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Options and derivatives data including options pricing, Greeks, volatility analysis, and derivatives market information. The derivatives module provides comprehensive options and derivatives analytics.
Comprehensive options market data including pricing, Greeks, and volatility metrics.
def obb.derivatives.chains(
symbol: str,
provider: str = None,
**kwargs
) -> ResponseObject:
"""
Get options chains data.
Parameters:
- symbol: Underlying symbol
- provider: Data provider to use
Returns:
ResponseObject with options chains data
"""
def obb.derivatives.snapshots(
provider: str = None,
**kwargs
) -> ResponseObject:
"""
Get derivatives market snapshots.
Parameters:
- provider: Data provider to use
Returns:
ResponseObject with derivatives snapshots
"""
def obb.derivatives.surface(
symbol: str,
provider: str = None,
**kwargs
) -> ResponseObject:
"""
Get options volatility surface data.
Parameters:
- symbol: Underlying symbol
- provider: Data provider to use
Returns:
ResponseObject with volatility surface data
"""
def obb.derivatives.unusual(
provider: str = None,
**kwargs
) -> ResponseObject:
"""
Get unusual options activity.
Parameters:
- provider: Data provider to use
Returns:
ResponseObject with unusual options activity
"""
def obb.derivatives.instruments(
provider: str = None,
**kwargs
) -> ResponseObject:
"""
Get derivatives instruments information.
Parameters:
- provider: Data provider to use
Returns:
ResponseObject with derivatives instruments
"""
def obb.derivatives.historical(
symbol: str,
provider: str = None,
**kwargs
) -> ResponseObject:
"""
Get historical derivatives data.
Parameters:
- symbol: Derivatives symbol
- provider: Data provider to use
Returns:
ResponseObject with historical derivatives data
"""
def obb.derivatives.info(
symbol: str,
provider: str = None,
**kwargs
) -> ResponseObject:
"""
Get derivatives contract information.
Parameters:
- symbol: Derivatives symbol
- provider: Data provider to use
Returns:
ResponseObject with contract information
"""
def obb.derivatives.curve(
symbol: str,
provider: str = None,
**kwargs
) -> ResponseObject:
"""
Get derivatives yield curve data.
Parameters:
- symbol: Underlying symbol
- provider: Data provider to use
Returns:
ResponseObject with yield curve data
"""from openbb import obb
# Get options chains
chains_data = obb.derivatives.chains(symbol="AAPL")
chains_df = chains_data.to_dataframe()
# Get unusual options activity
unusual_data = obb.derivatives.unusual()
unusual_df = unusual_data.to_dataframe()
# Get volatility surface
surface_data = obb.derivatives.surface(symbol="AAPL")
surface_df = surface_data.to_dataframe()# Analyze options chains for specific stocks
# Calculate option Greeks and risk metrics
# Monitor options volume and unusual activityInstall with Tessl CLI
npx tessl i tessl/pypi-openbb