get_option_chain

Returns the option chain for the specified symbol and expiration date.

This function is often used in conjunction with the get_option_chain_info function in order to retrieve the available expiration dates.

Syntax

Fields

Description

symbol(str)

Symbol of stock

date(str | datetime.datetime)

Expiration date of the option

def get_option_chain(self, symbol: str, date):

The date parameter can either be a string in the format “YYYY-MM-DD” or a datetime object. If using a datetime object, it should be timezone-aware. If a timezone-naive object is passed, it would assume to be in the timezone of the computer running the algorithm, and convert it to UTC timezone.

Returns

Returns a DataFrame in the following format:

exp_date

strike

type

str

float

The index is a string representing the option symbol, and the columns are as follows:

exp_date : Expiration date of the option as a timezone naive datetime object, adjusted to the timezone of the computer running the algorithm.
strike : Strike price of the option as a float.
type : Type of the option, either “call” or “put”.

Raises

An Exception is raised if the broker fails to process the request for any reason.
If the broker does not support options trading, an NotImplementedError is raised.