---
title: Option Chain
sidebar_position: 4
---

import Tabs from "@theme/Tabs";
import TabItem from "@theme/TabItem";

Retrieve a complete or filtered options chain for a given underlying symbol. Both real-time and historical requests are possible.

## Making Requests

Use the `chain()` method on the `options` resource to fetch options chain data. The method supports multiple output formats:

| Output Format | Return Type | Description |
|---------------|-------------|-------------|
| **DATAFRAME** | `pandas.DataFrame` or `polars.DataFrame` | Returns a DataFrame with options chain data indexed by optionSymbol (default). |
| **INTERNAL** | `OptionsChain` or `OptionsChainHumanReadable` | Returns an OptionsChain object containing lists of option data. When `use_human_readable=True`, returns an OptionsChainHumanReadable object with capitalized field names. |
| **JSON** | `dict` | Returns the raw JSON response as a dictionary. |
| **CSV** | `str` | Writes CSV data to file and returns the filename string. |

<a name="chain"></a>
## chain

```python
def chain(
    symbol: str,
    *,
    expiration: str = None,
    date: str | datetime.datetime = None,
    from_date: str | datetime.datetime = None,
    to_date: str | datetime.datetime = None,
    strike: float = None,
    side: str = None,
    dte: int = None,
    delta: float = None,
    range: str = None,
    strike_limit: int = None,
    min_bid: float = None,
    max_bid: float = None,
    min_ask: float = None,
    max_ask: float = None,
    min_open_interest: int = None,
    min_volume: int = None,
    max_bid_ask_spread: float = None,
    max_bid_ask_spread_pct: float = None,
    monthly: bool = None,
    weekly: bool = None,
    quarterly: bool = None,
    nonstandard: bool = None,
    am: bool = None,
    pm: bool = None,
    month: int = None,
    year: int = None,
    output_format: OutputFormat = OutputFormat.DATAFRAME,
    date_format: DateFormat = None,
    columns: list[str] = None,
    add_headers: bool = None,
    use_human_readable: bool = False,
    mode: Mode = None,
    filename: str | Path = None,
) -> OptionsChain | OptionsChainHumanReadable | dict | str | MarketDataClientErrorResult
```

Fetches the options chain for a given symbol with extensive filtering options. The `symbol` parameter can be passed as the first positional argument or as a keyword argument. All other parameters must be keyword-only.

#### Parameters

- `symbol` (str)

  The underlying stock symbol for which to fetch the options chain.

- `expiration` (str, optional)

  Filter by expiration date. Can be a date string or "all" to get all expirations.

- `date` (str | datetime.datetime, optional)

  Historical date for the options chain data.

- `from_date` (str | datetime.datetime, optional)

  Start date for the date range.

- `to_date` (str | datetime.datetime, optional)

  End date for the date range.

- `strike` (float, optional)

  Filter by strike price.

- `side` (str, optional)

  Filter by option side: "call" or "put".

- `dte` (int, optional)

  Days to expiration. Requests an expiration date based on the number of days from the present date.

- `delta` (float, optional)

  Filter by Delta value.

- `range` (str, optional)

  Filter by strike range: "itm" (In The Money), "otm" (Out of The Money), "atm" (At The Money).

- `strike_limit` (int, optional)

  Maximum number of strike prices to include in the option chain.

- `min_open_interest` (int, optional)

  Minimum open interest for options to be included.

- `min_bid` (float, optional)

  Minimum bid price for options to be included. Uses API alias `minBid`.

- `max_bid` (float, optional)

  Maximum bid price for options to be included. Uses API alias `maxBid`.

- `min_ask` (float, optional)

  Minimum ask price for options to be included. Uses API alias `minAsk`.

- `max_ask` (float, optional)

  Maximum ask price for options to be included. Uses API alias `maxAsk`.

- `min_volume` (int, optional)

  Minimum volume for options to be included.

- `max_bid_ask_spread` (float, optional)

  Maximum bid-ask spread for options to be included.

- `max_bid_ask_spread_pct` (float, optional)

  Maximum bid-ask spread percentage for options to be included.

- `monthly` (bool, optional)

  Include or exclude monthly option expirations.

- `weekly` (bool, optional)

  Include or exclude weekly option expirations.

