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OpenBB/examples/optionsChains.ipynb
Danglewood ee60f0efad feature/examples-optionsChains: Add Notebook example: optionsChains (#5165) 
* update README.md with optionsChains

* uploads the notebook file

* fix nasdaq load

* Adds a cell for the IV skew smile

---------

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2023-07-05 17:47:43 +00:00

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{
"cells": [
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"# Options Chains Analysis\n",
"\n",
"Version 3.1 of the OpenBB SDK provides a suite of enhancements to the Options module. This notebook will highlight the changes and demonstrate how to get started using the new tools.\n",
"\n",
"## What's Changed\n",
"\n",
"- There's a new way to `load`\n",
" \n",
" `openbb.stocks.options.load_options_chains()`\n",
"\n",
" The legacy method (`openbb.stocks.options.chains()`) remains in service, but some minor changes to existing scripts will be required to take advantage of the new functionality. Don't worry, it's nothing that `Find & Replace` can't easily handle. Let's compare below."
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [],
"source": [
"# Select the `obb` Python environment as the session's kernel, then import the OpenBB SDK.\n",
"\n",
"from openbb_terminal.sdk import openbb\n",
"import pandas as pd\n",
"from openbb_terminal.economy.plot_view import show_plot"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [
{
"data": {
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" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>optionType</th>\n",
" <th>expiration</th>\n",
" <th>strike</th>\n",
" <th>lastPrice</th>\n",
" <th>bid</th>\n",
" <th>ask</th>\n",
" <th>openInterest</th>\n",
" <th>volume</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>call</td>\n",
" <td>2023-06-23</td>\n",
" <td>275.0</td>\n",
" <td>158.44</td>\n",
" <td>159.31</td>\n",
" <td>159.45</td>\n",
" <td>0</td>\n",
" <td>2</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>put</td>\n",
" <td>2023-06-23</td>\n",
" <td>275.0</td>\n",
" <td>0.01</td>\n",
" <td>0.00</td>\n",
" <td>0.01</td>\n",
" <td>1007</td>\n",
" <td>1</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" optionType expiration strike lastPrice bid ask openInterest \\\n",
"0 call 2023-06-23 275.0 158.44 159.31 159.45 0 \n",
"1 put 2023-06-23 275.0 0.01 0.00 0.01 1007 \n",
"\n",
" volume \n",
"0 2 \n",
"1 1 "
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# The legacy method\n",
"\n",
"spy_chains = openbb.stocks.options.chains(\"SPY\")\n",
"spy_chains.head(2)"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [
{
"data": {
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"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>optionType</th>\n",
" <th>expiration</th>\n",
" <th>strike</th>\n",
" <th>lastPrice</th>\n",
" <th>bid</th>\n",
" <th>ask</th>\n",
" <th>openInterest</th>\n",
" <th>volume</th>\n",
" <th>dte</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>call</td>\n",
" <td>2023-06-23</td>\n",
" <td>275.0</td>\n",
" <td>158.44</td>\n",
" <td>159.31</td>\n",
" <td>159.45</td>\n",
" <td>0</td>\n",
" <td>2</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>put</td>\n",
" <td>2023-06-23</td>\n",
" <td>275.0</td>\n",
" <td>0.01</td>\n",
" <td>0.00</td>\n",
" <td>0.01</td>\n",
" <td>1007</td>\n",
" <td>1</td>\n",
" <td>0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" optionType expiration strike lastPrice bid ask openInterest \\\n",
"0 call 2023-06-23 275.0 158.44 159.31 159.45 0 \n",
"1 put 2023-06-23 275.0 0.01 0.00 0.01 1007 \n",
"\n",
" volume dte \n",
"0 2 0 \n",
"1 1 0 "
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# The new method\n",
"\n",
"spy = openbb.stocks.options.load_options_chains(\"SPY\", \"Nasdaq\")\n",
"spy.chains.head(2)"
]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"The same response (the options chains) is in both variables, but the new method contains more than just the chains data previously fetched."
]
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"dict_keys(['source', 'SYMBOLS', 'symbol', 'chains', 'expirations', 'strikes', 'underlying_price', 'last_price', 'underlying_name', 'hasIV', 'hasGreeks', 'get_available_greeks', 'date'])"
]
},
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"spy.__dict__.keys()"
]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"The new object eliminates the need to make an additional request for the price of the underlying asset, or the list of expirations and strikes."
]
},
{
"cell_type": "code",
"execution_count": 7,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"434.3"
]
},
"execution_count": 7,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# Instead of:\n",
"\n",
"last_price = openbb.stocks.options.price(\"SPY\")\n",
"\n",
"last_price"
]
},
{
"cell_type": "code",
"execution_count": 8,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"434.3"
]
},
"execution_count": 8,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# Use the Options data object:\n",
"\n",
"spy.last_price"
]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"- There are new sources of data\n",
"\n",
" Two additional data sources have been added, `CBOE` and `TMX`, with the latter covering the Canadian market. The new default source is `CBOE`. The DataFrame has been transposed below to better illustrate the additional columns available by default."
]
},
{
"cell_type": "code",
"execution_count": 9,
"metadata": {},
"outputs": [
{
"data": {
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"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>186</th>\n",
" <th>187</th>\n",
" <th>456</th>\n",
" <th>457</th>\n",
" <th>636</th>\n",
" <th>637</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>expiration</th>\n",
" <td>2023-06-23</td>\n",
" <td>2023-06-23</td>\n",
" <td>2023-06-26</td>\n",
" <td>2023-06-26</td>\n",
" <td>2023-06-27</td>\n",
" <td>2023-06-27</td>\n",
" </tr>\n",
" <tr>\n",
" <th>strike</th>\n",
" <td>435.0</td>\n",
" <td>435.0</td>\n",
" <td>435.0</td>\n",
" <td>435.0</td>\n",
" <td>435.0</td>\n",
" <td>435.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>optionType</th>\n",
" <td>call</td>\n",
" <td>put</td>\n",
" <td>call</td>\n",
" <td>put</td>\n",
" <td>call</td>\n",
" <td>put</td>\n",
" </tr>\n",
" <tr>\n",
" <th>contractSymbol</th>\n",
" <td>SPY230623C00435000</td>\n",
" <td>SPY230623P00435000</td>\n",
" <td>SPY230626C00435000</td>\n",
" <td>SPY230626P00435000</td>\n",
" <td>SPY230627C00435000</td>\n",
" <td>SPY230627P00435000</td>\n",
" </tr>\n",
" <tr>\n",
" <th>bid</th>\n",
" <td>0.28</td>\n",
" <td>0.89</td>\n",
" <td>0.95</td>\n",
" <td>1.51</td>\n",
