OpenBB/website/content/platform/data_models/OptionsChains.md

title, description

title	description
Get the complete options chain for a ticker	OpenBB Platform Data Model

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Implementation details

Class names

Model name	Parameters class	Data class
OptionsChains	OptionsChainsQueryParams	OptionsChainsData

Import Statement

from openbb_core.provider.standard_models.options_chains import (
OptionsChainsData,
OptionsChainsQueryParams,
)

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

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.