| name | ib-option-chain |
| description | Get option chain data from Interactive Brokers for equities, ETFs, and futures (FOP), including calls and puts with strikes, bids, asks, volume, implied volatility, and model Greeks. Use when user asks about options using IBKR data, futures options (NQ/ES/CL/GC...), or needs real-time option quotes from their broker. Requires TWS or IB Gateway running locally. |
| dependencies | ["trading-skills"] |
IB Option Chain
Fetch option chain data from Interactive Brokers for a specific expiration date.
Handles equities/ETFs (Stock/OPT) and futures options (FOP). The asset type and
exchange are resolved from IB contract details (no hardcoded symbol table): auto-detect
tries a SMART stock first and falls back to a future when no stock exists (so NQ, GC,
RTY resolve as futures, while AAPL resolves as a stock even though it has an obscure
single-stock future). Tickers that are both a stock and a futures root (e.g. ES=Eversource,
CL=Colgate) default to the equity — pass --sec-type fut to force the future.
IB Connection
TWS or IB Gateway must be running locally with API enabled:
- Paper trading — port 7497
- Live trading — port 7496
Port fallback: If the configured port fails, automatically retry on the other port.
If the retry succeeds, save to memory which account type worked (live/paper) and reuse it for all IB skill calls in this and future sessions — until the user explicitly asks for the other account.
If both ports fail, ask the user to verify that TWS or IB Gateway is running with API access enabled.
Instructions
First, get available expiration dates:
uv run python scripts/options.py SYMBOL --expiries
Then fetch the chain for a specific expiry:
uv run python scripts/options.py SYMBOL --expiry YYYYMMDD
Arguments
SYMBOL - Ticker symbol. Equity/ETF (e.g., AAPL, SPY, TSLA) or futures root (e.g., NQ, ES, CL, GC) — asset type is auto-detected via IB.--sec-type {stk,fut} - Force the asset type. Default: auto-detect (stock-first). Use fut for ambiguous roots like ES/CL when you mean the future.--expiries - List available expiration dates only--expiry YYYYMMDD - Fetch chain for specific date (IB format: YYYYMMDD, no dashes)--port - IB port (default: 7497 for paper trading)
Output
Returns JSON with:
calls - Array of call options with strike, bid, ask, lastPrice, volume, openInterest, impliedVolatility, greeks (delta/gamma/theta/vega/iv from IB model), and multiplier (futures only)puts - Array of put options with same fieldsunderlying_price - Current underlying price for reference (stock/ETF price or continuous-future price)asset_type - "stock" or "future"source - "ibkr"
For futures, only expiries up to the front continuous-future's expiry are returned; longer-dated FOPs require the next quarter's future. Futures quote nearly 24h on Globex, so Greeks populate pre-market.
Present data as a table. Highlight high volume strikes and notable IV levels.
Dependencies
Timezone
All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.