" <td>1.36</td>\n",
" <td>1.86</td>\n",
" </tr>\n",
" <tr>\n",
" <th>bidSize</th>\n",
" <td>829</td>\n",
" <td>211</td>\n",
" <td>112</td>\n",
" <td>58</td>\n",
" <td>97</td>\n",
" <td>113</td>\n",
" </tr>\n",
" <tr>\n",
" <th>ask</th>\n",
" <td>0.29</td>\n",
" <td>0.9</td>\n",
" <td>0.96</td>\n",
" <td>1.52</td>\n",
" <td>1.37</td>\n",
" <td>1.87</td>\n",
" </tr>\n",
" <tr>\n",
" <th>askSize</th>\n",
" <td>387</td>\n",
" <td>11</td>\n",
" <td>201</td>\n",
" <td>150</td>\n",
" <td>168</td>\n",
" <td>150</td>\n",
" </tr>\n",
" <tr>\n",
" <th>impliedVolatility</th>\n",
" <td>0.145</td>\n",
" <td>0.148</td>\n",
" <td>0.0743</td>\n",
" <td>0.0748</td>\n",
" <td>0.0863</td>\n",
" <td>0.0862</td>\n",
" </tr>\n",
" <tr>\n",
" <th>openInterest</th>\n",
" <td>27779</td>\n",
" <td>24957</td>\n",
" <td>7187</td>\n",
" <td>8872</td>\n",
" <td>1820</td>\n",
" <td>5341</td>\n",
" </tr>\n",
" <tr>\n",
" <th>volume</th>\n",
" <td>239793</td>\n",
" <td>57155</td>\n",
" <td>66936</td>\n",
" <td>11268</td>\n",
" <td>9232</td>\n",
" <td>5067</td>\n",
" </tr>\n",
" <tr>\n",
" <th>delta</th>\n",
" <td>0.3365</td>\n",
" <td>-0.6636</td>\n",
" <td>0.4295</td>\n",
" <td>-0.5728</td>\n",
" <td>0.4534</td>\n",
" <td>-0.5502</td>\n",
" </tr>\n",
" <tr>\n",
" <th>gamma</th>\n",
" <td>0.2537</td>\n",
" <td>0.2537</td>\n",
" <td>0.1304</td>\n",
" <td>0.1314</td>\n",
" <td>0.0991</td>\n",
" <td>0.1004</td>\n",
" </tr>\n",
" <tr>\n",
" <th>theta</th>\n",
" <td>-0.3203</td>\n",
" <td>-0.3203</td>\n",
" <td>-0.2032</td>\n",
" <td>-0.2046</td>\n",
" <td>-0.2018</td>\n",
" <td>-0.2041</td>\n",
" </tr>\n",
" <tr>\n",
" <th>rho</th>\n",
" <td>0.0007</td>\n",
" <td>-0.0014</td>\n",
" <td>0.016</td>\n",
" <td>-0.018</td>\n",
" <td>0.0222</td>\n",
" <td>-0.0227</td>\n",
" </tr>\n",
" <tr>\n",
" <th>vega</th>\n",
" <td>0.0333</td>\n",
" <td>0.0333</td>\n",
" <td>0.159</td>\n",
" <td>0.1587</td>\n",
" <td>0.1839</td>\n",
" <td>0.1834</td>\n",
" </tr>\n",
" <tr>\n",
" <th>theoretical</th>\n",
" <td>0.3203</td>\n",
" <td>0.9303</td>\n",
" <td>0.9436</td>\n",
" <td>1.4949</td>\n",
" <td>1.3566</td>\n",
" <td>1.8531</td>\n",
" </tr>\n",
" <tr>\n",
" <th>change</th>\n",
" <td>-1.45</td>\n",
" <td>0.275</td>\n",
" <td>-1.22</td>\n",
" <td>0.515</td>\n",
" <td>-1.155</td>\n",
" <td>0.555</td>\n",
" </tr>\n",
" <tr>\n",
" <th>open</th>\n",
" <td>0.29</td>\n",
" <td>2.02</td>\n",
" <td>0.71</td>\n",
" <td>2.72</td>\n",
" <td>1.03</td>\n",
" <td>2.96</td>\n",
" </tr>\n",
" <tr>\n",
" <th>high</th>\n",
" <td>0.49</td>\n",
" <td>2.51</td>\n",
" <td>1.11</td>\n",
" <td>2.85</td>\n",
" <td>1.52</td>\n",
" <td>3.1</td>\n",
" </tr>\n",
" <tr>\n",
" <th>low</th>\n",
" <td>0.11</td>\n",
" <td>0.66</td>\n",
" <td>0.54</td>\n",
" <td>1.31</td>\n",
" <td>0.87</td>\n",
" <td>1.67</td>\n",
" </tr>\n",
" <tr>\n",
" <th>tick</th>\n",
" <td>no_change</td>\n",
" <td>down</td>\n",
" <td>up</td>\n",
" <td>no_change</td>\n",
" <td>no_change</td>\n",
" <td>no_change</td>\n",
" </tr>\n",
" <tr>\n",
" <th>lastTradePrice</th>\n",
" <td>0.28</td>\n",
" <td>0.89</td>\n",
" <td>0.94</td>\n",
" <td>1.51</td>\n",
" <td>1.35</td>\n",
" <td>1.81</td>\n",
" </tr>\n",
" <tr>\n",
" <th>lastTradeTimestamp</th>\n",
" <td>2023-06-23T12:41:18</td>\n",
" <td>2023-06-23T12:41:18</td>\n",
" <td>2023-06-23T12:40:59</td>\n",
" <td>2023-06-23T12:41:12</td>\n",
" <td>2023-06-23T12:41:07</td>\n",
" <td>2023-06-23T12:38:51</td>\n",
" </tr>\n",
" <tr>\n",
" <th>changePercent</th>\n",
" <td>-83.82</td>\n",
" <td>44.72</td>\n",
" <td>-56.48</td>\n",
" <td>51.76</td>\n",
" <td>-46.11</td>\n",
" <td>44.22</td>\n",
" </tr>\n",
" <tr>\n",
" <th>previousClose</th>\n",
" <td>1.73</td>\n",
" <td>0.62</td>\n",
" <td>2.16</td>\n",
" <td>1.0</td>\n",
" <td>2.5</td>\n",
" <td>1.25</td>\n",
" </tr>\n",
" <tr>\n",
" <th>dte</th>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>3</td>\n",
" <td>3</td>\n",
" <td>4</td>\n",
" <td>4</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" 186 187 \\\n",
"expiration 2023-06-23 2023-06-23 \n",
"strike 435.0 435.0 \n",
"optionType call put \n",
"contractSymbol SPY230623C00435000 SPY230623P00435000 \n",
"bid 0.28 0.89 \n",
"bidSize 829 211 \n",
"ask 0.29 0.9 \n",
"askSize 387 11 \n",
"impliedVolatility 0.145 0.148 \n",
"openInterest 27779 24957 \n",
"volume 239793 57155 \n",
"delta 0.3365 -0.6636 \n",
"gamma 0.2537 0.2537 \n",
"theta -0.3203 -0.3203 \n",
"rho 0.0007 -0.0014 \n",
"vega 0.0333 0.0333 \n",
"theoretical 0.3203 0.9303 \n",
"change -1.45 0.275 \n",
"open 0.29 2.02 \n",
"high 0.49 2.51 \n",
"low 0.11 0.66 \n",
"tick no_change down \n",
"lastTradePrice 0.28 0.89 \n",
"lastTradeTimestamp 2023-06-23T12:41:18 2023-06-23T12:41:18 \n",
"changePercent -83.82 44.72 \n",
"previousClose 1.73 0.62 \n",
"dte 0 0 \n",
"\n",
" 456 457 \\\n",
"expiration 2023-06-26 2023-06-26 \n",
"strike 435.0 435.0 \n",
"optionType call put \n",
"contractSymbol SPY230626C00435000 SPY230626P00435000 \n",
"bid 0.95 1.51 \n",
"bidSize 112 58 \n",
"ask 0.96 1.52 \n",
"askSize 201 150 \n",
"impliedVolatility 0.0743 0.0748 \n",
"openInterest 7187 8872 \n",
"volume 66936 11268 \n",
"delta 0.4295 -0.5728 \n",
"gamma 0.1304 0.1314 \n",
"theta -0.2032 -0.2046 \n",
"rho 0.016 -0.018 \n",
"vega 0.159 0.1587 \n",
"theoretical 0.9436 1.4949 \n",
"change -1.22 0.515 \n",
"open 0.71 2.72 \n",
"high 1.11 2.85 \n",
"low 0.54 1.31 \n",
"tick up no_change \n",
"lastTradePrice 0.94 1.51 \n",
"lastTradeTimestamp 2023-06-23T12:40:59 2023-06-23T12:41:12 \n",
"changePercent -56.48 51.76 \n",
"previousClose 2.16 1.0 \n",
"dte 3 3 \n",
"\n",
" 636 637 \n",
"expiration 2023-06-27 2023-06-27 \n",
"strike 435.0 435.0 \n",
"optionType call put \n",
"contractSymbol SPY230627C00435000 SPY230627P00435000 \n",
"bid 1.36 1.86 \n",
"bidSize 97 113 \n",
"ask 1.37 1.87 \n",
"askSize 168 150 \n",
"impliedVolatility 0.0863 0.0862 \n",
"openInterest 1820 5341 \n",
"volume 9232 5067 \n",
"delta 0.4534 -0.5502 \n",
"gamma 0.0991 0.1004 \n",
"theta -0.2018 -0.2041 \n",
"rho 0.0222 -0.0227 \n",
"vega 0.1839 0.1834 \n",
"theoretical 1.3566 1.8531 \n",
"change -1.155 0.555 \n",
"open 1.03 2.96 \n",
"high 1.52 3.1 \n",
"low 0.87 1.67 \n",
"tick no_change no_change \n",
"lastTradePrice 1.35 1.81 \n",
"lastTradeTimestamp 2023-06-23T12:41:07 2023-06-23T12:38:51 \n",
"changePercent -46.11 44.22 \n",
"previousClose 2.5 1.25 \n",
"dte 4 4 "
]
},
"execution_count": 9,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"spy = openbb.stocks.options.load_options_chains(\"SPY\")\n",
"\n",
"spy.chains.query(\"`strike` == 435\").head(6).transpose()"
]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"`TMX` provides historical EOD chains data, beginning in 2009. Notably, this data contains implied volatility, the current quotes do not."
