Feature/options_views: Add a Variety of Views/Charts to Extend the OptionsChains Class

[deeleeramone]

Overview

This PR is part of the continuing evolution of options chains data, on the SDK level. The new chart methods are all prefaced with chart and they all offer an array of views.

The new methods are:

• get_synthetic_long()
• get_synthetic_short()
• chart_skew()
• chart_stats()
• chart_surface()
• chart_volatility()

The revised class has been moved to /stocks/options/options_sdk_helper, and there has also been some improvements to the Typing and error handling.

    Returns
    -------
    Class: OptionsChains
        chains: pd.DataFrame
            The complete options chain for the ticker. Returns as a dictionary if pydantic is True.
        expirations: list[str]
            List of unique expiration dates. (YYYY-MM-DD)
        strikes: list[float]
            List of unique strike prices.
        last_price: float
            The last price of the underlying asset.
        underlying_name: str
            The name of the underlying asset.
        underlying_price: pd.Series
            The price and recent performance of the underlying asset. Returns as a dictionary if pydantic is True.
        hasIV: bool
            Returns implied volatility.
        hasGreeks: bool
            Returns greeks data.
        symbol: str
            The symbol entered by the user.
        source: str
            The source of the data.
        date: str
            The date, when the chains data is historical EOD.
        SYMBOLS: pd.DataFrame
            The symbol directory for the source, when available. Returns as a dictionary if pydantic is True.

        Methods
        -------
        chart_skew: Callable
            Function to chart the implied volatility skew.
        chart_stats: Callable
            Function to chart a variety of volume and open interest statistics.
        chart_surface: Callable
            Function to chart the volatility as a 3-D surface.
        chart_volatility: Callable
            Function to chart the implied volatility smile.
        get_skew: Callable
            Function to calculate horizontal and vertical skewness.
        get_stats: Callable
            Function to return a table of summary statistics, by strike or by expiration.
        get_straddle: Callable
            Function to calculate straddles and the payoff profile.
        get_strangle: Callable
            Function to calculate strangles and the payoff profile.
        get_synthetic_long: Callable
            Function to calculate a synthetic long position.
        get_synthetic_short: Callable
            Function to calculate a synthetic short position.
        get_vertical_call_spread: Callable
            Function to calculate vertical call spreads.
        get_vertical_put_spreads: Callable
            Function to calculate vertical put spreads.
        get_strategies: Callable
            Function for calculating multiple straddles and strangles at different expirations and moneyness.

Charts

Let's see if I can show all the unique views created from these methods.

chart_stats()

This set of views is for volume and open interest, by strike or expiration.

data = openbb.stocks.options.load_options_chains("NVDA")

Volume

• By Expiration

data.chart_stats()

data.chart_stats(percent=False)

• By Strike

data.chart_stats(by="strike")

data.chart_stats("strike", percent=False)

data.chart_stats("strike", percent=False, expiry="2023-09-01")

Open Interest

• By Expiration

data.chart_stats(oi=True)

data.chart_stats(oi=True, percent=False)

• By Strike

data.chart_stats("strike", oi=True)

data.chart_stats("strike", oi=True, percent=False)

data.chart_stats("strike", oi=True, percent=False, expiry="2023-09-01")

Ratios

data.chart_stats(ratios=True)

chart_skew()

data.chart_skew()

data.chart_skew(strike=450)

data.chart_skew(moneyness=20)

data.chart_skew(atm=True)

data.chart_skew(otm_only=True)

data.chart_skew(expirations = ["2023-08-20", "2023-10-20"])

chart_volatility()

data.chart_volatility()

data.chart_volatility(oi=True)

data.chart_volatility(oi=True, volume=True)

data.chart_volatility(oi=True, volume=True, expirations = ["2023-08-20", "2023-10-20"])

data.chart_volatility(strike=450)

data.chart_volatility(moneyness=10)

chart_surface()

data.chart_surface()

data.chart_surface(option_type="itm")

data.chart_surface(option_type="calls")

data.chart_surface(option_type="puts")

data.chart_surface(moneyness=10)

data.chart_surface(dte_range=[30,90])

data.chart_surface(dte_range = [10,30], strike_range=[400,500])

data.chart_surface(dte_range = [90,300], strike_range=[400,500], volume=True, oi=True)

[jmaslek]

Damn this is some great stuff