investfly.models.marketdata.OptionChain
@dataclass
class
OptionChain:
Option chain snapshot for a single underlying + expiration date.
Calls and puts are stored separately so consumers can iterate one side without filtering. The underlyingPrice/asOfTimestamp pair is preserved for IV/Greeks recomputation when those are not vendor-provided.
OptionChain( underlyingSymbol: str, expiry: investfly.models.marketdata.OptionExpiry, underlyingPrice: float | None = None, asOfTimestamp: str | None = None, calls: List[investfly.models.marketdata.OptionQuote] = <factory>, puts: List[investfly.models.marketdata.OptionQuote] = <factory>)
calls: List[investfly.models.marketdata.OptionQuote]
puts: List[investfly.models.marketdata.OptionQuote]
def
filterByRight( self, optionType: investfly.models.marketdata.OptionType) -> List[investfly.models.marketdata.OptionQuote]: