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OPTIONS

This menu aims to give insight on options.

This menu aims to give insight on options. Options can cause significant share price movement, and option pricing gives info about market sentiment for a ticker. The usage of the following commands along with an example will be exploited below:

  • disp
    • Display all preset screeners filters
  • scr
    • Output screener options
  • load
    • Load new ticker
  • info
    • Display option information [Source: Barchart.com]
  • calc
    • basic call/put PnL calculator
  • unu
    • Display unusual options activity
  • exp
    • See/set expiry date
  • chains
    • Display option chains with greeks [Source: Tradier.com]
  • oi
    • Plot open interest
  • vol
    • Plot volume
  • voi
    • Plot volume and open interest
  • hist
    • Plot option history [Source: Tradier.com]
  • grhist
    • Plot historical option greek [Source: ops.syncretism.io]

disp 

usage: view [-p {template,...}]

View available presets under presets folder.

  • -p : View specific preset
View presets

scr 

usage: scr [-p {template,...}]

Screener filter output from https://ops.syncretism.io/index.html. Where: CS: Contract Symbol; S: Symbol, T: Option Type; Str: Strike; Exp v: Expiration; IV: Implied Volatility; LP: Last Price; B: Bid; A: Ask; V: Volume; OI: Open Interest; Y: Yield; MY: Monthly Yield; SMP: Regular Market Price; SMDL: Regular Market Day Low; SMDH: Regular Market Day High; LU: Last Trade Date; LC: Last Crawl; ITM: In The Money; PC: Price Change; PB: Price-to-book. [Source: Ops.Syncretism]

  • -p : Filter presets
Filter presets

load

Load new ticker

usage: load [-t Ticker]
  • -t/--ticker: Ticker to load. Flag is optional, as load aapl will also work

info

This scrapes the options information from barchart.com/stocks overview. This includes information such as Historical Volatility and IV Rank.

usage: info
op info

calc

Basic profit calculator for options

usage: calc [-s STRIKE] [-p PREMIUM] [--put] [--sell]  [-h]
  • -s/--strike : Strike price to consider
  • -p/--premium: Premium being paid
  • --put: Flag to calculate for put option
  • --sell: Flag to calculate for selling option

calc

unu

Show unusual options activity from fdscreener.com

usage: unu [-n NUM] [--sortby] [-a] [--export] [-h]
  • -n/--num : Number to get. Defaults to 20. Each page scrapes 20 results
  • --sortby : Column to sort data by. Can be {Option,Vol/OI,Vol,OI,Bid,Ask}. Defaults to Vol/OI
  • -a : Flag to sort in ascending order
  • --export : Flag to export. Can be {csv, json, xlsx}
(✨) (op)> unu -n 5
Last Updated: 2021-08-03 18:06:07
╒══════════╤════════════╤══════════╤══════════╤═══════╤══════╤═══════╤═══════╕
│ Ticker   │ Exp        │ Option   │   Vol/OI │   Vol │   OI │   Bid │   Ask │
╞══════════╪════════════╪══════════╪══════════╪═══════╪══════╪═══════╪═══════╡
│ AMD      │ 2021-08-06 │ 112.0 P  │    102.9 │ 15639 │  152 │  1.67 │  1.69 │
├──────────┼────────────┼──────────┼──────────┼───────┼──────┼───────┼───────┤
│ MA       │ 2021-11-19 │ 375.0 C  │     50.3 │ 10165 │  202 │ 18.35 │ 18.65 │
├──────────┼────────────┼──────────┼──────────┼───────┼──────┼───────┼───────┤
│ GOOG     │ 2021-08-06 │ 2630.0 P │     38.5 │  5314 │  138 │  1.2  │  1.65 │
├──────────┼────────────┼──────────┼──────────┼───────┼──────┼───────┼───────┤
│ AMD      │ 2021-08-06 │ 111.0 P  │     37.2 │ 15245 │  410 │  1.29 │  1.31 │
├──────────┼────────────┼──────────┼──────────┼───────┼──────┼───────┼───────┤
│ GOOG     │ 2021-08-06 │ 2635.0 P │     34.1 │  5966 │  175 │  1.4  │  1.8  │
╘══════════╧════════════╧══════════╧══════════╧═══════╧══════╧═══════╧═══════╛

exp

See/set expiry dates.

