Options¶
option_chain¶
- Description: View option chain data for all expiration dates for a given symbol(s)
- Return:
pandas.DataFrame
faang = Ticker('fb aapl amzn nflx goog')
df = faang.option_chain
df.head()
| contractSymbol | strike | currency | lastPrice | change | percentChange | volume | openInterest | bid | ask | contractSize | lastTradeDate | impliedVolatility | inTheMoney | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ('aapl', Timestamp('2020-07-31 00:00:00'), 'calls') | AAPL200731C00170000 | 170 | USD | 237.49 | 28.78 | 13.7895 | 1 | 4 | 239.8 | 244.1 | REGULAR | 2020-07-31 13:32:22 | 9.42383 | True |
| ('aapl', Timestamp('2020-07-31 00:00:00'), 'calls') | AAPL200731C00175000 | 175 | USD | 206.7 | 0 | 0 | 1 | 1 | 235.15 | 239.1 | REGULAR | 2020-07-30 16:14:43 | 9.14454 | True |
| ('aapl', Timestamp('2020-07-31 00:00:00'), 'calls') | AAPL200731C00180000 | 180 | USD | 191.6 | 0 | 0 | 0 | 1 | 229.8 | 234 | REGULAR | 2020-07-23 18:23:16 | 8.78321 | True |
| ('aapl', Timestamp('2020-07-31 00:00:00'), 'calls') | AAPL200731C00185000 | 185 | USD | 188.38 | 0 | 0 | 1 | 0 | 224.9 | 229.1 | REGULAR | 2020-07-06 19:30:06 | 8.60938 | True |
| ('aapl', Timestamp('2020-07-31 00:00:00'), 'calls') | AAPL200731C00190000 | 190 | USD | 173.7 | 0 | 0 | 0 | 1 | 178.4 | 182.9 | REGULAR | 2020-06-24 13:58:56 | 1e-05 | True |
faang = Ticker('fb aapl amzn nflx goog')
df = faang.option_chain
# The dataframe contains a MultiIndex
df.index.names
FrozenList(['symbol', 'expiration', 'optionType'])
# Get specific expiration date for specified symbol
df.loc['aapl', '2022-07-31']
# Get specific option type for expiration date for specified symbol
df.loc['aapl', '2022-07-31', 'calls']
# Retrieve only calls for all symbols
df.xs('calls', level=2)
# Only include Apple in the money options
df.loc[df['inTheMoney'] == True].xs('aapl')