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OpenBB/website/content/current/platform/reference/options/chains.md
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2023-11-14 10:31:48 -05:00

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chains 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.
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.

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

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.