tastytrade.metrics¶

pydantic model tastytrade.metrics.DividendInfo(*, occurred_date: date, amount: Decimal)¶

Bases: TastytradeData

Dataclass representing dividend information for a given symbol.

Show JSON schema

{
   "title": "DividendInfo",
   "description": "Dataclass representing dividend information for a given symbol.",
   "type": "object",
   "properties": {
      "occurred-date": {
         "format": "date",
         "title": "Occurred-Date",
         "type": "string"
      },
      "amount": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            }
         ],
         "title": "Amount"
      }
   },
   "required": [
      "occurred-date",
      "amount"
   ]
}

Fields:¶

• amount (decimal.Decimal)

• occurred_date (datetime.date)

field amount : Decimal [Required]¶

field occurred_date : date [Required] (alias 'occurred-date')¶

pydantic model tastytrade.metrics.EarningsInfo(*, occurred_date: date, eps: Decimal)¶

Bases: TastytradeData

Dataclass representing earnings information for a given symbol.

Show JSON schema

{
   "title": "EarningsInfo",
   "description": "Dataclass representing earnings information for a given symbol.",
   "type": "object",
   "properties": {
      "occurred-date": {
         "format": "date",
         "title": "Occurred-Date",
         "type": "string"
      },
      "eps": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            }
         ],
         "title": "Eps"
      }
   },
   "required": [
      "occurred-date",
      "eps"
   ]
}

Fields:¶

• eps (decimal.Decimal)

• occurred_date (datetime.date)

field eps : Decimal [Required]¶

field occurred_date : date [Required] (alias 'occurred-date')¶

pydantic model tastytrade.metrics.EarningsReport(*, estimated: bool, late_flag: int, visible: bool, actual_eps: Decimal | None = None, consensus_estimate: Decimal | None = None, expected_report_date: date | None = None, quarter_end_date: date | None = None, time_of_day: str | None = None, updated_at: datetime | None = None)¶

Bases: TastytradeData

Dataclass containing information about a recent earnings report, or the expected date of the next one.

Show JSON schema

{
   "title": "EarningsReport",
   "description": "Dataclass containing information about a recent earnings report, or the\nexpected date of the next one.",
   "type": "object",
   "properties": {
      "estimated": {
         "title": "Estimated",
         "type": "boolean"
      },
      "late-flag": {
         "title": "Late-Flag",
         "type": "integer"
      },
      "visible": {
         "title": "Visible",
         "type": "boolean"
      },
      "actual-eps": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Actual-Eps"
      },
      "consensus-estimate": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Consensus-Estimate"
      },
      "expected-report-date": {
         "anyOf": [
            {
               "format": "date",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Expected-Report-Date"
      },
      "quarter-end-date": {
         "anyOf": [
            {
               "format": "date",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Quarter-End-Date"
      },
      "time-of-day": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Time-Of-Day"
      },
      "updated-at": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Updated-At"
      }
   },
   "required": [
      "estimated",
      "late-flag",
      "visible"
   ]
}

Fields:¶

• actual_eps (decimal.Decimal | None)

• consensus_estimate (decimal.Decimal | None)

• estimated (bool)

• expected_report_date (datetime.date | None)

• late_flag (int)

• quarter_end_date (datetime.date | None)

• time_of_day (str | None)

• updated_at (datetime.datetime | None)

• visible (bool)

field actual_eps : Decimal | None = None (alias 'actual-eps')¶

field consensus_estimate : Decimal | None = None (alias 'consensus-estimate')¶

field estimated : bool [Required]¶

field expected_report_date : date | None = None (alias 'expected-report-date')¶

field late_flag : int [Required] (alias 'late-flag')¶

field quarter_end_date : date | None = None (alias 'quarter-end-date')¶

field time_of_day : str | None = None (alias 'time-of-day')¶

field updated_at : datetime | None = None (alias 'updated-at')¶

field visible : bool [Required]¶

pydantic model tastytrade.metrics.Liquidity(*, sum: Decimal, count: int, started_at: datetime, updated_at: datetime | None = None)¶

Bases: TastytradeData

Dataclass representing liquidity information for a given symbol.