- `quarterly` (bool, optional)

  Include or exclude quarterly option expirations.

- `nonstandard` (bool, optional)

  Include or exclude non-standard option expirations.

- `am` (bool, optional)

  Whether to include A.M. expirations.

- `pm` (bool, optional)

  Whether to include P.M. expirations.

- `month` (int, optional)

  Filter by specific month (1-12).

- `year` (int, optional)

  Filter by specific year.

- `output_format` ([OutputFormat](/sdk/py/settings#output-format), optional)

  The format of the returned data. Defaults to `OutputFormat.DATAFRAME`. See [Settings](/sdk/py/settings) for details.

- `date_format` ([DateFormat](/sdk/py/settings#date-format), optional)

  The date format to use in the response. Defaults to `DateFormat.UNIX`. See [Settings](/sdk/py/settings) for details.

- [`columns`](/sdk/py/settings#columns) (optional)

  Specify which columns to include in the response. See [Settings](/sdk/py/settings) for details.

- [`add_headers`](/sdk/py/settings#headers) (optional)

  Whether to include headers in the response. See [Settings](/sdk/py/settings) for details.

- [`use_human_readable`](/sdk/py/settings#human-readable) (optional)

  Whether to use human-readable format for values. Only applies when `output_format=OutputFormat.INTERNAL`. See [Settings](/sdk/py/settings) for details.

- `mode` ([Mode](/sdk/py/settings#data-mode), optional)

  The data feed mode to use. See [Settings](/sdk/py/settings) for details.

- `filename` (str | Path, optional)

  File path for CSV output (only used with `output_format=OutputFormat.CSV`).

#### Returns

- `OptionsChain` | `OptionsChainHumanReadable` | `dict` | `str` | `MarketDataClientErrorResult`

  The options chain data in the requested format, or a `MarketDataClientErrorResult` if an error occurred.

#### Notes

- When using `OutputFormat.DATAFRAME`, the DataFrame is indexed by the `optionSymbol` column.
- When using `OutputFormat.INTERNAL`, timestamps are automatically converted to `datetime.datetime` objects.
- The OptionsChain object contains lists of equal length for each field, allowing you to iterate through options by index.

<Tabs>
<TabItem value="Example (DataFrame)" label="Example (DataFrame)">

```python
from marketdata.client import MarketDataClient

client = MarketDataClient()

# Get options chain as DataFrame (default)
# symbol can be passed positionally or as keyword
chain = client.options.chain("AAPL")
# or
chain = client.options.chain(symbol="AAPL")

# Filter by side and date
chain = client.options.chain(
    "AAPL",
    side="call",
    date="2022-01-03",
    dte=60,
    strike_limit=2,
    range="itm"
)

print(chain)
```

#### Output

```
                    underlying  expiration        side  strike  ...  volume  openInterest  inTheMoney  underlyingPrice
optionSymbol                                                     ...
AAPL220318C00175000       AAPL  2022-03-18       call   175.0  ...    1295         15232        True           182.01
AAPL220318C00180000       AAPL  2022-03-18       call   180.0  ...    4609         18299        True           182.01
```

</TabItem>

<TabItem value="Example (Internal)" label="Example (Internal)">

```python
from marketdata.client import MarketDataClient
from marketdata.input_types.base import OutputFormat

client = MarketDataClient()

# Get options chain as internal object
chain = client.options.chain(
    "AAPL",
    side="call",
    date="2022-01-03",
    dte=60,
    strike_limit=2,
    range="itm",
    output_format=OutputFormat.INTERNAL
)

# Access option data by index
print(f"Number of options: {len(chain.optionSymbol)}")
print(f"First option symbol: {chain.optionSymbol[0]}")
print(f"First option strike: {chain.strike[0]}")
print(f"First option expiration: {chain.expiration[0]}")
print(f"First option bid: {chain.bid[0]}")
print(f"First option ask: {chain.ask[0]}")
print(f"First option mid: {chain.mid[0]}")
```

#### Output

```
Number of options: 2
First option symbol: AAPL220318C00175000
First option strike: 175.0
First option expiration: 2022-03-18 16:00:00-04:00
First option bid: 12.95
First option ask: 13.1
First option mid: 13.02
```

