get_options_chain
Contracts at one expiration, enriched with price + OI + volume.
Each row: ticker (OCC), contract_type, strike, name, price, volume,
open_interest, open_interest_change, change_percent, day_open / high /
low, last_trade_date.
Quotes are typically delayed ~15 minutes.
GREEKS AND IV: the results carry price, open interest and volume;
delta/gamma/theta/vega and implied volatility are not part of this
data. When the user asks for greeks, IV or a '30-delta call' style
query, fetch the chain first (get_options_expirations, then this
tool), present the matching strikes with price, open interest and
volume, and state plainly that greeks and IV are unavailable. Report
only values that appear in the results, and leave delta and IV
unestimated, including rules of thumb.
Args:
ticker: Underlying (e.g. 'AAPL').
expiration_date: One of the dates from get_options_expirations
(YYYY-MM-DD).
contract_type: '' for both, or 'call' or 'put'.
strike_gte: Filter strikes >= this value (optional).
strike_lte: Filter strikes <= this value (optional).
limit: Max contracts to return (default 50).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | ||
| ticker | Yes | ||
| strike_gte | No | ||
| strike_lte | No | ||
| contract_type | No | 'call' or 'put'; omit to return both sides. | |
| expiration_date | Yes | Exact expiration in YYYY-MM-DD. REQUIRED — call get_options_expirations first to discover valid dates. |