Add chains via yahoo finance

data_sources_default.json

@@ -34,24 +34,28 @@
         },
         "options": {
             "load": [
-                "tradier",
-                "yf"
+                "yf",
+                "tradier"
             ],
             "hist": [
                 "chartexchange",
                 "tradier"
             ],
             "vol": [
-                "tradier",
-                "yf"
+                "yf",
+                "tradier"
             ],
             "voi": [
-                "tradier",
-                "yf"
+                "yf",
+                "tradier"
             ],
             "oi": [
-                "tradier",
-                "yf"
+                "yf",
+                "tradier"
+            ],
+            "chains": [
+                "yf",
+                "tradier"
             ]
         },
         "disc": {

openbb_terminal/stocks/options/op_helpers.py

@@ -204,7 +204,7 @@ def Premium(self):
     # 1st order greeks
 
     def Delta(self):
-        dfq = e ** (-self.div_cont * self.exp_time)
+        dfq = np.exp(-self.div_cont * self.exp_time)
         if self.Type == 1:
             return dfq * norm.cdf(self.d1)
         return dfq * (norm.cdf(self.d1) - 1)
@@ -214,15 +214,15 @@ def Vega(self):
         return (
             0.01
             * self.price
-            * e ** (-self.div_cont * self.exp_time)
+            * np.exp(-self.div_cont * self.exp_time)
             * norm.pdf(self.d1)
             * self.exp_time**0.5
         )
 
     def Theta(self):
         """Theta for 1 day change"""
-        df = e ** -(self.risk_free * self.exp_time)
-        dfq = e ** (-self.div_cont * self.exp_time)
+        df = np.exp(-self.risk_free * self.exp_time)
+        dfq = np.exp(-self.div_cont * self.exp_time)
         tmptheta = (1.0 / 365.0) * (
             -0.5
             * self.price

openbb_terminal/stocks/options/options_controller.py

@@ -18,6 +18,7 @@
     EXPORT_ONLY_FIGURES_ALLOWED,
     EXPORT_ONLY_RAW_DATA_ALLOWED,
     valid_date,
+    get_ordered_list_sources,
 )
 from openbb_terminal.menu import session
 from openbb_terminal.parent_classes import BaseController
@@ -126,6 +127,8 @@ def __init__(self, ticker: str, queue: List[str] = None):
         else:
             self.expiry_dates = []
 
+        self.default_chain = get_ordered_list_sources(f"{self.PATH}chains")[0]
+
         if session and obbff.USE_PROMPT_TOOLKIT:
             choices: dict = {c: {} for c in self.controller_choices}
             choices["unu"]["-s"] = {c: {} for c in self.unu_sortby_choices}
@@ -731,28 +734,39 @@ def call_chains(self, other_args: List[str]):
             dest="to_display",
             default=tradier_model.default_columns,
             type=tradier_view.check_valid_option_chains_headers,
-            help="Columns to look at.  Columns can be: bid, ask, strike, bidsize, asksize, volume, open_interest, "
-            "delta, gamma, theta, vega, ask_iv, bid_iv, mid_iv. E.g. 'bid,ask,strike' ",
+            help="(tradier only) Columns to look at.  Columns can be: bid, ask, strike, bidsize, asksize, "
+            "volume, open_interest, delta, gamma, theta, vega, ask_iv, bid_iv, mid_iv. E.g. 'bid,ask,strike' ",
         )
         ns_parser = self.parse_known_args_and_warn(
             parser, other_args, EXPORT_ONLY_RAW_DATA_ALLOWED
         )
         if ns_parser:
             if self.ticker:
                 if self.selected_date:
-                    if TRADIER_TOKEN != "REPLACE_ME":  # nosec
-                        tradier_view.display_chains(
+                    if ns_parser.source == "tradier":
+                        if TRADIER_TOKEN != "REPLACE_ME":  # nosec
+                            tradier_view.display_chains(
+                                ticker=self.ticker,
+                                expiry=self.selected_date,
+                                to_display=ns_parser.to_display,
+                                min_sp=ns_parser.min_sp,
+                                max_sp=ns_parser.max_sp,
+                                calls_only=ns_parser.calls,
+                                puts_only=ns_parser.puts,
+                                export=ns_parser.export,
+                            )
+                        else:
+                            console.print("TRADIER TOKEN not supplied. \n")
+                    if ns_parser.source == "yf":
+                        yfinance_view.display_chains(
                             ticker=self.ticker,
                             expiry=self.selected_date,
-                            to_display=ns_parser.to_display,
                             min_sp=ns_parser.min_sp,
                             max_sp=ns_parser.max_sp,
                             calls_only=ns_parser.calls,
                             puts_only=ns_parser.puts,
                             export=ns_parser.export,
                         )
-                    else:
-                        console.print("TRADIER TOKEN not supplied. \n")
                 else:
                     console.print("No expiry loaded. First use `exp {expiry date}`\n")
             else:

openbb_terminal/stocks/options/yfinance_model.py

@@ -8,12 +8,110 @@
 import pandas as pd
 import yfinance as yf
 
+from openbb_terminal.stocks.options.op_helpers import Option
 from openbb_terminal.decorators import log_start_end
 from openbb_terminal.rich_config import console
 
 logger = logging.getLogger(__name__)
 
 
+# pylint: disable=W0640
+@log_start_end(log=logger)
+def get_full_option_chain(
+    ticker: str, expiration: str, calls: bool = True, puts: bool = True
+) -> pd.DataFrame:
+    """Get full option chains with calculated greeks
+
+    Parameters
+    ----------
+    ticker: str
+        Stock ticker
+    expiration: str
+        Expiration date for chain in format YYY-mm-dd
+    calls: bool
+        Flag to get calls
+    puts: bool
+        Flag to get puts
+
+    Returns
+    -------
+    pd.DataFrame
+        DataFrame of option chain.  If both calls and puts
+    """
+    try:
+        yf_ticker = yf.Ticker(ticker)
+        options = yf_ticker.option_chain(expiration)
+    except ValueError:
+        console.print(f"[red]{ticker} options for {expiration} not found.[/red]")
+        return pd.DataFrame()
+
+    last_price = yf_ticker.info["regularMarketPrice"]
+
+    # Columns we want to get
+    yf_option_cols = [
+        "strike",
+        "lastPrice",
+        "bid",
+        "ask",
+        "volume",
+        "openInterest",
+        "impliedVolatility",
+    ]
+    # Get call and put dataframes if the booleans are true
+    put_df = options.puts[yf_option_cols].copy() if puts else pd.DataFrame()
+    call_df = options.calls[yf_option_cols].copy() if calls else pd.DataFrame()
+    # so that the loop below doesn't break if only one call/put is supplied
+    df_list, option_factor = [], []
+    if puts:
+        df_list.append(put_df)
+        option_factor.append(-1)
+    if calls:
+        df_list.append(call_df)
+        option_factor.append(1)
+    # Add in greeks to each df
+    # Time to expiration:
+    dt = (datetime.strptime(expiration, "%Y-%m-%d") - datetime.now()).seconds / (
+        60 * 60 * 24
+    )
+    # Note the way the Option class is defined, put has a -1 input and call has a +1 input
+    for df, option_type in zip(df_list, option_factor):
+        df["Delta"] = df.apply(
+            lambda x: Option(
+                last_price, x.strike, 0.03, 0, dt, x.impliedVolatility, option_type
+            ).Delta(),
+            axis=1,
+        )
+        df["Gamma"] = df.apply(
+            lambda x: Option(
+                last_price, x.strike, 0.03, 0, dt, x.impliedVolatility, option_type
+            ).Gamma(),
+            axis=1,
+        )
+        df["Theta"] = df.apply(
+            lambda x: Option(
+                last_price, x.strike, 0.03, 0, dt, x.impliedVolatility, option_type
+            ).Theta(),
+            axis=1,
+        )
+
+    # Create our merged dataframe.  If only puts and/or calls are wanted, no merging needed
+    if not put_df.empty and call_df.empty:
+        options_df = put_df.copy()
+    if not call_df.empty and put_df.empty:
+        options_df = call_df.copy()
+    if not put_df.empty and not call_df.empty:
+        # Join these guys on strike.  Do an outer join to get all strikes.
+        options_df = pd.merge(
+            left=call_df,
+            right=put_df,
+            on="strike",
+            how="outer",
+            suffixes=["_call", "_put"],
+        )
+
+    return options_df
+
+
 @log_start_end(log=logger)
 def option_expirations(ticker: str):
     """Get available expiration dates for given ticker