tengu_v3_tape_options_chain
Full historical OPTIONS CHAIN for one underlying on one snapshot day from FIRM's own daily market-data capture — per contract: strike, expiry, dte, bid/ask/mid/last, day volume + VWAP, implied volatility, the full greeks (delta/gamma/theta/vega), open interest and underlying price, plus a chain summary (contract/expiration counts, put/call OI + volume ratios, front-month ATM IV). Use it to reconstruct the IV surface, greeks or OI distribution AS IT STOOD on a past day, find where OI/volume concentrated, or pull the near-the-money strikes around an event. Omit date for the latest captured day (reported as snapshot_day); filter by side, expiration/dte, min OI/volume or a moneyness band; sort by open interest or dollar notional. Capture begins 2026-05-10. For the raw options TRADE tape use tengu_v3_tape_options; for live GEX/dealer flow use the options_flow tools.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | ||
| sort | No | open_interest | |
| limit | No | ||
| ticker | Yes | Path parameter 'ticker' (required). | |
| max_dte | No | ||
| min_dte | No | ||
| moneyness | No | ||
| expiration | No | ||
| min_volume | No | ||
| contract_type | No | ||
| min_open_interest | No |