--- title: chains description: Learn how to get the complete options chain for a ticker using the OBB.equity.options.chains function. Explore the available parameters like symbol and provider, and understand the data returned, including contract symbol, expiration, strike price, and more. keywords: - options chain - ticker - complete options chain - symbol - provider - data - contract symbol - expiration - strike price - option type - eod date - trading volume - open price - open interest - high price - low price - implied volatility - delta - gamma - theta - vega - bid size - ask size - theoretical value - last trade price - prev close - change percent - rho - last trade timestamp - dte --- import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem'; Get the complete options chain for a ticker. ```python wordwrap obb.equity.options.chains(symbol: Union[str, List[str]], provider: Literal[str] = cboe) ``` --- ## Parameters | Name | Type | Description | Default | Optional | | ---- | ---- | ----------- | ------- | -------- | | symbol | Union[str, List[str]] | Symbol to get data for. | | False | | provider | Literal['cboe', 'intrinio'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True | | Name | Type | Description | Default | Optional | | ---- | ---- | ----------- | ------- | -------- | | symbol | Union[str, List[str]] | Symbol to get data for. | | False | | provider | Literal['cboe', 'intrinio'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default. | cboe | True | | date | date | Date for which the options chains are returned. | | False | --- ## Returns ```python wordwrap OBBject results : List[OptionsChains] Serializable results. provider : Optional[Literal['cboe', 'intrinio']] Provider name. warnings : Optional[List[Warning_]] List of warnings. chart : Optional[Chart] Chart object. metadata: Optional[Metadata] Metadata info about the command execution. ``` --- ## Data | Name | Type | Description | | ---- | ---- | ----------- | | contract_symbol | str | Contract symbol for the option. | | symbol | 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 | date | Date for which the options chains are returned. | | close | float | The close price. | | close_bid | float | The closing bid price for the option that day. | | close_ask | float | The closing ask price for the option that day. | | volume | float | The trading volume. | | 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. | | open_interest | float | Open interest on the contract. | | high | float | The high price. | | low | float | The low price. | | mark | float | The mid-price between the latest bid-ask spread. | | ask_high | float | The highest ask price for the option that day. | | ask_low | float | The lowest ask price for the option that day. | | bid_high | float | The highest bid price for the option that day. | | bid_low | float | The lowest bid price for the option that day. | | 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. | | Name | Type | Description | | ---- | ---- | ----------- | | contract_symbol | str | Contract symbol for the option. | | symbol | 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 | date | Date for which the options chains are returned. | | close | float | The close price. | | close_bid | float | The closing bid price for the option that day. | | close_ask | float | The closing ask price for the option that day. | | volume | float | The trading volume. | | 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. | | open_interest | float | Open interest on the contract. | | high | float | The high price. | | low | float | The low price. | | mark | float | The mid-price between the latest bid-ask spread. | | ask_high | float | The highest ask price for the option that day. | | ask_low | float | The lowest ask price for the option that day. | | bid_high | float | The highest bid price for the option that day. | | bid_low | float | The lowest bid price for the option that day. | | 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. | | bid_size | int | Bid size for the option. | | ask_size | int | Ask size for the option. | | theoretical | float | Theoretical value of the option. | | last_trade_price | float | Last trade price of the option. | | tick | str | Whether the last tick was up or down in price. | | prev_close | float | Previous closing price of the option. | | change | float | Change in price of the option. | | change_percent | float | Change, in percent, of the option. | | rho | float | Rho of the option. | | last_trade_timestamp | datetime | Last trade timestamp of the option. | | dte | int | Days to expiration for the option. |