Get the Option Chains which gives information about the currently available options as reported by Yahoo Finance. This returns the Contract Symbol, Strike Currency, Last Price, Absolute Change, Percent Change, Volume, Open Interest, Bid Pirce, Ask Price, Expiration, Last Trade Date, Implied Volatility and whether the option is In The Money.

The data comes from Yahoo Finance and is not always available. If the data is not available, it is advised to use the theoretical calculations as provided by the Black Scholes Model as well as the Greeks to get a better understanding of the option prices over time.

Also known as: calls, puts, strike prices, expiry dates, option data.

No programming experience? With the Finance Toolkit MCP server, AI assistants such as Claude and ChatGPT can calculate the Option Chains for you. Just ask in plain English.

Calculate the Option Chains in Python

The Option Chains is available in the Options module of the open-source Finance Toolkit. Install it with:

pip install financetoolkit -U

Then call get_option_chains as shown below.

from financetoolkit import Toolkit

toolkit = Toolkit(["AAPL", "TSLA"], api_key="FINANCIAL_MODELING_PREP_KEY")

option_chains = toolkit.options.get_option_chains()

option_chains.loc[('AAPL', option_chains['In The Money'] == True), :]

Which returns:

Strike Price Contract Symbol Currency Last Price Change Percent Change Volume Open Interest Bid Ask Expiration Last Trade Date Implied Volatility In The Money
155 AAPL240112C00155000 USD 29.75 0 0 9 0 0 0 2024-01-12 2024-01-11 0 True
157.5 AAPL240112C00157500 USD 24.15 0 0 1 0 0 0 2024-01-12 2024-01-05 0 True
160 AAPL240112C00160000 USD 25.75 0 0 11 0 0 0 2024-01-12 2024-01-11 0 True
162.5 AAPL240112C00162500 USD 18.5 0 0 7 0 0 0 2024-01-12 2024-01-05 0 True
165 AAPL240112C00165000 USD 20.47 0 0 11 0 0 0 2024-01-12 2024-01-11 0 True
167.5 AAPL240112C00167500 USD 17.22 0 0 1 0 0 0 2024-01-12 2024-01-11 0 True
170 AAPL240112C00170000 USD 15.65 0 0 176 0 0 0 2024-01-12 2024-01-11 0 True
172.5 AAPL240112C00172500 USD 13.19 0 0 34 0 0 0 2024-01-12 2024-01-11 0 True
175 AAPL240112C00175000 USD 10.64 0 0 258 0 0 0 2024-01-12 2024-01-11 0 True
177.5 AAPL240112C00177500 USD 8.3 0 0 489 0 0 0 2024-01-12 2024-01-11 0 True
180 AAPL240112C00180000 USD 5.65 0 0 6152 0 0 0 2024-01-12 2024-01-11 0 True
182.5 AAPL240112C00182500 USD 3.25 0 0 14721 0 0 0 2024-01-12 2024-01-11 0 True
185 AAPL240112C00185000 USD 1.18 0 0 102803 0 0 0 2024-01-12 2024-01-11 0 True

Parameters

get_option_chains accepts the following parameters:

  • expiration_date (str | None, optional): The expiration date to use. Defaults to None which means it will use the first available expiration date.
  • rounding (int | None, optional): The number of decimals to round the results to. Defaults to 4.
Black Scholes Model Implied Volatility Binomial Model Stock Price Simulation Garman-Kohlhagen Model Bjerksund-Stensland Model Monte Carlo Option Price Binary Option Barrier Option Asian Option Put-Call Parity Volatility Surface

The Options module page introduces the module, and the sidebar lists all of its functions.

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