</TabItem>

<TabItem value="Example (JSON)" label="Example (JSON)">

```python
from marketdata.client import MarketDataClient
from marketdata.input_types.base import OutputFormat

client = MarketDataClient()

# Get options chain as JSON
chain = client.options.chain(
    "AAPL",
    side="call",
    date="2022-01-03",
    output_format=OutputFormat.JSON
)

print(chain)
```

#### Output

```json
{
  "s": "ok",
  "optionSymbol": ["AAPL220318C00175000", "AAPL220318C00180000"],
  "underlying": ["AAPL", "AAPL"],
  "expiration": [1642798800, 1642798800],
  "side": ["call", "call"],
  "strike": [175, 180],
  "bid": [12.95, 10.0],
  "ask": [13.1, 10.2],
  "mid": [13.02, 10.1],
  ...
}
```

</TabItem>

<TabItem value="Example (CSV)" label="Example (CSV)">

```python
from marketdata.client import MarketDataClient
from marketdata.input_types.base import OutputFormat
from pathlib import Path

client = MarketDataClient()

# Get options chain as CSV
csv_file = client.options.chain(
    "AAPL",
    side="call",
    date="2022-01-03",
    output_format=OutputFormat.CSV,
    filename=Path("chain.csv")
)

print(f"CSV file saved to: {csv_file}")
```

</TabItem>

<TabItem value="Example (Human Readable)" label="Example (Human Readable)">

```python
from marketdata.client import MarketDataClient
from marketdata.input_types.base import OutputFormat

client = MarketDataClient()

# Get options chain in human-readable format
chain = client.options.chain(
    "AAPL",
    side="call",
    date="2022-01-03",
    output_format=OutputFormat.INTERNAL,
    use_human_readable=True
)

# Access option data by index
print(f"Number of options: {len(chain.Symbol)}")
print(f"First option symbol: {chain.Symbol[0]}")
print(f"First option strike: {chain.Strike[0]}")
print(f"First option expiration: {chain.Expiration_Date[0]}")
print(f"First option bid: {chain.Bid[0]}")
print(f"First option ask: {chain.Ask[0]}")
```

</TabItem>

<TabItem value="Example (Filtered)" label="Example (Filtered)">

```python
from marketdata.client import MarketDataClient

client = MarketDataClient()

# Get filtered options chain
chain = client.options.chain(
    "AAPL",
    side="call",
    month=2,
    year=2022,
    range="itm",
    strike=150,
    weekly=False,
    monthly=True,
    quarterly=False,
    nonstandard=False
)

print(chain)
```

</TabItem>
</Tabs>

<a name="OptionsChain"></a>
## OptionsChain

```python
@dataclass
class OptionsChain:
    s: str
    optionSymbol: list[str]
    underlying: list[str]
    expiration: list[datetime.datetime]
    side: list[str]
    strike: list[float]
    firstTraded: list[datetime.datetime]
    dte: list[int]
    updated: list[datetime.datetime]
    bid: list[float]
    bidSize: list[int]
    mid: list[float]
    ask: list[float]
    askSize: list[int]
    last: list[float]
    openInterest: list[int]
    volume: list[int]
    inTheMoney: list[bool]
    intrinsicValue: list[float]
    extrinsicValue: list[float]
    underlyingPrice: list[float]
    iv: list[float]
    delta: list[float]
    gamma: list[float]
    theta: list[float]
    vega: list[float]
```

OptionsChain represents the options chain data with lists of equal length for each field. All lists have the same length, allowing you to access option data by index.

#### Properties

- `s` (str): Status indicator ("ok" for successful responses).
- `optionSymbol` (list[str]): List of option symbols.
- `underlying` (list[str]): List of underlying symbols.
- `expiration` (list[datetime.datetime]): List of expiration dates (automatically converted from timestamps).
- `side` (list[str]): List of option sides ("call" or "put").
- `strike` (list[float]): List of strike prices.
- `firstTraded` (list[datetime.datetime]): List of first traded dates (automatically converted from timestamps).
- `dte` (list[int]): List of days to expiration.
- `updated` (list[datetime.datetime]): List of last update timestamps (automatically converted from timestamps).
- `bid` (list[float]): List of bid prices.
- `bidSize` (list[int]): List of bid sizes.
- `mid` (list[float]): List of mid prices.
- `ask` (list[float]): List of ask prices.
- `askSize` (list[int]): List of ask sizes.
- `last` (list[float]): List of last traded prices.
- `openInterest` (list[int]): List of open interest values.
- `volume` (list[int]): List of trading volumes.
- `inTheMoney` (list[bool]): List indicating if options are in the money.
- `intrinsicValue` (list[float]): List of intrinsic values.
- `extrinsicValue` (list[float]): List of extrinsic values.
- `underlyingPrice` (list[float]): List of underlying prices.
- `iv` (list[float]): List of implied volatilities.
- `delta` (list[float]): List of Delta values.
- `gamma` (list[float]): List of Gamma values.
- `theta` (list[float]): List of Theta values.
- `vega` (list[float]): List of Vega values.

