What data fields are returned for each option?

Each option entry includes strike, bid, ask, volume, openInterest, and impliedVolatility; the response also includes underlying_price.

How is the data presented and highlighted?

Presented as a table with highlights for high-volume and high-OI strikes and notable IV levels.

option-chain

Scanned

npx machina-cli add skill staskh/trading_skills/option-chain --openclaw

Files (1)

SKILL.md

1.3 KB

Option Chain

Fetch option chain data from Yahoo Finance for a specific expiration date.

Instructions

Note: If uv is not installed or pyproject.toml is not found, replace uv run python with python in all commands below.

First, get available expiration dates:

uv run python scripts/options.py SYMBOL --expiries

Then fetch the chain for a specific expiry:

uv run python scripts/options.py SYMBOL --expiry YYYY-MM-DD

Arguments

SYMBOL - Ticker symbol (e.g., AAPL, SPY, TSLA)
--expiries - List available expiration dates only
--expiry YYYY-MM-DD - Fetch chain for specific date

Output

Returns JSON with:

calls - Array of call options with strike, bid, ask, volume, openInterest, impliedVolatility
puts - Array of put options with same fields
underlying_price - Current stock price for reference

Present data as a table. Highlight high volume/OI strikes and notable IV levels.

Dependencies

pandas
yfinance

Source

git clone https://github.com/staskh/trading_skills/blob/main/.claude/skills/option-chain/SKILL.mdView on GitHub

Overview

Fetches calls and puts for a specific expiration date from Yahoo Finance. Returns a structured JSON with arrays for calls and puts plus the underlying price. This enables quick comparison of strikes, liquidity, and implied volatility to inform option strategies.

How This Skill Works

The skill first lists available expirations for a SYMBOL using the options script with --expiries. Once you choose an expiry, it fetches the chain with --expiry YYYY-MM-DD. The result is JSON containing calls, puts, and underlying_price, designed to be displayed as a table with high-volume, high-OI strikes and notable IV highlighted.

When to Use It

You need all call and put data for a specific expiration date to evaluate a strategy.
You want to compare strike prices, bid/ask spreads, volume, and open interest for a stock.
You’re analyzing implied volatility across strikes for a given expiry.
You need the underlying price alongside options data to contextualize pricing.
You’re preparing a liquidity-focused option snapshot for a client or report.

Quick Start

Step 1: Fetch available expirations for SYMBOL (e.g., python script with --expiries).
Step 2: Pick an expiry date (YYYY-MM-DD) and run the fetch command with --expiry.
Step 3: Review the returned JSON of calls, puts, and underlying_price, presented as a table with highlighted strikes.

Best Practices

Always fetch the available expiries first to pick a valid date.
Filter results by high volume or open interest to identify liquid contracts.
Pay attention to implied volatility levels across near-the-money strikes.
Cross-check the underlying price to ensure accurate interpretation of options data.
Present data as a table and highlight high-volume/OI strikes and notable IV.

Example Use Cases

AAPL options for 2026-03-15 expiry: identify the most liquid calls and puts with the highest IV.
TSLA options for 2026-04-20 expiry: compare near-the-money strikes across calls and puts.
SPY options for 2026-05-19 expiry: scan for high-volume, high-OI strikes to assess liquidity.
MSFT options for a given expiry with underlying price displayed for contextual pricing.
Use the chain to prepare a concise liquidity snapshot for a client presentation.

Frequently Asked Questions

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