get_option_chains: Get Option Chains

In charlesschwabapi: Wrapper Functions Around 'Charles Schwab Individual Trader API'

Get Option Chains

Description

Given the tokens object from the 'get_authentication_tokens' function and the symbol of interest, return a data frame containing information about the option chain. Note that there are many ways to customize the data returned, including being able to specify the strategy as analytical and providing custom input assumptions. Refer to the parameters below for more detailed information.

Usage

get_option_chains(
  tokens,
  symbol,
  contract_type = NULL,
  strike_count = NULL,
  include_underlying_quote = NULL,
  strategy = NULL,
  interval = NULL,
  strike = NULL,
  range = NULL,
  from_date = NULL,
  to_date = NULL,
  volatility = NULL,
  underlying_price = NULL,
  interest_rate = NULL,
  days_to_expiration = NULL,
  exp_month = NULL,
  option_type = NULL,
  entitlement = NULL
)

Arguments

tokens	token object from 'get_authentication_tokens' function (list).
symbol	symbol of interest (string).
contract_type	string containing "ALL", "PUT", or "CALL". Default is NULL, which is "ALL" (string).
strike_count	number of strikes to return above or below the at-the-monty price (numeric). Default is NULL, which will return all.
include_underlying_quote	flag to indicate whether underlying quotes to be included. Default is NULL, which is TRUE (boolean).
strategy	type of strategy to return, can be "SINGLE", "ANALYTICAL", "COVERED", "VERTICAL", "CALENDAR", "STRANGLE", "STRADDLE", "BUTTERFLY", "CONDOR", "DIAGONAL", "COLLAR", or "ROLL". Default is NULL, which is "SINGLE" (string).
interval	strike interval for the spread strategy chains (see strategy parameter). Default is NULL (numeric).
strike	strike price - default is NULL (which will not return a specific strike price) (numeric).
range	range (ITM, NTM, OTM, etc.). Default is NULL, which will return all (string).
from_date	from date - default is NULL, which will return all (date).
to_date	to date - default is NULL, which will return all (date).
volatility	volatility to use in calculation and only applies to ANALYTICAL strategy (see strategy parameter). Default is NULL. (numeric).
underlying_price	underlying price to use in calculation and only applies to ANALYTICAL strategy (see strategy parameter). Default is NULL (numeric).
interest_rate	interest rate to use in calculation and only applies to ANALYTICAL strategy (see strategy parameter). Default is NULL (numeric).
days_to_expiration	days to expiration to use in calculation and only applies to ANALYTICAL strategy (see strategy parameter). Default is NULL (numeric).
exp_month	expiration month - valid values are "ALL", "JAN", "FEB", "MAR", "APR", "MAY", "JUN", "JUL", "AUG", "SEP", "OCT", "NOV", or "DEC". Default is NULL, which is "ALL" (string).
option_type	option type - default is NULL, which will return everything (string).
entitlement	applicable only for retail token, entitlement of client PP-PayingPro, NP-NonPro, and PN-NonPayingPro. Valid values are "PN", "NP", "PP" - default is NULL, which will return everything (string).

Value

Returns a data frame containing information about the given symbol's option chain.

Author(s)

Nick Bultman, [e-mail], June 2024

charlesschwabapi documentation built on April 4, 2025, 2:19 a.m.