Show JSON schema

{
   "title": "Liquidity",
   "description": "Dataclass representing liquidity information for a given symbol.",
   "type": "object",
   "properties": {
      "sum": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            }
         ],
         "title": "Sum"
      },
      "count": {
         "title": "Count",
         "type": "integer"
      },
      "started-at": {
         "format": "date-time",
         "title": "Started-At",
         "type": "string"
      },
      "updated-at": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Updated-At"
      }
   },
   "required": [
      "sum",
      "count",
      "started-at"
   ]
}

Fields:¶

• count (int)

• started_at (datetime.datetime)

• sum (decimal.Decimal)

• updated_at (datetime.datetime | None)

field count : int [Required]¶

field started_at : datetime [Required] (alias 'started-at')¶

field sum : Decimal [Required]¶

field updated_at : datetime | None = None (alias 'updated-at')¶

pydantic model tastytrade.metrics.MarketMetricInfo(*, symbol: str, implied_volatility_index: Decimal | None = None, implied_volatility_index_5_day_change: Decimal | None = None, implied_volatility_index_rank: str | None = None, tos_implied_volatility_index_rank: Decimal | None = None, tw_implied_volatility_index_rank: Decimal | None = None, tos_implied_volatility_index_rank_updated_at: datetime | None = None, implied_volatility_index_rank_source: str | None = None, implied_volatility_percentile: str | None = None, implied_volatility_updated_at: datetime | None = None, liquidity_rating: int | None = None, updated_at: datetime, option_expiration_implied_volatilities: list[OptionExpirationImpliedVolatility] | None = None, beta: Decimal | None = None, corr_spy_3month: Decimal | None = None, market_cap: Decimal, earnings: EarningsReport | None = None, price_earnings_ratio: Decimal | None = None, earnings_per_share: Decimal | None = None, dividend_rate_per_share: Decimal | None = None, implied_volatility_30_day: Decimal | None = None, historical_volatility_30_day: Decimal | None = None, historical_volatility_60_day: Decimal | None = None, historical_volatility_90_day: Decimal | None = None, iv_hv_30_day_difference: Decimal | None = None, beta_updated_at: datetime | None = None, created_at: datetime | None = None, dividend_ex_date: date | None = None, dividend_next_date: date | None = None, dividend_pay_date: date | None = None, dividend_updated_at: datetime | None = None, liquidity_value: Decimal | None = None, liquidity_rank: Decimal | None = None, liquidity_running_state: Liquidity | None = None, dividend_yield: Decimal | None = None, listed_market: str | None = None, lendability: str | None = None, borrow_rate: Decimal | None = None)¶

Bases: TastytradeData

Dataclass representing market metrics for a given symbol.

Contains lots of useful information, like IV rank, IV percentile and beta.

Show JSON schema

{
   "title": "MarketMetricInfo",
   "description": "Dataclass representing market metrics for a given symbol.\n\nContains lots of useful information, like IV rank, IV percentile and beta.",
   "type": "object",
   "properties": {
      "symbol": {
         "title": "Symbol",
         "type": "string"
      },
      "implied-volatility-index": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Implied-Volatility-Index"
      },
      "implied-volatility-index-5-day-change": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Implied-Volatility-Index-5-Day-Change"
      },
      "implied-volatility-index-rank": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Implied-Volatility-Index-Rank"
      },
      "tos-implied-volatility-index-rank": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Tos-Implied-Volatility-Index-Rank"
      },
      "tw-implied-volatility-index-rank": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Tw-Implied-Volatility-Index-Rank"
      },
      "tos-implied-volatility-index-rank-updated-at": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Tos-Implied-Volatility-Index-Rank-Updated-At"
      },
      "implied-volatility-index-rank-source": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Implied-Volatility-Index-Rank-Source"
      },
      "implied-volatility-percentile": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Implied-Volatility-Percentile"
      },
      "implied-volatility-updated-at": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Implied-Volatility-Updated-At"
      },
      "liquidity-rating": {
         "anyOf": [
            {
               "type": "integer"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Liquidity-Rating"
      },
      "updated-at": {
         "format": "date-time",
         "title": "Updated-At",
         "type": "string"
      },
      "option-expiration-implied-volatilities": {
         "anyOf": [
            {
               "items": {
                  "$ref": "#/$defs/OptionExpirationImpliedVolatility"
               },
               "type": "array"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Option-Expiration-Implied-Volatilities"
      },
      "beta": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Beta"
      },
      "corr-spy-3month": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Corr-Spy-3Month"
      },
      "market-cap": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            }
         ],
         "title": "Market-Cap"
      },
      "earnings": {
         "anyOf": [
            {
               "$ref": "#/$defs/EarningsReport"
            },
            {
               "type": "null"
            }
         ],
         "default": null
      },
      "price-earnings-ratio": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Price-Earnings-Ratio"
      },
      "earnings-per-share": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Earnings-Per-Share"
      },
      "dividend-rate-per-share": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Dividend-Rate-Per-Share"
      },
      "implied-volatility-30-day": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Implied-Volatility-30-Day"
      },
      "historical-volatility-30-day": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Historical-Volatility-30-Day"
      },
      "historical-volatility-60-day": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Historical-Volatility-60-Day"
      },
      "historical-volatility-90-day": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Historical-Volatility-90-Day"
      },
      "iv-hv-30-day-difference": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Iv-Hv-30-Day-Difference"
      },
      "beta-updated-at": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Beta-Updated-At"
      },
      "created-at": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Created-At"
      },
      "dividend-ex-date": {
         "anyOf": [
            {
               "format": "date",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Dividend-Ex-Date"
      },
      "dividend-next-date": {
         "anyOf": [
            {
               "format": "date",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Dividend-Next-Date"
      },
      "dividend-pay-date": {
         "anyOf": [
            {
               "format": "date",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Dividend-Pay-Date"
      },
      "dividend-updated-at": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Dividend-Updated-At"
      },
      "liquidity-value": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Liquidity-Value"
      },
      "liquidity-rank": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Liquidity-Rank"
      },
      "liquidity-running-state": {
         "anyOf": [
            {
               "$ref": "#/$defs/Liquidity"
            },
            {
               "type": "null"
            }
         ],
         "default": null
      },
      "dividend-yield": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Dividend-Yield"
      },
      "listed-market": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Listed-Market"
      },
      "lendability": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Lendability"
      },
      "borrow-rate": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Borrow-Rate"
      }
   },
   "$defs": {
      "EarningsReport": {
         "description": "Dataclass containing information about a recent earnings report, or the\nexpected date of the next one.",
         "properties": {
            "estimated": {
               "title": "Estimated",
               "type": "boolean"
            },
            "late-flag": {
               "title": "Late-Flag",
               "type": "integer"
            },
            "visible": {
               "title": "Visible",
               "type": "boolean"
            },
            "actual-eps": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Actual-Eps"
            },
            "consensus-estimate": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Consensus-Estimate"
            },
            "expected-report-date": {
               "anyOf": [
                  {
                     "format": "date",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Expected-Report-Date"
            },
            "quarter-end-date": {
               "anyOf": [
                  {
                     "format": "date",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Quarter-End-Date"
            },
            "time-of-day": {
               "anyOf": [
                  {
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Time-Of-Day"
            },
            "updated-at": {
               "anyOf": [
                  {
                     "format": "date-time",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Updated-At"
            }
         },
         "required": [
            "estimated",
            "late-flag",
            "visible"
         ],
         "title": "EarningsReport",
         "type": "object"
      },
      "Liquidity": {
         "description": "Dataclass representing liquidity information for a given symbol.",
         "properties": {
            "sum": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
                     "type": "string"
                  }
               ],
               "title": "Sum"
            },
            "count": {
               "title": "Count",
               "type": "integer"
            },
            "started-at": {
               "format": "date-time",
               "title": "Started-At",
               "type": "string"
            },
            "updated-at": {
               "anyOf": [
                  {
                     "format": "date-time",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Updated-At"
            }
         },
         "required": [
            "sum",
            "count",
            "started-at"
         ],
         "title": "Liquidity",
         "type": "object"
      },
      "OptionExpirationImpliedVolatility": {
         "description": "Dataclass containing implied volatility information for a given symbol\nand expiration date.",
         "properties": {
            "expiration-date": {
               "format": "date",
               "title": "Expiration-Date",
               "type": "string"
            },
            "settlement-type": {
               "title": "Settlement-Type",
               "type": "string"
            },
            "option-chain-type": {
               "title": "Option-Chain-Type",
               "type": "string"
            },
            "implied-volatility": {
               "anyOf": [
                  {
                     "type": "number"
                  },
                  {
                     "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Implied-Volatility"
            }
         },
         "required": [
            "expiration-date",
            "settlement-type",
            "option-chain-type"
         ],
         "title": "OptionExpirationImpliedVolatility",
         "type": "object"
      }
   },
   "required": [
      "symbol",
      "updated-at",
      "market-cap"
   ]
}