]
},
{
"cell_type": "code",
"execution_count": 10,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"The closing price of XIU on, 2009-07-02, was: $15.59\n"
]
},
{
"data": {
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" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>10</th>\n",
" <th>11</th>\n",
" <th>30</th>\n",
" <th>31</th>\n",
" <th>64</th>\n",
" <th>65</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>expiration</th>\n",
" <td>2009-07-17 00:00:00</td>\n",
" <td>2009-07-17 00:00:00</td>\n",
" <td>2009-08-21 00:00:00</td>\n",
" <td>2009-08-21 00:00:00</td>\n",
" <td>2009-09-18 00:00:00</td>\n",
" <td>2009-09-18 00:00:00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>strike</th>\n",
" <td>15.0</td>\n",
" <td>15.0</td>\n",
" <td>15.0</td>\n",
" <td>15.0</td>\n",
" <td>15.0</td>\n",
" <td>15.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>optionType</th>\n",
" <td>call</td>\n",
" <td>put</td>\n",
" <td>call</td>\n",
" <td>put</td>\n",
" <td>call</td>\n",
" <td>put</td>\n",
" </tr>\n",
" <tr>\n",
" <th>date</th>\n",
" <td>2009-07-02</td>\n",
" <td>2009-07-02</td>\n",
" <td>2009-07-02</td>\n",
" <td>2009-07-02</td>\n",
" <td>2009-07-02</td>\n",
" <td>2009-07-02</td>\n",
" </tr>\n",
" <tr>\n",
" <th>bid</th>\n",
" <td>0.68</td>\n",
" <td>0.1</td>\n",
" <td>0.94</td>\n",
" <td>0.34</td>\n",
" <td>1.14</td>\n",
" <td>0.56</td>\n",
" </tr>\n",
" <tr>\n",
" <th>ask</th>\n",
" <td>0.77</td>\n",
" <td>0.15</td>\n",
" <td>1.05</td>\n",
" <td>0.43</td>\n",
" <td>1.26</td>\n",
" <td>0.63</td>\n",
" </tr>\n",
" <tr>\n",
" <th>bidSize</th>\n",
" <td>510</td>\n",
" <td>500</td>\n",
" <td>510</td>\n",
" <td>800</td>\n",
" <td>510</td>\n",
" <td>510</td>\n",
" </tr>\n",
" <tr>\n",
" <th>askSize</th>\n",
" <td>52</td>\n",
" <td>2</td>\n",
" <td>330</td>\n",
" <td>300</td>\n",
" <td>300</td>\n",
" <td>300</td>\n",
" </tr>\n",
" <tr>\n",
" <th>lastPrice</th>\n",
" <td>0.77</td>\n",
" <td>0.15</td>\n",
" <td>1.05</td>\n",
" <td>0.43</td>\n",
" <td>1.26</td>\n",
" <td>0.63</td>\n",
" </tr>\n",
" <tr>\n",
" <th>volume</th>\n",
" <td>0</td>\n",
" <td>60</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>15</td>\n",
" </tr>\n",
" <tr>\n",
" <th>previousClose</th>\n",
" <td>0.96</td>\n",
" <td>0.17</td>\n",
" <td>1.19</td>\n",
" <td>0.39</td>\n",
" <td>1.38</td>\n",
" <td>0.58</td>\n",
" </tr>\n",
" <tr>\n",
" <th>change</th>\n",
" <td>-0.19</td>\n",
" <td>-0.02</td>\n",
" <td>-0.14</td>\n",
" <td>0.04</td>\n",
" <td>-0.12</td>\n",
" <td>0.05</td>\n",
" </tr>\n",
" <tr>\n",
" <th>open</th>\n",
" <td>0.0</td>\n",
" <td>0.09</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.62</td>\n",
" </tr>\n",
" <tr>\n",
" <th>high</th>\n",
" <td>0.0</td>\n",
" <td>0.12</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.62</td>\n",
" </tr>\n",
" <tr>\n",
" <th>low</th>\n",
" <td>0.0</td>\n",
" <td>0.09</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.62</td>\n",
" </tr>\n",
" <tr>\n",
" <th>totalValue</th>\n",
" <td>0</td>\n",
" <td>5</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>9</td>\n",
" </tr>\n",
" <tr>\n",
" <th>transactions</th>\n",
" <td>0</td>\n",
" <td>2</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>1</td>\n",
" </tr>\n",
" <tr>\n",
" <th>settlementPrice</th>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>openInterest</th>\n",
" <td>590</td>\n",
" <td>19786</td>\n",
" <td>131</td>\n",
" <td>47</td>\n",
" <td>6782</td>\n",
" <td>173</td>\n",
" </tr>\n",
" <tr>\n",
" <th>impliedVolatility</th>\n",
" <td>0.2782</td>\n",
" <td>0.2799</td>\n",
" <td>0.2808</td>\n",
" <td>0.2899</td>\n",
" <td>0.2978</td>\n",
" <td>0.3151</td>\n",
" </tr>\n",
" <tr>\n",
" <th>contractSymbol</th>\n",
" <td>XIXG09C15.00</td>\n",
" <td>XIXS09P15.00</td>\n",
" <td>XIXH09C15.00</td>\n",
" <td>XIXT09P15.00</td>\n",
" <td>XIXI09C15.00</td>\n",
" <td>XIXU09P15.00</td>\n",
" </tr>\n",
" <tr>\n",
" <th>dte</th>\n",
" <td>15</td>\n",
" <td>15</td>\n",
" <td>50</td>\n",
" <td>50</td>\n",
" <td>78</td>\n",
" <td>78</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" 10 11 \\\n",
"expiration 2009-07-17 00:00:00 2009-07-17 00:00:00 \n",
"strike 15.0 15.0 \n",
"optionType call put \n",
"date 2009-07-02 2009-07-02 \n",
"bid 0.68 0.1 \n",
"ask 0.77 0.15 \n",
"bidSize 510 500 \n",
"askSize 52 2 \n",
"lastPrice 0.77 0.15 \n",
"volume 0 60 \n",
"previousClose 0.96 0.17 \n",
"change -0.19 -0.02 \n",
"open 0.0 0.09 \n",
"high 0.0 0.12 \n",
"low 0.0 0.09 \n",
"totalValue 0 5 \n",
"transactions 0 2 \n",
"settlementPrice 0 0 \n",
"openInterest 590 19786 \n",
"impliedVolatility 0.2782 0.2799 \n",
"contractSymbol XIXG09C15.00 XIXS09P15.00 \n",
"dte 15 15 \n",
"\n",
" 30 31 \\\n",
"expiration 2009-08-21 00:00:00 2009-08-21 00:00:00 \n",
"strike 15.0 15.0 \n",
"optionType call put \n",
"date 2009-07-02 2009-07-02 \n",
"bid 0.94 0.34 \n",
"ask 1.05 0.43 \n",
"bidSize 510 800 \n",
"askSize 330 300 \n",
"lastPrice 1.05 0.43 \n",
"volume 0 0 \n",
"previousClose 1.19 0.39 \n",
"change -0.14 0.04 \n",
"open 0.0 0.0 \n",
"high 0.0 0.0 \n",
"low 0.0 0.0 \n",
"totalValue 0 0 \n",
"transactions 0 0 \n",
"settlementPrice 0 0 \n",
"openInterest 131 47 \n",
"impliedVolatility 0.2808 0.2899 \n",
"contractSymbol XIXH09C15.00 XIXT09P15.00 \n",
"dte 50 50 \n",
