Option Screener¶

Screen option chains with greeks and implied volatility.

Quick Start¶

from tvscreener import OptionScreener, OptionField

os_ = OptionScreener("NASDAQ:AAPL")
df = os_.get()

An underlying symbol is required, with its exchange prefix (NASDAQ:AAPL, AMEX:SPY, SP:SPX, NSE:NIFTY). Several underlyings can be passed at once:

os_ = OptionScreener("NASDAQ:AAPL", "NASDAQ:MSFT")
os_.set_underlying("AMEX:SPY")  # replaces the underlyings

Chain size

A single underlying can have thousands of contracts (AAPL: ~3,500, SPX: ~29,000). The default range returns the first 150, sorted by expiration. Use set_range() or filters to get the rest.

Fields¶

The Option Screener has access to 28 fields:

OptionField.UNDERLYING_SYMBOL        # e.g. NASDAQ:AAPL
OptionField.OPTION_TYPE              # "call" or "put"
OptionField.STRIKE
OptionField.EXPIRATION               # datetime in the result
OptionField.BID
OptionField.ASK
OptionField.BID_ASK_SPREAD_PCT
OptionField.THEORETICAL_PRICE
OptionField.IMPLIED_VOLATILITY       # mid IV
OptionField.BID_IMPLIED_VOLATILITY
OptionField.ASK_IMPLIED_VOLATILITY
OptionField.DELTA
OptionField.GAMMA
OptionField.THETA
OptionField.VEGA
OptionField.RHO

Warning

Implied volatilities are fractions: 0.27 means 27%.
Values close to expiration can be extreme (several hundred percent on same-day expirations).
The options scanner does not return last price, volume or open interest.
Data is delayed (OptionField.DATA_DELAY, in seconds).

Example Screens¶

Near-the-money Calls for one Expiration¶

import datetime as dt

os_ = OptionScreener("NASDAQ:AAPL")
os_.where(OptionField.OPTION_TYPE == "call")
os_.where(OptionField.DELTA.between(0.4, 0.6))
os_.where(OptionField.EXPIRATION == dt.date(2026, 11, 20))

df = os_.get()

Expiration filters accept date, datetime, ISO strings ("2026-11-20") or YYYYMMDD integers.

Full Chain for a Strike Range¶

os_ = OptionScreener("AMEX:SPY")
os_.where(OptionField.STRIKE.between(600, 700))
os_.sort_by(OptionField.STRIKE)
os_.set_range(0, 5000)

df = os_.get()

Volatility Smile¶

os_ = OptionScreener("NASDAQ:AAPL")
os_.where(OptionField.EXPIRATION == "2026-11-20")
os_.select(OptionField.STRIKE, OptionField.OPTION_TYPE, OptionField.IMPLIED_VOLATILITY)
os_.set_range(0, 1000)

df = os_.get()
smile = df.pivot_table(index="Strike", columns="Option Type", values="Implied Volatility")

get_volatility_smile() returns TradingView's fitted smile for one expiration directly, from its volatility chart:

from tvscreener import get_volatility_smile

df = get_volatility_smile("NASDAQ:AAPL", "2026-11-13")                  # columns: strike, iv
df = get_volatility_smile("NASDAQ:AAPL", "2026-11-13", x="moneyness")   # log-moneyness, 0 at the money
df = get_volatility_smile("SP:SPX", "2026-11-13", root="SPXW")          # option root differs from the ticker

iv is a fraction. It raises requests.HTTPError (404) when the expiration does not exist.

IV Term Structure¶

get_iv_term_structure() returns the implied volatility of an underlying by time to expiration.

from tvscreener import get_iv_term_structure

df = get_iv_term_structure("NASDAQ:AAPL")

Column	Description
`kind`	`listed`: one point per listed expiration. `standard`: interpolated constant tenors (1w, 2w, 1m, 2m, 3m, 6m, 9m, 1y)
`tenor`	Span as text, e.g. `29d`, `3m`
`span_value`, `span_unit`	Span as returned by TradingView (`d`, `w`, `m`, `y`)
`days`	Span in days. Approximate for `w`, `m` and `y` (1m = 365/12 days)
`iv`	Implied volatility (fraction)

It raises requests.HTTPError when the symbol is unknown or has no options.