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4400cd9a8f
* small changes - moving provider inside the core * uptade readme * lint * remove old provider readme * leftovers * refactor website examples * ruff * fix nox * relock * fix fails_to_deliver headers * fix for tests that have renamed endpoints * fix discovery * removed test for renamed endpoint * fix broken syntax - test_search_financial_attributes * fix cash/income/balance * fix derivatives tests * fix etf tests * fix news tests * fix regulators * black * wrong test param * sort equity gainers/losers by percent * platform markdown generation import * Hotfix/fix int tests core merge (#5779) * removing tests on old endpoint * removing visualization on old endpoint * fixing equity tests * fixing examples * fix news tests * fix index test * example * add comments * example --------- Co-authored-by: Diogo Sousa <montezdesousa@gmail.com> --------- Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com> Co-authored-by: Diogo Sousa <montezdesousa@gmail.com> Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com> Co-authored-by: Pratyush Shukla <ps4534@nyu.edu>
131 lines
5.3 KiB
Markdown
Vendored
131 lines
5.3 KiB
Markdown
Vendored
---
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title: Get the complete options chain for a ticker
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description: OpenBB Platform Data Model
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---
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<!-- markdownlint-disable MD012 MD031 MD033 -->
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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---
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## Implementation details
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### Class names
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| Model name | Parameters class | Data class |
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| ---------- | ---------------- | ---------- |
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| `OptionsChains` | `OptionsChainsQueryParams` | `OptionsChainsData` |
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### Import Statement
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```python
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from openbb_core.provider.standard_models.options_chains import (
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OptionsChainsData,
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OptionsChainsQueryParams,
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)
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```
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## Parameters
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<Tabs>
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<TabItem value="standard" label="Standard">
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| symbol | Union[str, List[str]] | Symbol to get data for. | | False |
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| 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 |
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</TabItem>
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<TabItem value='intrinio' label='intrinio'>
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| symbol | Union[str, List[str]] | Symbol to get data for. | | False |
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| 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 |
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| date | date | Date for which the options chains are returned. | | False |
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</TabItem>
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</Tabs>
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## Data
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<Tabs>
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<TabItem value="standard" label="Standard">
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| Name | Type | Description |
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| ---- | ---- | ----------- |
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| contract_symbol | str | Contract symbol for the option. |
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| symbol | str | Symbol representing the entity requested in the data. Here its the underlying symbol for the option. |
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| expiration | date | Expiration date of the contract. |
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| strike | float | Strike price of the contract. |
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| option_type | str | Call or Put. |
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| eod_date | date | Date for which the options chains are returned. |
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| close | float | The close price. |
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| close_bid | float | The closing bid price for the option that day. |
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| close_ask | float | The closing ask price for the option that day. |
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| volume | float | The trading volume. |
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| open | float | The open price. |
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| open_bid | float | The opening bid price for the option that day. |
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| open_ask | float | The opening ask price for the option that day. |
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| open_interest | float | Open interest on the contract. |
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| high | float | The high price. |
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| low | float | The low price. |
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| mark | float | The mid-price between the latest bid-ask spread. |
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| ask_high | float | The highest ask price for the option that day. |
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| ask_low | float | The lowest ask price for the option that day. |
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| bid_high | float | The highest bid price for the option that day. |
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| bid_low | float | The lowest bid price for the option that day. |
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| implied_volatility | float | Implied volatility of the option. |
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| delta | float | Delta of the option. |
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| gamma | float | Gamma of the option. |
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| theta | float | Theta of the option. |
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| vega | float | Vega of the option. |
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</TabItem>
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<TabItem value='cboe' label='cboe'>
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| Name | Type | Description |
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| ---- | ---- | ----------- |
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| contract_symbol | str | Contract symbol for the option. |
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| symbol | str | Symbol representing the entity requested in the data. Here its the underlying symbol for the option. |
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| expiration | date | Expiration date of the contract. |
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| strike | float | Strike price of the contract. |
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| option_type | str | Call or Put. |
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| eod_date | date | Date for which the options chains are returned. |
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| close | float | The close price. |
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| close_bid | float | The closing bid price for the option that day. |
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| close_ask | float | The closing ask price for the option that day. |
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| volume | float | The trading volume. |
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| open | float | The open price. |
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| open_bid | float | The opening bid price for the option that day. |
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| open_ask | float | The opening ask price for the option that day. |
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| open_interest | float | Open interest on the contract. |
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| high | float | The high price. |
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| low | float | The low price. |
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| mark | float | The mid-price between the latest bid-ask spread. |
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| ask_high | float | The highest ask price for the option that day. |
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| ask_low | float | The lowest ask price for the option that day. |
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| bid_high | float | The highest bid price for the option that day. |
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| bid_low | float | The lowest bid price for the option that day. |
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| implied_volatility | float | Implied volatility of the option. |
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| delta | float | Delta of the option. |
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| gamma | float | Gamma of the option. |
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| theta | float | Theta of the option. |
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| vega | float | Vega of the option. |
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| bid_size | int | Bid size for the option. |
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| ask_size | int | Ask size for the option. |
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| theoretical | float | Theoretical value of the option. |
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| last_trade_price | float | Last trade price of the option. |
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| tick | str | Whether the last tick was up or down in price. |
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| prev_close | float | Previous closing price of the option. |
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| change | float | Change in price of the option. |
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| change_percent | float | Change, in percent, of the option. |
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| rho | float | Rho of the option. |
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| last_trade_timestamp | datetime | Last trade timestamp of the option. |
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| dte | int | Days to expiration for the option. |
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</TabItem>
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</Tabs>
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