"\n",
" 64 65 \n",
"expiration 2009-09-18 00:00:00 2009-09-18 00:00:00 \n",
"strike 15.0 15.0 \n",
"optionType call put \n",
"date 2009-07-02 2009-07-02 \n",
"bid 1.14 0.56 \n",
"ask 1.26 0.63 \n",
"bidSize 510 510 \n",
"askSize 300 300 \n",
"lastPrice 1.26 0.63 \n",
"volume 0 15 \n",
"previousClose 1.38 0.58 \n",
"change -0.12 0.05 \n",
"open 0.0 0.62 \n",
"high 0.0 0.62 \n",
"low 0.0 0.62 \n",
"totalValue 0 9 \n",
"transactions 0 1 \n",
"settlementPrice 0 0 \n",
"openInterest 6782 173 \n",
"impliedVolatility 0.2978 0.3151 \n",
"contractSymbol XIXI09C15.00 XIXU09P15.00 \n",
"dte 78 78 "
]
},
"execution_count": 10,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"xiu = openbb.stocks.options.load_options_chains(\"XIU\", \"TMX\", \"2009-07-01\")\n",
"print(\"The closing price of \", xiu.symbol, \" on, \", xiu.date, \", was: $\", xiu.last_price, sep =\"\")\n",
"xiu.chains.query(\"`strike` == 15\").head(6).transpose()"
]
},
{
"cell_type": "code",
"execution_count": 11,
"metadata": {},
"outputs": [
{
"data": {
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"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>expiration</th>\n",
" <th>strike</th>\n",
" <th>optionType</th>\n",
" <th>bid</th>\n",
" <th>ask</th>\n",
" <th>lastPrice</th>\n",
" <th>change</th>\n",
" <th>openInterest</th>\n",
" <th>volume</th>\n",
" <th>dte</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>14</th>\n",
" <td>2023-06-23</td>\n",
" <td>30.00</td>\n",
" <td>call</td>\n",
" <td>0.00</td>\n",
" <td>0.05</td>\n",
" <td>0.07</td>\n",
" <td>0.0</td>\n",
" <td>30</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15</th>\n",
" <td>2023-06-23</td>\n",
" <td>30.00</td>\n",
" <td>put</td>\n",
" <td>0.22</td>\n",
" <td>0.55</td>\n",
" <td>0.28</td>\n",
" <td>0.0</td>\n",
" <td>4</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>16</th>\n",
" <td>2023-06-23</td>\n",
" <td>30.25</td>\n",
" <td>call</td>\n",
" <td>0.00</td>\n",
" <td>0.05</td>\n",
" <td>0.05</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>17</th>\n",
" <td>2023-06-23</td>\n",
" <td>30.25</td>\n",
" <td>put</td>\n",
" <td>0.47</td>\n",
" <td>0.75</td>\n",
" <td>0.64</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>18</th>\n",
" <td>2023-06-23</td>\n",
" <td>30.50</td>\n",
" <td>call</td>\n",
" <td>0.00</td>\n",
" <td>0.05</td>\n",
" <td>0.05</td>\n",
" <td>0.0</td>\n",
" <td>49</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>19</th>\n",
" <td>2023-06-23</td>\n",
" <td>30.50</td>\n",
" <td>put</td>\n",
" <td>0.72</td>\n",
" <td>1.00</td>\n",
" <td>0.89</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20</th>\n",
" <td>2023-06-23</td>\n",
" <td>30.75</td>\n",
" <td>call</td>\n",
" <td>0.00</td>\n",
" <td>0.05</td>\n",
" <td>0.05</td>\n",
" <td>0.0</td>\n",
" <td>51</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>21</th>\n",
" <td>2023-06-23</td>\n",
" <td>30.75</td>\n",
" <td>put</td>\n",
" <td>0.97</td>\n",
" <td>1.25</td>\n",
" <td>1.14</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>22</th>\n",
" <td>2023-06-23</td>\n",
" <td>31.00</td>\n",
" <td>call</td>\n",
" <td>0.00</td>\n",
" <td>0.05</td>\n",
" <td>0.05</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" <td>0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>23</th>\n",
" <td>2023-06-23</td>\n",
" <td>31.00</td>\n",
" <td>put</td>\n",
" <td>1.22</td>\n",
" <td>1.50</td>\n",
" <td>1.39</td>\n",
" <td>0.0</td>\n",
" <td>0</td>\n",
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],
"text/plain": [
" expiration strike optionType bid ask lastPrice change \\\n",
"14 2023-06-23 30.00 call 0.00 0.05 0.07 0.0 \n",
"15 2023-06-23 30.00 put 0.22 0.55 0.28 0.0 \n",
"16 2023-06-23 30.25 call 0.00 0.05 0.05 0.0 \n",
"17 2023-06-23 30.25 put 0.47 0.75 0.64 0.0 \n",
"18 2023-06-23 30.50 call 0.00 0.05 0.05 0.0 \n",
"19 2023-06-23 30.50 put 0.72 1.00 0.89 0.0 \n",
"20 2023-06-23 30.75 call 0.00 0.05 0.05 0.0 \n",
"21 2023-06-23 30.75 put 0.97 1.25 1.14 0.0 \n",
"22 2023-06-23 31.00 call 0.00 0.05 0.05 0.0 \n",
"23 2023-06-23 31.00 put 1.22 1.50 1.39 0.0 \n",
"\n",
" openInterest volume dte \n",
"14 30 0 0 \n",
"15 4 0 0 \n",
"16 0 0 0 \n",
"17 0 0 0 \n",
"18 49 0 0 \n",
"19 0 0 0 \n",
"20 51 0 0 \n",
"21 0 0 0 \n",
"22 0 0 0 \n",
"23 0 0 0 "
]
},
"execution_count": 11,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"xiu = openbb.stocks.options.load_options_chains(\"XIU\", \"TMX\")\n",
"xiu.chains.query(\"30 <= `strike` <= 31\").head(10)"
]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"- Methods are bound to the returned object that sort and filter the data\n",
" Along with attributes listed above - `spy.__dict__.keys()` - methods are provided for extracting key insights from the raw data.\n",
"\n",
" - `get_stats()`\n",
" - `get_skew()`\n",
" - `get_straddle()`\n",
" - `get_strangle()`\n",
" - `get_vertical_call_spread()`\n",
" - `get_vertical_put_spread()`\n",
" - `get_strategies()`\n",
"\n",
"`impliedVolatility` is a required field for `get_skew()`; therefore, only sources returning `hasIV` as `True` will work. All other callables are compatible with every source.\n"
]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"## Getting Started\n",
"\n",
"Assign a ticker to a new variable."
