Option Contracts

Get Available Strikes

strikes = a.get_strike_prices('TSLA')

Get Available Expiration Dates

dates = a.get_exp_dates('tsla')

Searching for Options

Ally provides a flexible interface to search for contracts that meet certain criteria, like strike price, or expiration date, among other things.

Queryable fields:

• strikeprice (possible values: 5 or 7.50, integers or decimals)
• xdate (YYYYMMDD)
• xmonth (MM)
• xyear (YYYY)
• put_call ('put' or 'call')
• unique ('strikeprice', 'xdate')

Operators:

• LT (<)
• GT (>)
• LTE (<=)
• GTE (>=)
• EQ (==)

Leave fields empty to get everything, otherwise specify what you want, in list form, or comma-separated.

available_options = a.search_options(
    symbol='SPY',
    query=["xdate-eq:20201231","strikeprice-eq:180"], # Mature on 2020-12-31
    fields=['bid','ask'] # 'bid,ask' also works. Function properly formats a list or a string
)

Options Chain

The package has a simpler interface to grab the contracts chain for a specific symbol, on a specific date, with some range of the expiration.

Be aware that this call is a little slower than a search, since it grabs the current price before executing the options search.

If direction has a 'c' in it, it's interpreted as a call. It's probably wisest to use 'call' or 'put' for readability.

gold_chains = a.options_chain(
    symbol='gld',
    direction='call', # 'c', or 'cat' are all valid
    within_pct=20.0, # grab all strikes (80% <= x <= 120%) of current price X
    exp_date='20201231' # 2020-12-31
)