get_option_chains {charlesschwabapi}

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