]
},
{
"cell_type": "code",
"execution_count": 12,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"INVESCO QQQ TR UNIT SER 1\n",
"Symbol: QQQ\n",
"Source: CBOE\n",
"Last Price: 364.02\n"
]
}
],
"source": [
"ticker = openbb.stocks.options.load_options_chains(\"QQQ\")\n",
"print(ticker.underlying_name, '\\n', \"Symbol: \", ticker.symbol, '\\n', \"Source: \", ticker.source, '\\n', \"Last Price: \" , ticker.last_price, sep = \"\")"
]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"Let's look at volume and open interest, by expiration."
]
},
{
"cell_type": "code",
"execution_count": 13,
"metadata": {},
"outputs": [],
"source": [
"oi = ticker.get_stats()[[\"Puts OI\", \"Calls OI\"]]\n",
"oi[\"Puts OI\"] = oi[\"Puts OI\"] * (-1)\n",
"vol = ticker.get_stats()[[\"Puts Volume\", \"Calls Volume\"]]\n",
"vol[\"Puts Volume\"] = vol[\"Puts Volume\"] * (-1)"
]
},
{
"cell_type": "code",
"execution_count": 14,
"metadata": {},
"outputs": [
{
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"source": [
"df = ticker.chains[[\"expiration\", \"dte\", \"strike\", \"optionType\", \"openInterest\", \"delta\"]]\n",
"df[\"Delta Exposure\"] = df[\"delta\"] * df[\"openInterest\"] * (100) * ticker.last_price\n",
"dex = pd.DataFrame()\n",
"dex[\"Call DEX\"] = df.query(\"`optionType` == 'call'\").set_index([\"expiration\",\"strike\"])[[\"Delta Exposure\"]]\n",
"dex[\"Put DEX\"] = df.query(\"`optionType` == 'put'\").set_index([\"expiration\",\"strike\"])[[\"Delta Exposure\"]]\n",
"\n",
"# By expiration date\n",
"\n",
"dex_by_expiry = dex.reset_index().groupby(\"expiration\")[[\"Call DEX\", \"Put DEX\"]].sum()\n",
"\n",
"openbb.forecast.plot(dex_by_expiry, dex_by_expiry.columns.to_list())"
]
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"source": [
"# By strike price\n",
"\n",
"dex_by_strike = dex.reset_index().groupby(\"strike\")[[\"Call DEX\", \"Put DEX\"]].sum()\n",
"\n",
"openbb.forecast.plot(dex_by_strike, dex_by_strike.columns.to_list())"
]
},
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"source": [
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},
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"skew = ticker.get_skew(moneyness=10)[[\"ATM Skew\", \"IV Skew\"]].rename(columns = {\"IV Skew\": \"10% OTM Skew\"})\n",
"y1 = pd.DataFrame(skew[\"ATM Skew\"])\n",
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" yaxis2 = {'title': '10% OTM IV Skew'},\n",
" title = f\"{ticker.symbol} - ATM Skew vs 10% OTM Skew\",\n",
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" legend=dict(\n",
" yanchor=\"bottom\",\n",
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" x=0.9\n",
" )\n",
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"source": [
"y1 = pd.DataFrame(ticker.get_strategies().set_index(\"Expiration\")[\"Cost Percent\"])\n",
"y2 = pd.DataFrame(skew[[\"10% OTM Skew\"]])\n",
"skew_fig2 = show_plot(y1,y2, external_axes = True)\n",
"skew_fig2.update_layout(\n",
" xaxis = {'title': 'Expiration Date'},\n",
" yaxis= {'title': 'Cost as % of Stock Price'},\n",
" yaxis2 = {'title': '10% OTM IV Skew'},\n",
" title = f\"{ticker.symbol} - Cost of ATM Straddle vs 10% OTM Skew\",\n",
" title_y = 0.98,\n",
" title_x = 0.5,\n",
" legend=dict(\n",
" yanchor=\"bottom\",\n",
" y=0.1,\n",
" xanchor=\"right\",\n",
" x=0.9\n",
" )\n",
")\n",
"skew_fig2.update_yaxes(title_font=dict(size=16))\n",
"skew_fig2.show()"
]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"Basic single-leg strategies can be screened via `get_strategies()`. Values entered for each argument return the closest match. With no parameters specified, all ATM straddles are returned."
]
},
{
"cell_type": "code",
"execution_count": 25,
"metadata": {},
"outputs": [
{
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" <th></th>\n",
" <th>Expiration</th>\n",
" <th>DTE</th>\n",
" <th>Strategy</th>\n",
" <th>Underlying Price</th>\n",
" <th>Strike 1</th>\n",
" <th>Strike 2</th>\n",
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" <th>0</th>\n",
" <td>2023-06-28</td>\n",
" <td>5</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
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" <td>2.65</td>\n",
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" <td>2023-06-28</td>\n",
" <td>5</td>\n",
" <td>Long Strangle</td>\n",
" <td>364.05</td>\n",
" <td>400.0</td>\n",
" <td>330.0</td>\n",
" <td>0.02</td>\n",
" <td>0.03</td>\n",
" <td>0.05</td>\n",
" <td>0.0137</td>\n",
" <td>400.05</td>\n",
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" <td>5</td>\n",
" <td>Bear Call Spread</td>\n",
" <td>364.05</td>\n",
" <td>365.0</td>\n",
" <td>367.0</td>\n",
" <td>2.28</td>\n",
" <td>1.51</td>\n",
" <td>-0.77</td>\n",
" <td>-0.2115</td>\n",
" <td>365.77</td>\n",
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" <td>NaN</td>\n",
" <td>0.77</td>\n",
" <td>-1.23</td>\n",
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" <td>2023-06-28</td>\n",
" <td>5</td>\n",
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" <td>360.0</td>\n",
" <td>358.0</td>\n",
" <td>1.2</td>\n",
" <td>0.8</td>\n",
" <td>-0.4</td>\n",
" <td>0.1099</td>\n",
" <td>359.6</td>\n",
" <td>1.2224</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.4</td>\n",
" <td>-1.6</td>\n",
" <td>0.25</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>2023-07-21</td>\n",
" <td>28</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>7.72</td>\n",
" <td>6.37</td>\n",
" <td>14.09</td>\n",
" <td>3.8703</td>\n",
" <td>378.09</td>\n",
" <td>3.8566</td>\n",
" <td>349.91</td>\n",
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" <td>28</td>\n",
" <td>Long Strangle</td>\n",
" <td>364.05</td>\n",
" <td>400.0</td>\n",
" <td>327.0</td>\n",
" <td>0.19</td>\n",
" <td>0.51</td>\n",
" <td>0.7</td>\n",
" <td>0.1923</td>\n",
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" <th>6</th>\n",
" <td>2023-07-21</td>\n",
" <td>28</td>\n",
" <td>Short Strangle</td>\n",
" <td>364.05</td>\n",
" <td>435.0</td>\n",
" <td>291.0</td>\n",
" <td>0.01</td>\n",
" <td>0.07</td>\n",
" <td>-0.08</td>\n",
" <td>0.022</td>\n",
" <td>435.08</td>\n",
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" <td>290.92</td>\n",
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" <td>2023-07-21</td>\n",
