[FeatureRequest] Options Chain Data missing strike/expiration

[Brett55]

Is there an existing issue for this?

• I have searched the existing issues

Is your feature request related to a problem? Please describe.

The options chain data needs strike/expiration, otherwise I have to query a separate endpoint

Describe the solution you'd like.

include strike/expiration

Describe an alternate solution.

include strike/expiration

Anything else? (Additional Context)

No response

[hiohiohio]

@Brett55 thank you for the request. I have routed this feature request to related teams.

[umitanuki]

In fact, the symbol name tells the attributes of the options. So, I would rather vote to add a helper function in SDK than adding payloads to the API. Here is the python snippet recently posted in the slack community.

from datetime import datetime

s = "AAPL240906C00227500"
expiration_date = datetime(
    year=2000 + int(s[-15:-13]),
    month=int(s[-13:-11]),
    day=int(s[-11:-9])
)

[Brett55]

Using other market data providers, they do add the strike and expiration as fields in the payload. These 2 fields are part of the options chain. I think its safer to use a regex if thats what we have to do.

def parse_option_symbol(option_symbol):
    # Use a regular expression to extract the different parts of the symbol
    match = re.match(r"([A-Za-z]{1,4})(\d{6})([CP])(\d{8})", option_symbol)

    if not match:
        raise ValueError("Invalid option symbol format")

    # Extract components from the regular expression match
    underlying = match.group(1)  # The stock symbol (1 to 4 letters)
    expiration = match.group(2)  # 6 characters for expiration date (YYMMDD)
    option_type = match.group(3)  # 1 character for option type ('C' or 'P')
    strike_price_raw = match.group(4)  # 8 characters for the strike price

    # Parse expiration date
    expiration_year = "20" + expiration[:2]  # First 2 digits for year (e.g., '24' -> 2024)
    expiration_month = expiration[2:4]  # Next 2 digits for month
    expiration_day = expiration[4:]  # Last 2 digits for day
    expiration_date = f"{expiration_year}-{expiration_month}-{expiration_day}"  # Format as YYYY-MM-DD

    # Parse strike price (convert from 8-character format)
    strike_price = int(strike_price_raw) / 1000  # Divide by 1000 to get the correct strike price

    # Determine option type
    option_type_full = "Put" if option_type == 'P' else "Call"

    return {
        "underlying": underlying,
        "expiration_date": expiration_date,
        "option_type": option_type_full,
        "strike_price": strike_price
    }