---
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. |