" <td>28</td>\n",
" <td>Bear Call Spread</td>\n",
" <td>364.05</td>\n",
" <td>365.0</td>\n",
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" <td>7.14</td>\n",
" <td>6.12</td>\n",
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"text/plain": [
" Expiration DTE Strategy Underlying Price Strike 1 Strike 2 \\\n",
"0 2023-06-28 5 Long Straddle 364.05 364.0 364.0 \n",
"1 2023-06-28 5 Long Strangle 364.05 400.0 330.0 \n",
"2 2023-06-28 5 Bear Call Spread 364.05 365.0 367.0 \n",
"3 2023-06-28 5 Bull Put Spread 364.05 360.0 358.0 \n",
"4 2023-07-21 28 Long Straddle 364.05 364.0 364.0 \n",
"5 2023-07-21 28 Long Strangle 364.05 400.0 327.0 \n",
"6 2023-07-21 28 Short Strangle 364.05 435.0 291.0 \n",
"7 2023-07-21 28 Bear Call Spread 364.05 365.0 367.0 \n",
"8 2023-07-21 28 Bull Put Spread 364.05 360.0 358.0 \n",
"\n",
" Strike 1 Premium Strike 2 Premium Cost Cost Percent Breakeven Upper \\\n",
"0 2.79 2.65 5.44 1.4943 369.44 \n",
"1 0.02 0.03 0.05 0.0137 400.05 \n",
"2 2.28 1.51 -0.77 -0.2115 365.77 \n",
"3 1.2 0.8 -0.4 0.1099 359.6 \n",
"4 7.72 6.37 14.09 3.8703 378.09 \n",
"5 0.19 0.51 0.7 0.1923 400.7 \n",
"6 0.01 0.07 -0.08 0.022 435.08 \n",
"7 7.14 6.12 -1.02 -0.2802 366.02 \n",
"8 4.8 4.18 -0.62 0.1703 359.38 \n",
"\n",
" Breakeven Upper Percent Breakeven Lower Breakeven Lower Percent Max Profit \\\n",
"0 1.4806 358.56 -1.508 inf \n",
"1 9.8888 329.95 -9.3668 inf \n",
"2 0.5988 NaN NaN 0.77 \n",
"3 1.2224 NaN NaN 0.4 \n",
"4 3.8566 349.91 -3.8841 inf \n",
"5 10.0673 326.3 -10.3695 inf \n",
"6 19.5111 290.92 -20.0879 0.08 \n",
"7 0.5301 NaN NaN 1.02 \n",
"8 1.2828 NaN NaN 0.62 \n",
"\n",
" Max Loss Payoff Ratio \n",
"0 -5.44 inf \n",
"1 -0.05 inf \n",
"2 -1.23 0.626 \n",
"3 -1.6 0.25 \n",
"4 -14.09 inf \n",
"5 -0.7 inf \n",
"6 inf 0.0 \n",
"7 -0.98 1.0408 \n",
"8 -1.38 0.4493 "
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},
"execution_count": 25,
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"source": [
"ticker.get_strategies(days = [5,30], straddle_strike = ticker.last_price, strangle_moneyness = [10,-20] , vertical_calls = [365,367], vertical_puts = [360,358])"
]
},
{
"cell_type": "code",
"execution_count": 26,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"No strategy was selected, returning all ATM straddles.\n"
]
},
{
"data": {
"text/html": [
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"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Expiration</th>\n",
" <th>DTE</th>\n",
" <th>Strategy</th>\n",
" <th>Underlying Price</th>\n",
" <th>Strike 1</th>\n",
" <th>Strike 2</th>\n",
" <th>Strike 1 Premium</th>\n",
" <th>Strike 2 Premium</th>\n",
" <th>Cost</th>\n",
" <th>Cost Percent</th>\n",
" <th>Breakeven Upper</th>\n",
" <th>Breakeven Upper Percent</th>\n",
" <th>Breakeven Lower</th>\n",
" <th>Breakeven Lower Percent</th>\n",
" <th>Max Profit</th>\n",
" <th>Max Loss</th>\n",
" <th>Payoff Ratio</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>2023-06-26</td>\n",
" <td>3</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>1.76</td>\n",
" <td>1.71</td>\n",
" <td>3.47</td>\n",
" <td>0.9532</td>\n",
" <td>367.47</td>\n",
" <td>0.9394</td>\n",
" <td>360.53</td>\n",
" <td>-0.9669</td>\n",
" <td>inf</td>\n",
" <td>-3.47</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>2023-06-27</td>\n",
" <td>4</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>2.31</td>\n",
" <td>2.21</td>\n",
" <td>4.52</td>\n",
" <td>1.2416</td>\n",
" <td>368.52</td>\n",
" <td>1.2279</td>\n",
" <td>359.48</td>\n",
" <td>-1.2553</td>\n",
" <td>inf</td>\n",
" <td>-4.52</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>2023-06-28</td>\n",
" <td>5</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>2.79</td>\n",
" <td>2.65</td>\n",
" <td>5.44</td>\n",
" <td>1.4943</td>\n",
" <td>369.44</td>\n",
" <td>1.4806</td>\n",
" <td>358.56</td>\n",
" <td>-1.508</td>\n",
" <td>inf</td>\n",
" <td>-5.44</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>2023-06-29</td>\n",
" <td>6</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>3.23</td>\n",
" <td>2.95</td>\n",
" <td>6.18</td>\n",
" <td>1.6976</td>\n",
" <td>370.18</td>\n",
" <td>1.6838</td>\n",
" <td>357.82</td>\n",
" <td>-1.7113</td>\n",
" <td>inf</td>\n",
" <td>-6.18</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>2023-06-30</td>\n",
" <td>7</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>3.66</td>\n",
" <td>3.28</td>\n",
" <td>6.94</td>\n",
" <td>1.9063</td>\n",
" <td>370.94</td>\n",
" <td>1.8926</td>\n",
" <td>357.06</td>\n",
" <td>-1.9201</td>\n",
" <td>inf</td>\n",
" <td>-6.94</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>2023-07-03</td>\n",
" <td>10</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>4.0</td>\n",
" <td>3.57</td>\n",
" <td>7.57</td>\n",
" <td>2.0794</td>\n",
" <td>371.57</td>\n",
" <td>2.0657</td>\n",
" <td>356.43</td>\n",
" <td>-2.0931</td>\n",
" <td>inf</td>\n",
" <td>-7.57</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>2023-07-05</td>\n",
" <td>12</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>4.41</td>\n",
" <td>3.92</td>\n",
" <td>8.33</td>\n",
" <td>2.2881</td>\n",
" <td>372.33</td>\n",
" <td>2.2744</td>\n",
" <td>355.67</td>\n",
" <td>-2.3019</td>\n",
" <td>inf</td>\n",
" <td>-8.33</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>2023-07-06</td>\n",
" <td>13</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>4.77</td>\n",
" <td>4.15</td>\n",
" <td>8.92</td>\n",
" <td>2.4502</td>\n",
" <td>372.92</td>\n",
" <td>2.4365</td>\n",
" <td>355.08</td>\n",
" <td>-2.4639</td>\n",
" <td>inf</td>\n",
" <td>-8.92</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>2023-07-07</td>\n",
" <td>14</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>5.15</td>\n",
" <td>4.46</td>\n",
" <td>9.61</td>\n",
" <td>2.6397</td>\n",
" <td>373.61</td>\n",
" <td>2.626</td>\n",
" <td>354.39</td>\n",
" <td>-2.6535</td>\n",
" <td>inf</td>\n",
" <td>-9.61</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>2023-07-14</td>\n",
" <td>21</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>6.54</td>\n",
" <td>5.52</td>\n",
" <td>12.06</td>\n",
" <td>3.3127</td>\n",
" <td>376.06</td>\n",
" <td>3.299</td>\n",
