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Chain

Retrieve a complete or filtered options chain for an underlying symbol. Every contract comes back as a full option quote — price, size, volume, open interest, greeks, and IV.

Making Requests​

Use GetChainAsync on the Options resource. The scalar overload exposes every filter as a named optional parameter; the request-object overload groups them on OptionsChainRequest.

Task<OptionsChainResponse> GetChainAsync(
    string symbol,
    ExpirationFilter? expiration = null,
    bool? weekly = null, bool? monthly = null, bool? quarterly = null,
    bool? am = null, bool? pm = null, bool? nonStandard = null,
    StrikeFilter? strike = null, double? delta = null, int? strikeLimit = null,
    StrikeRange? strikeRangeFilter = null,
    decimal? minBid = null, decimal? maxBid = null, decimal? minAsk = null, decimal? maxAsk = null,
    decimal? maxBidAskSpread = null, double? maxBidAskSpreadPct = null,
    long? minOpenInterest = null, long? minVolume = null,
    OptionSide? side = null, DateOnly? date = null,
    MarketDataRequestOptions? options = null, CancellationToken cancellationToken = default)
Task<OptionsChainResponse> GetChainAsync(OptionsChainRequest request, ...)
Quota

A chain response bills roughly one credit per contract returned. An unfiltered chain for a liquid underlying can run to thousands of contracts. Always narrow with an expiration filter, StrikeLimit, or Side unless you really need the whole chain.

OptionsChainRequest​

new OptionsChainRequest(string symbol)
{
    // Expiration selection (pick one)
    Expiration = ExpirationFilter,       // see below
    Weekly = bool, Monthly = bool, Quarterly = bool,   // expiration cycles
    Am = bool, Pm = bool,                // settlement time
    NonStandard = bool,                  // include non-standard contracts

    // Strike selection
    Strike = StrikeFilter,               // see below
    StrikeLimit = int,                   // N strikes closest to the money
    StrikeRangeFilter = StrikeRange,     // StrikeRange.Itm / .Otm / .All
    Delta = double,                      // strikes nearest this delta

    // Liquidity filters
    MinBid = decimal, MaxBid = decimal, MinAsk = decimal, MaxAsk = decimal,
    MaxBidAskSpread = decimal, MaxBidAskSpreadPct = double,
    MinOpenInterest = long, MinVolume = long,

    Side = OptionSide.Call | OptionSide.Put,
    Date = DateOnly                      // historical chain as of this date
}

ExpirationFilter​

A typed value for the expiration parameter:

ExpirationFilter.ForDate(DateOnly date)                // one exact expiration
ExpirationFilter.ForDte(int days)                      // the expiration closest to N days out
ExpirationFilter.ForRange(DateOnly from, DateOnly to)  // every expiration in a window
ExpirationFilter.ForMonthYear(int year, int month)     // all expirations in a month

StrikeFilter​

StrikeFilter.ForExact(decimal price)                             // one strike
StrikeFilter.ForRange(decimal min, decimal max)                  // strikes in a band
StrikeFilter.ForComparison(StrikeFilter.ComparisonOperator.Gte, decimal price)   // Gt / Gte / Lt / Lte

Returns​

OptionsChainResponse wrapping IReadOnlyList<OptionQuote> — the same record the quotes endpoint returns, one per contract:

public record OptionQuote(
    string? OptionSymbol, string? Underlying,
    DateTimeOffset? Expiration, string? Side, decimal? Strike,
    DateTimeOffset? FirstTraded, int? Dte, DateTimeOffset? Updated,
    decimal? Bid, long? BidSize, decimal? Mid, decimal? Ask, long? AskSize, decimal? Last,
    long? OpenInterest, long? Volume,
    bool? InTheMoney, decimal? IntrinsicValue, decimal? ExtrinsicValue, decimal? UnderlyingPrice,
    double? Iv, double? Delta, double? Gamma, double? Theta, double? Vega, double? Rho);

OptionQuote.PresentGreeks returns the set of greeks that are non-null on a given row (some feeds omit Rho).

Examples​

using MarketDataApp;
using MarketDataApp.Options;

using var client = await MarketDataClient.CreateAsync();

// Calls expiring closest to 45 days out, six strikes around the money.
var chain = await client.Options.GetChainAsync(
    "AAPL",
    expiration: ExpirationFilter.ForDte(45),
    strikeLimit: 6,
    side: OptionSide.Call);

foreach (var contract in chain.Values)
{
    Console.WriteLine(
        $"{contract.OptionSymbol}  strike={contract.Strike}  bid/ask={contract.Bid}/{contract.Ask}  " +
        $"OI={contract.OpenInterest}  IV={contract.Iv:P1}  delta={contract.Delta:F2}" +
        (contract.InTheMoney == true ? "  ITM" : ""));
}

// A liquidity-filtered request object: monthly puts, in the money, tight spreads only.
var puts = await client.Options.GetChainAsync(new OptionsChainRequest("SPY")
{
    Monthly = true,
    Side = OptionSide.Put,
    StrikeRangeFilter = StrikeRange.Itm,
    MaxBidAskSpreadPct = 0.05,
    MinOpenInterest = 100
});

For CSV output, call client.Options.GetChainCsvAsync(...) and read .Csv. See Settings.