from datetime import datetime
from ibkr.client import Client

ibkr_client = Client(host = '127.0.0.1', port = 7497)

underlying_ticker = ibkr_client.get_ticker('SPX', 'CBOE')
current_price = underlying_ticker.last

# Filtering strikes based on distance from current price speeds up the request.
max_strike_distance = 100
def contract_filter(contract):
    if contract.right == 'C':
        return contract.strike <= (current_price + max_strike_distance) and contract.strike >= current_price
    return contract.strike <= current_price and contract.strike >= (current_price - max_strike_distance)

# The weekly symbol for SPX (SPXW) is required in order to distinguish from monthly options.
option_chain = ibkr_client.get_option_chain('SPX', datetime.now(), sub_symbol = 'SPXW', contract_filter = contract_filter)
print(option_chain)