" <td>351.94</td>\n",
" <td>-3.3265</td>\n",
" <td>inf</td>\n",
" <td>-12.06</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>10</th>\n",
" <td>2023-07-21</td>\n",
" <td>28</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>7.72</td>\n",
" <td>6.37</td>\n",
" <td>14.09</td>\n",
" <td>3.8703</td>\n",
" <td>378.09</td>\n",
" <td>3.8566</td>\n",
" <td>349.91</td>\n",
" <td>-3.8841</td>\n",
" <td>inf</td>\n",
" <td>-14.09</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>11</th>\n",
" <td>2023-07-21</td>\n",
" <td>28</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>7.72</td>\n",
" <td>6.37</td>\n",
" <td>14.09</td>\n",
" <td>3.8703</td>\n",
" <td>378.09</td>\n",
" <td>3.8566</td>\n",
" <td>349.91</td>\n",
" <td>-3.8841</td>\n",
" <td>inf</td>\n",
" <td>-14.09</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>12</th>\n",
" <td>2023-07-28</td>\n",
" <td>35</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>9.35</td>\n",
" <td>7.62</td>\n",
" <td>16.97</td>\n",
" <td>4.6614</td>\n",
" <td>380.97</td>\n",
" <td>4.6477</td>\n",
" <td>347.03</td>\n",
" <td>-4.6752</td>\n",
" <td>inf</td>\n",
" <td>-16.97</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>13</th>\n",
" <td>2023-08-04</td>\n",
" <td>42</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>10.41</td>\n",
" <td>8.35</td>\n",
" <td>18.76</td>\n",
" <td>5.1531</td>\n",
" <td>382.76</td>\n",
" <td>5.1394</td>\n",
" <td>345.24</td>\n",
" <td>-5.1669</td>\n",
" <td>inf</td>\n",
" <td>-18.76</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>14</th>\n",
" <td>2023-08-18</td>\n",
" <td>56</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>12.28</td>\n",
" <td>9.56</td>\n",
" <td>21.84</td>\n",
" <td>5.9992</td>\n",
" <td>385.84</td>\n",
" <td>5.9854</td>\n",
" <td>342.16</td>\n",
" <td>-6.0129</td>\n",
" <td>inf</td>\n",
" <td>-21.84</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15</th>\n",
" <td>2023-09-15</td>\n",
" <td>84</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>15.73</td>\n",
" <td>11.66</td>\n",
" <td>27.39</td>\n",
" <td>7.5237</td>\n",
" <td>391.39</td>\n",
" <td>7.51</td>\n",
" <td>336.61</td>\n",
" <td>-7.5374</td>\n",
" <td>inf</td>\n",
" <td>-27.39</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>16</th>\n",
" <td>2023-09-29</td>\n",
" <td>98</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>17.17</td>\n",
" <td>12.81</td>\n",
" <td>29.98</td>\n",
" <td>8.2351</td>\n",
" <td>393.98</td>\n",
" <td>8.2214</td>\n",
" <td>334.02</td>\n",
" <td>-8.2489</td>\n",
" <td>inf</td>\n",
" <td>-29.98</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>17</th>\n",
" <td>2023-10-20</td>\n",
" <td>119</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>19.53</td>\n",
" <td>14.15</td>\n",
" <td>33.68</td>\n",
" <td>9.2515</td>\n",
" <td>397.68</td>\n",
" <td>9.2377</td>\n",
" <td>330.32</td>\n",
" <td>-9.2652</td>\n",
" <td>inf</td>\n",
" <td>-33.68</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>18</th>\n",
" <td>2023-11-17</td>\n",
" <td>147</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>22.58</td>\n",
" <td>15.86</td>\n",
" <td>38.44</td>\n",
" <td>10.559</td>\n",
" <td>402.44</td>\n",
" <td>10.5453</td>\n",
" <td>325.56</td>\n",
" <td>-10.5727</td>\n",
" <td>inf</td>\n",
" <td>-38.44</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>19</th>\n",
" <td>2023-12-15</td>\n",
" <td>175</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>25.25</td>\n",
" <td>17.26</td>\n",
" <td>42.51</td>\n",
" <td>11.677</td>\n",
" <td>406.51</td>\n",
" <td>11.6632</td>\n",
" <td>321.49</td>\n",
" <td>-11.6907</td>\n",
" <td>inf</td>\n",
" <td>-42.51</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20</th>\n",
" <td>2023-12-29</td>\n",
" <td>189</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>26.29</td>\n",
" <td>17.98</td>\n",
" <td>44.27</td>\n",
" <td>12.1604</td>\n",
" <td>408.27</td>\n",
" <td>12.1467</td>\n",
" <td>319.73</td>\n",
" <td>-12.1742</td>\n",
" <td>inf</td>\n",
" <td>-44.27</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>21</th>\n",
" <td>2024-01-19</td>\n",
" <td>210</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>28.07</td>\n",
" <td>18.79</td>\n",
" <td>46.86</td>\n",
" <td>12.8719</td>\n",
" <td>410.86</td>\n",
" <td>12.8581</td>\n",
" <td>317.14</td>\n",
" <td>-12.8856</td>\n",
" <td>inf</td>\n",
" <td>-46.86</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>22</th>\n",
" <td>2024-03-15</td>\n",
" <td>266</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>33.19</td>\n",
" <td>21.26</td>\n",
" <td>54.45</td>\n",
" <td>14.9567</td>\n",
" <td>418.45</td>\n",
" <td>14.943</td>\n",
" <td>309.55</td>\n",
" <td>-14.9705</td>\n",
" <td>inf</td>\n",
" <td>-54.45</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>23</th>\n",
" <td>2024-03-28</td>\n",
" <td>279</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>365.0</td>\n",
" <td>365.0</td>\n",
" <td>33.43</td>\n",
" <td>22.27</td>\n",
" <td>55.7</td>\n",
" <td>15.3001</td>\n",
" <td>420.7</td>\n",
" <td>15.561</td>\n",
" <td>309.3</td>\n",
" <td>-15.0391</td>\n",
" <td>inf</td>\n",
" <td>-55.7</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>24</th>\n",
" <td>2024-06-21</td>\n",
" <td>364</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>364.0</td>\n",
" <td>364.0</td>\n",
" <td>40.73</td>\n",
" <td>24.74</td>\n",
" <td>65.47</td>\n",
" <td>17.9838</td>\n",
" <td>429.47</td>\n",
" <td>17.9701</td>\n",
" <td>298.53</td>\n",
" <td>-17.9975</td>\n",
" <td>inf</td>\n",
" <td>-65.47</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>25</th>\n",
" <td>2024-09-20</td>\n",
" <td>455</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>365.0</td>\n",
" <td>365.0</td>\n",
" <td>46.39</td>\n",
" <td>27.89</td>\n",
" <td>74.28</td>\n",
" <td>20.4038</td>\n",
" <td>439.28</td>\n",
" <td>20.6647</td>\n",
" <td>290.72</td>\n",
" <td>-20.1428</td>\n",
" <td>inf</td>\n",
" <td>-74.28</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>26</th>\n",
" <td>2024-12-20</td>\n",
" <td>546</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>365.0</td>\n",
" <td>365.0</td>\n",
" <td>51.73</td>\n",
" <td>30.34</td>\n",
" <td>82.07</td>\n",
" <td>22.5436</td>\n",
