float	The mid-price between the latest bid and ask.
open	float	The open price.
open_bid	float	The opening bid price for the option that day.
open_ask	float	The opening ask price for the option that day.
high	float	The high price.
bid_high	float	The highest bid price for the option that day.
ask_high	float	The highest ask price for the option that day.
low	float	The low price.
bid_low	float	The lowest bid price for the option that day.
ask_low	float	The lowest ask price for the option that day.
close	float	The close price.
close_size	int	The closing trade size for the option that day.
close_time	datetime	The time of the closing price for the option that day.
close_bid	float	The closing bid price for the option that day.
close_bid_size	int	The closing bid size for the option that day.
close_bid_time	datetime	The time of the bid closing price for the option that day.
close_ask	float	The closing ask price for the option that day.
close_ask_size	int	The closing ask size for the option that day.
close_ask_time	datetime	The time of the ask closing price for the option that day.
prev_close	float	The previous close price.
change	float	The change in the price of the option.
change_percent	float	Change, in normalized percentage points, of the option.
implied_volatility	float	Implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.

Name	Type	Description
underlying_symbol	str	Underlying symbol for the option.
underlying_price	float	Price of the underlying stock.
contract_symbol	str	Contract symbol for the option.
eod_date	date	Date for which the options chains are returned.
expiration	date	Expiration date of the contract.
dte	int	Days to expiration of the contract.
strike	float	Strike price of the contract.
option_type	str	Call or Put.
open_interest	int	Open interest on the contract.
volume	int	The trading volume.
theoretical_price	float	Theoretical value of the option.
last_trade_price	float	Last trade price of the option.
last_trade_size	int	Last trade size of the option.
last_trade_time	datetime	The timestamp of the last trade.
tick	str	Whether the last tick was up or down in price.
bid	float	Current bid price for the option.
bid_size	int	Bid size for the option.
bid_time	datetime	The timestamp of the bid price.
bid_exchange	str	The exchange of the bid price.
ask	float	Current ask price for the option.
ask_size	int	Ask size for the option.
ask_time	datetime	The timestamp of the ask price.
ask_exchange	str	The exchange of the ask price.
mark	float	The mid-price between the latest bid and ask.
open	float	The open price.
open_bid	float	The opening bid price for the option that day.
open_ask	float	The opening ask price for the option that day.
high	float	The high price.
bid_high	float	The highest bid price for the option that day.
ask_high	float	The highest ask price for the option that day.
low	float	The low price.
bid_low	float	The lowest bid price for the option that day.
ask_low	float	The lowest ask price for the option that day.
close	float	The close price.
close_size	int	The closing trade size for the option that day.
close_time	datetime	The time of the closing price for the option that day.
close_bid	float	The closing bid price for the option that day.
close_bid_size	int	The closing bid size for the option that day.
close_bid_time	datetime	The time of the bid closing price for the option that day.
close_ask	float	The closing ask price for the option that day.
close_ask_size	int	The closing ask size for the option that day.
close_ask_time	datetime	The time of the ask closing price for the option that day.
prev_close	float	The previous close price.
change	float	The change in the price of the option.
change_percent	float	Change, in normalized percentage points, of the option.
implied_volatility	float	Implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.
transactions	int	Number of transactions for the contract.
total_value	float	Total value of the transactions.
settlement_price	float	Settlement price on that date.

