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option_chain() return underlying data that comes with the options data #1606

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Merged
ValueRaider merged 1 commit into from
Jul 27, 2023
Merged

option_chain() return underlying data that comes with the options data #1606

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13 changes: 10 additions & 3 deletions yfinance/ticker.py
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Original file line number Diff line number Diff line change
Expand Up @@ -33,6 +33,7 @@ class Ticker(TickerBase):
def __init__(self, ticker, session=None):
super(Ticker, self).__init__(ticker, session=session)
self._expirations = {}
self._underlying = {}

def __repr__(self):
return 'yfinance.Ticker object <%s>' % self.ticker
Expand All @@ -50,8 +51,13 @@ def _download_options(self, date=None, proxy=None):
for exp in r['optionChain']['result'][0]['expirationDates']:
self._expirations[_datetime.datetime.utcfromtimestamp(
exp).strftime('%Y-%m-%d')] = exp

self._underlying = r['optionChain']['result'][0].get('quote', {})

opt = r['optionChain']['result'][0].get('options', [])
return opt[0] if len(opt) > 0 else []

return dict(**opt[0],underlying=self._underlying) if len(opt) > 0 else {}
return {}

def _options2df(self, opt, tz=None):
data = _pd.DataFrame(opt).reindex(columns=[
Expand Down Expand Up @@ -90,9 +96,10 @@ def option_chain(self, date=None, proxy=None, tz=None):
date = self._expirations[date]
options = self._download_options(date, proxy=proxy)

return _namedtuple('Options', ['calls', 'puts'])(**{
return _namedtuple('Options', ['calls', 'puts', 'underlying'])(**{
"calls": self._options2df(options['calls'], tz=tz),
"puts": self._options2df(options['puts'], tz=tz)
"puts": self._options2df(options['puts'], tz=tz),
"underlying": options['underlying']
})

# ------------------------
Expand Down