usage: exp [-d] [-D
  • -d : Expiry date index to set.
  • -D : Date to set

Running exp will show available option expirations

(✨) (op)> exp

Available expiry dates:
    0.  2021-07-30
    1.  2021-08-06
    2.  2021-08-13
    3.  2021-08-20
    4.  2021-08-27
    5.  2021-09-03

To set 2021-08-13, the following two options are equivalent

exp 2
exp -D 2021-08-13

chains 

usage: chains [--calls] [--puts] [-m MIN_SP] [-M MAX_SP] [-d] [--export]

Display options chains. [Source: Tradier]

  • --calls : Flag to show calls only
  • --puts : Flag to show puts only
  • -m : Minimum strike price to consider.
  • -M : Maximum strike price to consider.
  • -d : Columns to display. Should be comma separated. Must be in * -d : Columns to display from the following selection: symbol, bid, ask, strike, bidsize, asksize, volume, open_interest, delta, gamma, theta, vega, iv. Note that they are separated by comma.
  • --export: Flag to export. Options are {csv,json,xlsx}.

chains

oi

Plot open interest.

usage: oi [-m MIN] [-M MAX] [--calls] [--puts] [--source {tr,yf}] [-h]
  • -m/--min: Min strike to plot. Defaults to .75 * current price
  • -M/--max: Max strike to plot. Defaults to 1.25 * current price
  • --calls: Flag to plot calls only
  • --puts: Flag to plot puts only
  • --source: Data source. Can be ['yf','tr']. Defaults to 'tr' for Tradier.

oi

vol

Plot volume.

usage: vol [-m MIN] [-M MAX] [--calls] [--puts] [--source {tr,yf}] [-h]
  • -m/--min: Min strike to plot. Defaults to .75 * current price
  • -M/--max: Max strike to plot. Defaults to 1.25 * current price
  • --calls: Flag to plot calls only
  • --puts: Flag to plot puts only
  • --source: Data source. Can be ['yf','tr']. Defaults to 'tr' for Tradier. vol

voi 

usage: voi [-v MIN_VOL] [-m MIN_SP] [-M MAX_SP] [--source]

Plots Volume + Open Interest of calls vs puts.

  • -v : Minimum volume (considering open interest) threshold of the plot.
  • -m : Minimum strike price to consider in the plot.
  • -M : Maximum strike price to consider in the plot.
  • --source: Data source. Can be ['yf','tr']. Defaults to 'tr' for Tradier.

voi

hist

Shows historical option chain

usage: hist [-s STRIKE] [--put] [--chain CHAIN_ID] [--raw] [--export {csv,json,xlsx}] [-h]
  • -s/--strike: Strike to show history for
  • --put: Flag to indicate the option is a put
  • --chain: OCC Chain ID. Example: AAPL210730C00144000. This flag overwrites the strike and put option
  • --raw: Show raw output
  • --export: Export file. Can be {csv, json, xlsx}.

Note that the chain ID can be obtained by using chains -d symbol

hist

grhist

Plot historical option greeks. Data from ops.syncretism.io

usage: grhist [-s STRIKE] [--put] [-g {iv,gamma,theta,vega,delta,rho,premium}] [--chain CHAIN_ID] [--raw]
  [--export {csv,json,xlsx}] [-h]
  • -s/--strike: Strike to show history for
  • -g/--greek: Greek to get data for. Can be {iv,gamma,theta,vega,delta,rho}. Also can be premium
  • --put: Flag to indicate the option is a put
  • --chain: OCC Chain ID. Example: AAPL210730C00144000. This flag overwrites the strike and put option
  • --raw: Show raw output (last 20 entries)
  • --export: Export file. Can be {csv, json, xlsx}.
(✨) (op)> grhist -s 145 --put -g delta

gr_hist