mirror of
https://github.com/OpenBB-finance/OpenBB.git
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150 lines
5.3 KiB
Python
150 lines
5.3 KiB
Python
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
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from typing import List, Literal, Optional, Union
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from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
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from openbb_core.app.model.obbject import OBBject
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from openbb_core.app.static.container import Container
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from openbb_core.app.static.filters import filter_inputs
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from openbb_provider.abstract.data import Data
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from pydantic import validate_call
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from typing_extensions import Annotated
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class ROUTER_stocks_options(Container):
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"""/stocks/options
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chains
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"""
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def __repr__(self) -> str:
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return self.__doc__ or ""
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@validate_call
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def chains(
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self,
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symbol: Annotated[
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Union[str, List[str]],
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OpenBBCustomParameter(description="Symbol to get data for."),
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],
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provider: Optional[Literal["cboe", "intrinio"]] = None,
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**kwargs
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) -> OBBject[List[Data]]:
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"""Get the complete options chain for a ticker.
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Parameters
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----------
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symbol : str
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Symbol to get data for.
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provider : Optional[Literal['cboe', 'intrinio']]
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The provider to use for the query, by default None.
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If None, the provider specified in defaults is selected or 'cboe' if there is
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no default.
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date : Optional[str]
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Date for which the options chains are returned. (provider: intrinio)
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Returns
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-------
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OBBject
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results : List[OptionsChains]
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Serializable results.
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provider : Optional[Literal['cboe', 'intrinio']]
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Provider name.
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warnings : Optional[List[Warning_]]
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List of warnings.
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chart : Optional[Chart]
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Chart object.
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extra: Dict[str, Any]
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Extra info.
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OptionsChains
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-------------
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contract_symbol : str
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Contract symbol for the option.
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symbol : str
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Underlying symbol for the option.
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expiration : date
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Expiration date of the contract.
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strike : float
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Strike price of the contract.
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type : str
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Call or Put.
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date : date
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Date for which the options chains are returned.
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close : Optional[float]
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Close price for the option that day.
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close_bid : Optional[float]
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The closing bid price for the option that day.
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close_ask : Optional[float]
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The closing ask price for the option that day.
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volume : Optional[float]
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Current trading volume on the contract.
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open : Optional[float]
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Opening price of the option.
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open_bid : Optional[float]
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The opening bid price for the option that day.
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open_ask : Optional[float]
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The opening ask price for the option that day.
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open_interest : Optional[float]
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Open interest on the contract.
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high : Optional[float]
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High price of the option.
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low : Optional[float]
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Low price of the option.
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mark : Optional[float]
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The mid-price between the latest bid-ask spread.
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ask_high : Optional[float]
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The highest ask price for the option that day.
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ask_low : Optional[float]
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The lowest ask price for the option that day.
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bid_high : Optional[float]
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The highest bid price for the option that day.
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bid_low : Optional[float]
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The lowest bid price for the option that day.
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implied_volatility : Optional[float]
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Implied volatility of the option.
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delta : Optional[float]
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Delta of the option.
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gamma : Optional[float]
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Gamma of the option.
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theta : Optional[float]
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Theta of the option.
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vega : Optional[float]
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Vega of the option.
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bid_size : Optional[int]
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Bid size for the option. (provider: cboe)
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ask_size : Optional[int]
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Ask size for the option. (provider: cboe)
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theoretical : Optional[float]
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Theoretical value of the option. (provider: cboe)
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last_trade_price : Optional[float]
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Last trade price of the option. (provider: cboe)
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tick : Optional[str]
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Whether the last tick was up or down in price. (provider: cboe)
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prev_close : Optional[float]
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Previous closing price of the option. (provider: cboe)
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change : Optional[float]
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Change in price of the option. (provider: cboe)
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change_percent : Optional[float]
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Change, in percent, of the option. (provider: cboe)
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rho : Optional[float]
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Rho of the option. (provider: cboe)
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last_trade_timestamp : Optional[datetime]
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Last trade timestamp of the option. (provider: cboe)
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dte : Optional[int]
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Days to expiration for the option. (provider: cboe)""" # noqa: E501
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inputs = filter_inputs(
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provider_choices={
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"provider": provider,
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},
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standard_params={
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"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
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},
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extra_params=kwargs,
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)
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return self._run(
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"/stocks/options/chains",
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**inputs,
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)
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