#### Notes

- All lists have the same length, allowing you to access option data by index (e.g., `chain.optionSymbol[0]`, `chain.strike[0]`, etc.).
- Timestamp fields (`expiration`, `firstTraded`, `updated`) are automatically converted to `datetime.datetime` objects.
- The `OptionsChainHumanReadable` variant uses capitalized field names with underscores (e.g., `Expiration_Date` instead of `expiration`).

<a name="OptionsChainHumanReadable"></a>
## OptionsChainHumanReadable

```python
@dataclass
class OptionsChainHumanReadable:
    Symbol: list[str]
    Underlying: list[str]
    Expiration_Date: list[datetime.datetime]
    Side: list[str]
    Strike: list[float]
    First_Traded: list[datetime.datetime]
    Days_To_Expiration: list[int]
    Date: list[datetime.datetime]
    Bid: list[float]
    Bid_Size: list[int]
    Mid: list[float]
    Ask: list[float]
    Ask_Size: list[int]
    Last: list[float]
    Open_Interest: list[int]
    Volume: list[int]
    In_The_Money: list[bool]
    Intrinsic_Value: list[float]
    Extrinsic_Value: list[float]
    Underlying_Price: list[float]
    IV: list[float]
    Delta: list[float]
    Gamma: list[float]
    Theta: list[float]
    Vega: list[float]
```

OptionsChainHumanReadable represents the options chain data in human-readable format with capitalized field names and formatted values. All lists have the same length, allowing you to access option data by index.

#### Properties

- `Symbol` (list[str]): List of option symbols.
- `Underlying` (list[str]): List of underlying symbols.
- `Expiration_Date` (list[datetime.datetime]): List of expiration dates (automatically converted from timestamps).
- `Option_Side` (list[str]): List of option sides ("call" or "put").
- `Strike` (list[float | int]): List of strike prices.
- `First_Traded` (list[datetime.datetime]): List of first traded dates (automatically converted from timestamps).
- `Days_To_Expiration` (list[int]): List of days to expiration.
- `Date` (list[datetime.datetime]): List of last update timestamps (automatically converted from timestamps).
- `Bid` (list[float]): List of bid prices.
- `Bid_Size` (list[int]): List of bid sizes.
- `Mid` (list[float]): List of mid prices.
- `Ask` (list[float]): List of ask prices.
- `Ask_Size` (list[int]): List of ask sizes.
- `Last` (list[float]): List of last traded prices.
- `Open_Interest` (list[int]): List of open interest values.
- `Volume` (list[int]): List of trading volumes.
- `In_The_Money` (list[bool]): List indicating if options are in the money.
- `Intrinsic_Value` (list[float]): List of intrinsic values.
- `Extrinsic_Value` (list[float]): List of extrinsic values.
- `Underlying_Price` (list[float]): List of underlying prices.
- `IV` (list[float]): List of implied volatilities.
- `Delta` (list[float]): List of Delta values.
- `Gamma` (list[float]): List of Gamma values.
- `Theta` (list[float]): List of Theta values.
- `Vega` (list[float]): List of Vega values.

#### Notes

- All lists have the same length, allowing you to access option data by index (e.g., `chain.Symbol[0]`, `chain.Strike[0]`, etc.).
- Timestamp fields (`Expiration_Date`, `First_Traded`, `Date`) are automatically converted to `datetime.datetime` objects.
- Field names use capitalized format with underscores (e.g., `Expiration_Date` instead of `expiration`, `Option_Side` instead of `side`, `Bid_Size` instead of `bidSize`).