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Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

5.1 KiB
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Options This documentation page explains how to use the Options module in the OpenBB SDK that allows programmatic access to trading data. It covers a range of functions that correspond to many aspects of stock option data, from Unusual Options Activity to Put-Call Ratios.
Options Module
OpenBB SDK
Trading Data
Stock Option Data
Unusual Options Activity
Put-Call Ratios
Programmatic Access
Terminal Commands
Data Processing
Documentation

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

The Options module wraps the Terminal commands for the SDK layer, providing programmatic access and greater flexibility for processing data.

How to Use

The functions in the Options sub-module are listed below, along with a short description.

Path Description
stocks.options.pcr Put-Call Ratio
stocks.options.info Option Information
stocks.options.unu Unusual Options Activity
stocks.options.hist Historical Option Data
stocks.options.chains Option Chain Data
stocks.options.eodchain
stocks.options.vol Display Volume plot
stocks.options.oi Display open interest plot
stocks.options.voi Display plot of volume and open interest
stocks.options.expirations Get Option Expirations
stocks.options.vsurf Show volatility surface

Alternatively, the contents of the menu or a function's docstrings can be printed using Python's built-in help.

help(openbb.stocks.options)

Examples

Import Statements

The examples in this section will assume these statements are included at the top of the file:

from openbb_terminal.sdk import openbb
import pandas as pd

Unusual Options

openbb.stocks.options.unu returns a DataFrame with the current day's unusual options, those having a very high volume/open interest ratio. This function returns a Tuple containing the DataFrame and a string. Unpack it like this:

unu_df,unu_ts = openbb.stocks.options.unu(limit = 500)
unu_df = unu_df.sort_values(by = 'Vol/OI', ascending = False)

unu_df
Ticker Exp Strike Type Vol/OI Vol OI Bid Ask
0 T 2023-01-06 21 Call 61 8598 141 0.03 0.04
1 T 2023-01-06 19 Put 40.7 10173 250 0.39 0.42
2 SCHW 2023-03-17 87.5 Call 35.1 4317 123 3.2 3.35
3 TSLA 2022-12-02 192.5 Put 31.1 179688 5774 0.01 0.02
4 FDX 2022-12-09 190 Call 29.2 7098 243 0.67 0.69
403 FCX 2022-12-09 36 Put 2.1 1513 729 0.04 0.06
402 CAT 2022-12-09 227.5 Put 2.1 601 280 0.94 1.14
401 NKE 2022-12-02 111 Put 2.1 651 306 0 0.01
400 NVDA 2022-12-09 160 Put 2.1 8668 4059 1.06 1.08
425 PG 2022-12-09 149 Put 2.1 241 113 0.64 0.69

PCR

Get up to ten years of historical Put-Call Ratios.

openbb.stocks.options.pcr(start_date = '2012-01-01', window = 10, symbol = 'SPY')
Date PCR
2012-12-05 00:00:00 1.1815
2012-12-06 00:00:00 1.7403
2012-12-07 00:00:00 1.7023
2012-12-10 00:00:00 1.8997
2012-12-11 00:00:00 1.5384
2022-11-28 00:00:00 1.2491
2022-11-29 00:00:00 2.135
2022-11-30 00:00:00 1.5901
2022-12-01 00:00:00 0.9842
2022-12-02 00:00:00 2.1346

Chains

Get the current option chain for a selected ticker. We support the following sources: YahooFinance, Nasdaq, Tradier (Sandbox) and Intrinio. Note that each API returns slightly different data fields.

openbb.stocks.options.chains(symbol = 'SPY')
contractSymbol optionType expiration strike lastPrice bid ask openInterest volume impliedVolatility
0 AAPL230210C00050000 call 2023-02-10 50 101.95 101.15 102.8 153 44 4.73438
1 AAPL230210C00055000 call 2023-02-10 55 96.6 96.15 97.85 81 3 4.53125
2 AAPL230210C00070000 call 2023-02-10 70 76.39 81.1 82.95 0 1 3.63281
3 AAPL230210C00075000 call 2023-02-10 75 79.45 76.1 78.05 2 1 3.50781
4 AAPL230210C00080000 call 2023-02-10 80 72.55 71.1 73.05 2 2 3.21094