Name	Type	Description
underlying_symbol	str	Underlying symbol for the option.
underlying_price	float	Price of the underlying stock.
contract_symbol	str	Contract symbol for the option.
eod_date	date	Date for which the options chains are returned.
expiration	date	Expiration date of the contract.
dte	int	Days to expiration of the contract.
strike	float	Strike price of the contract.
option_type	str	Call or Put.
open_interest	int	Open interest on the contract.
volume	int	The trading volume.
theoretical_price	float	Theoretical value of the option.
last_trade_price	float	Last trade price of the option.
last_trade_size	int	Last trade size of the option.
last_trade_time	datetime	The timestamp of the last trade.
tick	str	Whether the last tick was up or down in price.
bid	float	Current bid price for the option.
bid_size	int	Bid size for the option.
bid_time	datetime	The timestamp of the bid price.
bid_exchange	str	The exchange of the bid price.
ask	float	Current ask price for the option.
ask_size	int	Ask size for the option.
ask_time	datetime	The timestamp of the ask price.
ask_exchange	str	The exchange of the ask price.
mark	float	The mid-price between the latest bid and ask.
open	float	The open price.
open_bid	float	The opening bid price for the option that day.
open_ask	float	The opening ask price for the option that day.
high	float	The high price.
bid_high	float	The highest bid price for the option that day.
ask_high	float	The highest ask price for the option that day.
low	float	The low price.
bid_low	float	The lowest bid price for the option that day.
ask_low	float	The lowest ask price for the option that day.
close	float	The close price.
close_size	int	The closing trade size for the option that day.
close_time	datetime	The time of the closing price for the option that day.
close_bid	float	The closing bid price for the option that day.
close_bid_size	int	The closing bid size for the option that day.
close_bid_time	datetime	The time of the bid closing price for the option that day.
close_ask	float	The closing ask price for the option that day.
close_ask_size	int	The closing ask size for the option that day.
close_ask_time	datetime	The time of the ask closing price for the option that day.
prev_close	float	The previous close price.
change	float	The change in the price of the option.
change_percent	float	Change, in normalized percentage points, of the option.
implied_volatility	float	Implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.
phi	float	Phi of the option. The sensitivity of the option relative to dividend yield.
bid_iv	float	Implied volatility of the bid price.
ask_iv	float	Implied volatility of the ask price.
orats_final_iv	float	ORATS final implied volatility of the option, updated once per hour.
year_high	float	52-week high price of the option.
year_low	float	52-week low price of the option.
contract_size	int	Size of the contract.
greeks_time	datetime	Timestamp of the last greeks update. Greeks/IV data is updated once per hour.

Name	Type	Description
underlying_symbol	str	Underlying symbol for the option.
underlying_price	float	Price of the underlying stock.
contract_symbol	str	Contract symbol for the option.
eod_date	date	Date for which the options chains are returned.
expiration	date	Expiration date of the contract.
dte	int	Days to expiration of the contract.
strike	float	Strike price of the contract.
option_type	str	Call or Put.
open_interest	int	Open interest on the contract.
volume	int	The trading volume.
theoretical_price	float	Theoretical value of the option.
last_trade_price	float	Last trade price of the option.
last_trade_size	int	Last trade size of the option.
last_trade_time	datetime	The timestamp of the last trade.
tick	str	Whether the last tick was up or down in price.
bid	float	Current bid price for the option.
bid_size	int	Bid size for the option.
bid_time	datetime	The timestamp of the bid price.
bid_exchange	str	The exchange of the bid price.
ask	float	Current ask price for the option.
ask_size	int	Ask size for the option.
ask_time	datetime	The timestamp of the ask price.
ask_exchange	str	The exchange of the ask price.
mark	float	The mid-price between the latest bid and ask.
open	float	The open price.
open_bid	float	The opening bid price for the option that day.
open_ask	float	The opening ask price for the option that day.
high	float	The high price.
bid_high	float	The highest bid price for the option that day.
ask_high	float	The highest ask price for the option that day.
low	float	The low price.
bid_low	float	The lowest bid price for the option that day.
ask_low	float	The lowest ask price for the option that day.
close	float	The close price.
close_size	int	The closing trade size for the option that day.
close_time	datetime	The time of the closing price for the option that day.
close_bid	float	The closing bid price for the option that day.
close_bid_size	int	The closing bid size for the option that day.
close_bid_time	datetime	The time of the bid closing price for the option that day.
close_ask	float	The closing ask price for the option that day.
close_ask_size	int	The closing ask size for the option that day.
close_ask_time	datetime	The time of the ask closing price for the option that day.
prev_close	float	The previous close price.
change	float	The change in the price of the option.
change_percent	float	Change, in normalized percentage points, of the option.
implied_volatility	float	Implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.
in_the_money	bool	Whether the option is in the money.
currency	str	Currency of the option.