IOptionChainProvider
Provides the full option chain for a given underlying.
get_option_contract_list(
symbol: Union[Symbol, str, BaseContract],
date: Union[datetime, date],
) -> Iterable[Symbol]
Gets the list of option contracts for a given underlying symbol
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
symbol
|
Union[Symbol, str, BaseContract]
|
The option or the underlying symbol to get the option chain for. Providing the option allows targetting an option ticker different than the default e.g. SPXW |
required |
date
|
Union[datetime, date]
|
The date for which to request the option chain (only used in backtesting) |
required |
Returns:
| Type | Description |
|---|---|
Iterable[Symbol]
|
The list of option contracts. |