self.get_chains

lumibot.strategies.strategy.Strategy.get_chains(self, asset)

Returns option chains.

Obtains option chain information for the asset (stock) from each of the exchanges the options trade on and returns a dictionary for each exchange.

Parameters:

asset (Asset object) – The stock whose option chain is being fetched. Represented as an asset object.

Returns:

Format: - Multiplier (str) eg: 100 - ‘Chains’ - paired Expiration/Strike info to guarentee that the strikes are valid for the specific

expiration date. Format:

chains[‘Chains’][‘CALL’][exp_date] = [strike1, strike2, …]

Expiration Date Format: 2023-07-31

Return type:

dictionary of dictionary

Example

>>> # Will return the option chains for SPY
>>> asset = "SPY"
>>> chains = self.get_chains(asset)