import pandas as pd import plotly.graph_objects as go import bots.config_discordbot as cfg from bots.config_discordbot import logger from bots import helpers from gamestonk_terminal.stocks.options import op_helpers, yfinance_model def oi_command( ticker: str = None, expiry: str = "", min_sp: float = None, max_sp: float = None, ): """Options OI""" # Debug if cfg.DEBUG: logger.debug("opt-oi %s %s %s %s", ticker, expiry, min_sp, max_sp) # Check for argument if ticker is None: raise Exception("Stock ticker is required") dates = yfinance_model.option_expirations(ticker) if not dates: raise Exception("Stock ticker is invalid") options = yfinance_model.get_option_chain(ticker, expiry) calls = options.calls puts = options.puts current_price = yfinance_model.get_price(ticker) min_strike = 0.75 * current_price max_strike = 1.95 * current_price if len(calls) > 40: min_strike = 0.75 * current_price max_strike = 1.25 * current_price if min_sp: min_strike = min_sp if max_sp: max_strike = max_sp call_oi = calls.set_index("strike")["openInterest"] / 1000 put_oi = puts.set_index("strike")["openInterest"] / 1000 df_opt = pd.merge(call_oi, put_oi, left_index=True, right_index=True) df_opt = df_opt.rename( columns={"openInterest_x": "OI_call", "openInterest_y": "OI_put"} ) max_pain = op_helpers.calculate_max_pain(df_opt) fig = go.Figure() dmax = df_opt[["OI_call", "OI_put"]].values.max() dmin = df_opt[["OI_call", "OI_put"]].values.min() fig.add_trace( go.Scatter( x=df_opt.index, y=df_opt["OI_call"], name="Calls", mode="lines+markers", line=dict(color="green", width=3), ) ) fig.add_trace( go.Scatter( x=df_opt.index, y=df_opt["OI_put"], name="Puts", mode="lines+markers", line=dict(color="red", width=3), ) ) fig.add_trace( go.Scatter( x=[current_price, current_price], y=[dmin, dmax], mode="lines", line=dict(color="gold", width=2), name="Current Price", ) ) fig.add_trace( go.Scatter( x=[max_pain, max_pain], y=[dmin, dmax], mode="lines", line=dict(color="grey", width=3, dash="dash"), name=f"Max Pain: {max_pain}", ) ) fig.update_xaxes( range=[min_strike, max_strike], constrain="domain", ) fig.update_layout( margin=dict(l=0, r=0, t=60, b=20), template=cfg.PLT_SCAT_STYLE_TEMPLATE, title=f"Open Interest for {ticker.upper()} expiring {expiry}", title_x=0.5, legend_title="", xaxis_title="Strike", yaxis_title="Open Interest (1k)", xaxis=dict( rangeslider=dict(visible=False), ), legend=dict(yanchor="top", y=0.99, xanchor="left", x=0.01), dragmode="pan", ) config = dict({"scrollZoom": True}) imagefile = "opt_oi.png" # Check if interactive settings are enabled plt_link = "" if cfg.INTERACTIVE: html_ran = helpers.uuid_get() fig.write_html(f"in/oi_{html_ran}.html", config=config) plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/oi_{html_ran}.html)" fig.update_layout( width=800, height=500, ) imagefile = helpers.image_border(imagefile, fig=fig) return { "title": f"Open Interest for {ticker.upper()} expiring {expiry}", "description": plt_link, "imagefile": imagefile, }