" <td>447.07</td>\n",
" <td>22.8046</td>\n",
" <td>282.93</td>\n",
" <td>-22.2827</td>\n",
" <td>inf</td>\n",
" <td>-82.07</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>27</th>\n",
" <td>2025-01-17</td>\n",
" <td>574</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>365.0</td>\n",
" <td>365.0</td>\n",
" <td>52.95</td>\n",
" <td>30.96</td>\n",
" <td>83.91</td>\n",
" <td>23.049</td>\n",
" <td>448.91</td>\n",
" <td>23.31</td>\n",
" <td>281.09</td>\n",
" <td>-22.7881</td>\n",
" <td>inf</td>\n",
" <td>-83.91</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" <tr>\n",
" <th>28</th>\n",
" <td>2025-06-20</td>\n",
" <td>728</td>\n",
" <td>Long Straddle</td>\n",
" <td>364.05</td>\n",
" <td>365.0</td>\n",
" <td>365.0</td>\n",
" <td>62.81</td>\n",
" <td>36.5</td>\n",
" <td>99.31</td>\n",
" <td>27.2792</td>\n",
" <td>464.31</td>\n",
" <td>27.5402</td>\n",
" <td>265.69</td>\n",
" <td>-27.0183</td>\n",
" <td>inf</td>\n",
" <td>-99.31</td>\n",
" <td>inf</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Expiration DTE Strategy Underlying Price Strike 1 Strike 2 \\\n",
"0 2023-06-26 3 Long Straddle 364.05 364.0 364.0 \n",
"1 2023-06-27 4 Long Straddle 364.05 364.0 364.0 \n",
"2 2023-06-28 5 Long Straddle 364.05 364.0 364.0 \n",
"3 2023-06-29 6 Long Straddle 364.05 364.0 364.0 \n",
"4 2023-06-30 7 Long Straddle 364.05 364.0 364.0 \n",
"5 2023-07-03 10 Long Straddle 364.05 364.0 364.0 \n",
"6 2023-07-05 12 Long Straddle 364.05 364.0 364.0 \n",
"7 2023-07-06 13 Long Straddle 364.05 364.0 364.0 \n",
"8 2023-07-07 14 Long Straddle 364.05 364.0 364.0 \n",
"9 2023-07-14 21 Long Straddle 364.05 364.0 364.0 \n",
"10 2023-07-21 28 Long Straddle 364.05 364.0 364.0 \n",
"11 2023-07-21 28 Long Straddle 364.05 364.0 364.0 \n",
"12 2023-07-28 35 Long Straddle 364.05 364.0 364.0 \n",
"13 2023-08-04 42 Long Straddle 364.05 364.0 364.0 \n",
"14 2023-08-18 56 Long Straddle 364.05 364.0 364.0 \n",
"15 2023-09-15 84 Long Straddle 364.05 364.0 364.0 \n",
"16 2023-09-29 98 Long Straddle 364.05 364.0 364.0 \n",
"17 2023-10-20 119 Long Straddle 364.05 364.0 364.0 \n",
"18 2023-11-17 147 Long Straddle 364.05 364.0 364.0 \n",
"19 2023-12-15 175 Long Straddle 364.05 364.0 364.0 \n",
"20 2023-12-29 189 Long Straddle 364.05 364.0 364.0 \n",
"21 2024-01-19 210 Long Straddle 364.05 364.0 364.0 \n",
"22 2024-03-15 266 Long Straddle 364.05 364.0 364.0 \n",
"23 2024-03-28 279 Long Straddle 364.05 365.0 365.0 \n",
"24 2024-06-21 364 Long Straddle 364.05 364.0 364.0 \n",
"25 2024-09-20 455 Long Straddle 364.05 365.0 365.0 \n",
"26 2024-12-20 546 Long Straddle 364.05 365.0 365.0 \n",
"27 2025-01-17 574 Long Straddle 364.05 365.0 365.0 \n",
"28 2025-06-20 728 Long Straddle 364.05 365.0 365.0 \n",
"\n",
" Strike 1 Premium Strike 2 Premium Cost Cost Percent Breakeven Upper \\\n",
"0 1.76 1.71 3.47 0.9532 367.47 \n",
"1 2.31 2.21 4.52 1.2416 368.52 \n",
"2 2.79 2.65 5.44 1.4943 369.44 \n",
"3 3.23 2.95 6.18 1.6976 370.18 \n",
"4 3.66 3.28 6.94 1.9063 370.94 \n",
"5 4.0 3.57 7.57 2.0794 371.57 \n",
"6 4.41 3.92 8.33 2.2881 372.33 \n",
"7 4.77 4.15 8.92 2.4502 372.92 \n",
"8 5.15 4.46 9.61 2.6397 373.61 \n",
"9 6.54 5.52 12.06 3.3127 376.06 \n",
"10 7.72 6.37 14.09 3.8703 378.09 \n",
"11 7.72 6.37 14.09 3.8703 378.09 \n",
"12 9.35 7.62 16.97 4.6614 380.97 \n",
"13 10.41 8.35 18.76 5.1531 382.76 \n",
"14 12.28 9.56 21.84 5.9992 385.84 \n",
"15 15.73 11.66 27.39 7.5237 391.39 \n",
"16 17.17 12.81 29.98 8.2351 393.98 \n",
"17 19.53 14.15 33.68 9.2515 397.68 \n",
"18 22.58 15.86 38.44 10.559 402.44 \n",
"19 25.25 17.26 42.51 11.677 406.51 \n",
"20 26.29 17.98 44.27 12.1604 408.27 \n",
"21 28.07 18.79 46.86 12.8719 410.86 \n",
"22 33.19 21.26 54.45 14.9567 418.45 \n",
"23 33.43 22.27 55.7 15.3001 420.7 \n",
"24 40.73 24.74 65.47 17.9838 429.47 \n",
"25 46.39 27.89 74.28 20.4038 439.28 \n",
"26 51.73 30.34 82.07 22.5436 447.07 \n",
"27 52.95 30.96 83.91 23.049 448.91 \n",
"28 62.81 36.5 99.31 27.2792 464.31 \n",
"\n",
" Breakeven Upper Percent Breakeven Lower Breakeven Lower Percent Max Profit \\\n",
"0 0.9394 360.53 -0.9669 inf \n",
"1 1.2279 359.48 -1.2553 inf \n",
"2 1.4806 358.56 -1.508 inf \n",
"3 1.6838 357.82 -1.7113 inf \n",
"4 1.8926 357.06 -1.9201 inf \n",
"5 2.0657 356.43 -2.0931 inf \n",
"6 2.2744 355.67 -2.3019 inf \n",
"7 2.4365 355.08 -2.4639 inf \n",
"8 2.626 354.39 -2.6535 inf \n",
"9 3.299 351.94 -3.3265 inf \n",
"10 3.8566 349.91 -3.8841 inf \n",
"11 3.8566 349.91 -3.8841 inf \n",
"12 4.6477 347.03 -4.6752 inf \n",
"13 5.1394 345.24 -5.1669 inf \n",
"14 5.9854 342.16 -6.0129 inf \n",
"15 7.51 336.61 -7.5374 inf \n",
"16 8.2214 334.02 -8.2489 inf \n",
"17 9.2377 330.32 -9.2652 inf \n",
"18 10.5453 325.56 -10.5727 inf \n",
"19 11.6632 321.49 -11.6907 inf \n",
"20 12.1467 319.73 -12.1742 inf \n",
"21 12.8581 317.14 -12.8856 inf \n",
"22 14.943 309.55 -14.9705 inf \n",
"23 15.561 309.3 -15.0391 inf \n",
"24 17.9701 298.53 -17.9975 inf \n",
"25 20.6647 290.72 -20.1428 inf \n",
"26 22.8046 282.93 -22.2827 inf \n",
"27 23.31 281.09 -22.7881 inf \n",
"28 27.5402 265.69 -27.0183 inf \n",
"\n",
" Max Loss Payoff Ratio \n",
"0 -3.47 inf \n",
"1 -4.52 inf \n",
"2 -5.44 inf \n",
"3 -6.18 inf \n",
"4 -6.94 inf \n",
"5 -7.57 inf \n",
"6 -8.33 inf \n",
"7 -8.92 inf \n",
"8 -9.61 inf \n",
"9 -12.06 inf \n",
"10 -14.09 inf \n",
"11 -14.09 inf \n",
"12 -16.97 inf \n",
"13 -18.76 inf \n",
"14 -21.84 inf \n",
"15 -27.39 inf \n",
"16 -29.98 inf \n",
"17 -33.68 inf \n",
"18 -38.44 inf \n",
"19 -42.51 inf \n",
"20 -44.27 inf \n",
"21 -46.86 inf \n",
"22 -54.45 inf \n",
"23 -55.7 inf \n",
"24 -65.47 inf \n",
"25 -74.28 inf \n",
"26 -82.07 inf \n",
"27 -83.91 inf \n",
"28 -99.31 inf "
]
},
"execution_count": 26,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"ticker.get_strategies()"
]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"It's now easier than ever to analyze equity options. See the introduction guide [here](https://docs.openbb.co/sdk/usage/intros/stocks/options-chains) for more information on using these functions."
]
}
],
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"kernelspec": {
"display_name": "obb",
"language": "python",
"name": "python3"
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