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Add support for Greeks to OptionsData.get_chain_day #25

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thammo4 opened this issue Jul 2, 2024 · 1 comment
Open

Add support for Greeks to OptionsData.get_chain_day #25

thammo4 opened this issue Jul 2, 2024 · 1 comment

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@thammo4
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thammo4 commented Jul 2, 2024

Relevant Tradier documentation: https://documentation.tradier.com/brokerage-api/markets/get-options-chains
Relevant Documentation Info/Example:

Parameter | Type | Param Type | Required | Values/Example | Default | Description

symbol | Query | String | Required | VXX | | Underlying symbol of the chain
expiration | Query | String | Required | 2019-05-17 | | Expiration for the chain
greeks | Query | String | Optional | true | false | Add greeks and volatility information

# Version 3.6.1    
import requests

response = requests.get('https://api.tradier.com/v1/markets/options/chains',
    params={'symbol': 'VXX', 'expiration': '2019-05-17', 'greeks': 'true'},
    headers={'Authorization': 'Bearer <TOKEN>', 'Accept': 'application/json'}
)
json_response = response.json()
print(response.status_code)
print(json_response)

Greeks weren't much of a concern when I first started developing this, but a recent interest in spread trades has changed my perspective

@chandrab
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chandrab commented Dec 10, 2024

Toggling the Greek flag would be incredibly useful. This is a huge problem for me as I need the tradier-supplied Greeks.

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