### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ### from typing import List, Literal, Optional, Union from openbb_core.app.model.custom_parameter import OpenBBCustomParameter from openbb_core.app.model.obbject import OBBject from openbb_core.app.static.container import Container from openbb_core.app.static.utils.decorators import validate from openbb_core.app.static.utils.filters import filter_inputs from typing_extensions import Annotated class ROUTER_derivatives_options(Container): """/derivatives/options chains unusual """ def __repr__(self) -> str: return self.__doc__ or "" @validate def chains( self, symbol: Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], provider: Optional[Literal["intrinio"]] = None, **kwargs ) -> OBBject: """Get the complete options chain for a ticker. Parameters ---------- symbol : str Symbol to get data for. provider : Optional[Literal['intrinio']] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'intrinio' if there is no default. date : Optional[datetime.date] Date for which the options chains are returned. (provider: intrinio) Returns ------- OBBject results : List[OptionsChains] Serializable results. provider : Optional[Literal['intrinio']] Provider name. warnings : Optional[List[Warning_]] List of warnings. chart : Optional[Chart] Chart object. extra: Dict[str, Any] Extra info. OptionsChains ------------- contract_symbol : str Contract symbol for the option. symbol : Optional[str] Symbol representing the entity requested in the data. Here its the underlying symbol for the option. expiration : date Expiration date of the contract. strike : float Strike price of the contract. option_type : str Call or Put. eod_date : Optional[date] Date for which the options chains are returned. close : Optional[float] The close price. close_bid : Optional[float] The closing bid price for the option that day. close_ask : Optional[float] The closing ask price for the option that day. volume : Optional[float] The trading volume. open : Optional[float] The open price. open_bid : Optional[float] The opening bid price for the option that day. open_ask : Optional[float] The opening ask price for the option that day. open_interest : Optional[float] Open interest on the contract. high : Optional[float] The high price. low : Optional[float] The low price. mark : Optional[float] The mid-price between the latest bid-ask spread. ask_high : Optional[float] The highest ask price for the option that day. ask_low : Optional[float] The lowest ask price for the option that day. bid_high : Optional[float] The highest bid price for the option that day. bid_low : Optional[float] The lowest bid price for the option that day. implied_volatility : Optional[float] Implied volatility of the option. delta : Optional[float] Delta of the option. gamma : Optional[float] Gamma of the option. theta : Optional[float] Theta of the option. vega : Optional[float] Vega of the option. Example ------- >>> from openbb import obb >>> obb.derivatives.options.chains(symbol="AAPL") """ # noqa: E501 return self._run( "/derivatives/options/chains", **filter_inputs( provider_choices={ "provider": provider, }, standard_params={ "symbol": ",".join(symbol) if isinstance(symbol, list) else symbol, }, extra_params=kwargs, ) ) @validate def unusual( self, symbol: Annotated[ Union[str, None, List[str]], OpenBBCustomParameter( description="Symbol to get data for. (the underlying symbol)" ), ] = None, provider: Optional[Literal["intrinio"]] = None, **kwargs ) -> OBBject: """Get the complete options chain for a ticker. Parameters ---------- symbol : Optional[str] Symbol to get data for. (the underlying symbol) provider : Optional[Literal['intrinio']] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'intrinio' if there is no default. source : Literal['delayed', 'realtime'] The source of the data. Either realtime or delayed. (provider: intrinio) Returns ------- OBBject results : List[OptionsUnusual] Serializable results. provider : Optional[Literal['intrinio']] Provider name. warnings : Optional[List[Warning_]] List of warnings. chart : Optional[Chart] Chart object. extra: Dict[str, Any] Extra info. OptionsUnusual -------------- underlying_symbol : Optional[str] Symbol representing the entity requested in the data. (the underlying symbol) contract_symbol : str Contract symbol for the option. trade_type : Optional[str] The type of unusual trade. (provider: intrinio) sentiment : Optional[str] Bullish, Bearish, or Neutral Sentiment is estimated based on whether the trade was executed at the bid, ask, or mark price. (provider: intrinio) total_value : Optional[Union[int, float]] The aggregated value of all option contract premiums included in the trade. (provider: intrinio) total_size : Optional[int] The total number of contracts involved in a single transaction. (provider: intrinio) average_price : Optional[float] The average premium paid per option contract. (provider: intrinio) ask_at_execution : Optional[float] Ask price at execution. (provider: intrinio) bid_at_execution : Optional[float] Bid price at execution. (provider: intrinio) underlying_price_at_execution : Optional[float] Price of the underlying security at execution of trade. (provider: intrinio) timestamp : Optional[datetime] The UTC timestamp of order placement. (provider: intrinio) Example ------- >>> from openbb import obb >>> obb.derivatives.options.unusual() """ # noqa: E501 return self._run( "/derivatives/options/unusual", **filter_inputs( provider_choices={ "provider": provider, }, standard_params={ "symbol": ",".join(symbol) if isinstance(symbol, list) else symbol, }, extra_params=kwargs, ) )