from datetime import datetime from dotenv import load_dotenv from ibkr import Client from os import getenv from tastytrade import Tastytrade load_dotenv() ibkr_host = getenv('IBKR_HOST') ibkr_port = getenv('IBKR_PORT') ibkr_client = Client(host = ibkr_host, port = ibkr_port) tastytrade_account = getenv('TASTYTRADE_ACCOUNT') tastytrade_username = getenv('TASTYTRADE_USERNAME') tastytrade_password = getenv('TASTYTRADE_PASSWORD') tastytrade_client = Tastytrade(tastytrade_username, tastytrade_password) tastytrade_client.login() 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)