Options

Higher level constructs for option contracts.

pydantic model orats.constructs.industry.options.OptionsChain

Greeks are the same for Calls and Puts

Show JSON schema

{
   "title": "OptionsChain",
   "description": "`Greeks are the same for Calls and Puts\n<https://blog.orats.com/option-greeks-are-the-same-for-calls-and-puts>`_",
   "type": "object",
   "properties": {
      "strikes": {
         "title": "Strikes",
         "type": "array",
         "items": {
            "$ref": "#/definitions/Strike"
         }
      }
   },
   "required": [
      "strikes"
   ],
   "definitions": {
      "Strike": {
         "title": "Strike",
         "description": "Verbose strike definitions.\n\nSee corresponding `Strikes`_ response object.",
         "type": "object",
         "properties": {
            "ticker": {
               "title": "Ticker",
               "type": "string"
            },
            "tradeDate": {
               "title": "Tradedate",
               "type": "string",
               "format": "date"
            },
            "expirDate": {
               "title": "Expirdate",
               "type": "string",
               "format": "date"
            },
            "dte": {
               "title": "Dte",
               "type": "integer"
            },
            "strike": {
               "title": "Strike",
               "type": "number"
            },
            "spotPrice": {
               "title": "Spotprice",
               "type": "number"
            },
            "stockPrice": {
               "title": "Stockprice",
               "type": "number"
            },
            "smvVol": {
               "title": "Smvvol",
               "type": "number"
            },
            "extSmvVol": {
               "title": "Extsmvvol",
               "type": "number"
            },
            "callVolume": {
               "title": "Callvolume",
               "type": "integer"
            },
            "callOpenInterest": {
               "title": "Callopeninterest",
               "type": "integer"
            },
            "callBidSize": {
               "title": "Callbidsize",
               "type": "integer"
            },
            "callAskSize": {
               "title": "Callasksize",
               "type": "integer"
            },
            "callBidPrice": {
               "title": "Callbidprice",
               "type": "number"
            },
            "callAskPrice": {
               "title": "Callaskprice",
               "type": "number"
            },
            "callValue": {
               "title": "Callvalue",
               "type": "number"
            },
            "callBidIv": {
               "title": "Callbidiv",
               "type": "number"
            },
            "callMidIv": {
               "title": "Callmidiv",
               "type": "number"
            },
            "callAskIv": {
               "title": "Callaskiv",
               "type": "number"
            },
            "extCallValue": {
               "title": "Extcallvalue",
               "type": "number"
            },
            "putVolume": {
               "title": "Putvolume",
               "type": "integer"
            },
            "putOpenInterest": {
               "title": "Putopeninterest",
               "type": "integer"
            },
            "putBidSize": {
               "title": "Putbidsize",
               "type": "integer"
            },
            "putAskSize": {
               "title": "Putasksize",
               "type": "integer"
            },
            "putBidPrice": {
               "title": "Putbidprice",
               "type": "number"
            },
            "putAskPrice": {
               "title": "Putaskprice",
               "type": "number"
            },
            "putValue": {
               "title": "Putvalue",
               "type": "number"
            },
            "extPutValue": {
               "title": "Extputvalue",
               "type": "number"
            },
            "putBidIv": {
               "title": "Putbidiv",
               "type": "number"
            },
            "putMidIv": {
               "title": "Putmidiv",
               "type": "number"
            },
            "putAskIv": {
               "title": "Putaskiv",
               "type": "number"
            },
            "residualRate": {
               "title": "Residualrate",
               "type": "number"
            },
            "delta": {
               "title": "Delta",
               "type": "number"
            },
            "gamma": {
               "title": "Gamma",
               "type": "number"
            },
            "theta": {
               "title": "Theta",
               "type": "number"
            },
            "vega": {
               "title": "Vega",
               "type": "number"
            },
            "rho": {
               "title": "Rho",
               "type": "number"
            },
            "phi": {
               "title": "Phi",
               "type": "number"
            },
            "driftlessTheta": {
               "title": "Driftlesstheta",
               "type": "number"
            },
            "updatedAt": {
               "title": "Updatedat",
               "type": "string",
               "format": "date-time"
            }
         },
         "required": [
            "ticker",
            "tradeDate",
            "expirDate",
            "dte",
            "strike",
            "spotPrice",
            "stockPrice",
            "smvVol",
            "extSmvVol",
            "callVolume",
            "callOpenInterest",
            "callBidSize",
            "callAskSize",
            "callBidPrice",
            "callAskPrice",
            "callValue",
            "callBidIv",
            "callMidIv",
            "callAskIv",
            "extCallValue",
            "putVolume",
            "putOpenInterest",
            "putBidSize",
            "putAskSize",
            "putBidPrice",
            "putAskPrice",
            "putValue",
            "extPutValue",
            "putBidIv",
            "putMidIv",
            "putAskIv",
            "residualRate",
            "delta",
            "gamma",
            "theta",
            "vega",
            "rho",
            "phi",
            "driftlessTheta",
            "updatedAt"
         ]
      }
   }
}

Fields

• strikes (Sequence[orats.constructs.api.data.Strike])

field strikes: Sequence[Strike] [Required]

calls()

puts()