Fields:¶

• beta (decimal.Decimal | None)

• beta_updated_at (datetime.datetime | None)

• borrow_rate (decimal.Decimal | None)

• corr_spy_3month (decimal.Decimal | None)

• created_at (datetime.datetime | None)

• dividend_ex_date (datetime.date | None)

• dividend_next_date (datetime.date | None)

• dividend_pay_date (datetime.date | None)

• dividend_rate_per_share (decimal.Decimal | None)

• dividend_updated_at (datetime.datetime | None)

• dividend_yield (decimal.Decimal | None)

• earnings (tastytrade.metrics.EarningsReport | None)

• earnings_per_share (decimal.Decimal | None)

• historical_volatility_30_day (decimal.Decimal | None)

• historical_volatility_60_day (decimal.Decimal | None)

• historical_volatility_90_day (decimal.Decimal | None)

• implied_volatility_30_day (decimal.Decimal | None)

• implied_volatility_index (decimal.Decimal | None)

• implied_volatility_index_5_day_change (decimal.Decimal | None)

• implied_volatility_index_rank (str | None)

• implied_volatility_index_rank_source (str | None)

• implied_volatility_percentile (str | None)

• implied_volatility_updated_at (datetime.datetime | None)

• iv_hv_30_day_difference (decimal.Decimal | None)

• lendability (str | None)

• liquidity_rank (decimal.Decimal | None)

• liquidity_rating (int | None)

• liquidity_running_state (tastytrade.metrics.Liquidity | None)

• liquidity_value (decimal.Decimal | None)

• listed_market (str | None)

• market_cap (decimal.Decimal)

• option_expiration_implied_volatilities (list[tastytrade.metrics.OptionExpirationImpliedVolatility] | None)

• price_earnings_ratio (decimal.Decimal | None)

• symbol (str)

• tos_implied_volatility_index_rank (decimal.Decimal | None)

• tos_implied_volatility_index_rank_updated_at (datetime.datetime | None)

• tw_implied_volatility_index_rank (decimal.Decimal | None)

• updated_at (datetime.datetime)

field beta : Decimal | None = None¶

field beta_updated_at : datetime | None = None (alias 'beta-updated-at')¶

field borrow_rate : Decimal | None = None (alias 'borrow-rate')¶

field corr_spy_3month : Decimal | None = None (alias 'corr-spy-3month')¶

field created_at : datetime | None = None (alias 'created-at')¶

field dividend_ex_date : date | None = None (alias 'dividend-ex-date')¶

field dividend_next_date : date | None = None (alias 'dividend-next-date')¶

field dividend_pay_date : date | None = None (alias 'dividend-pay-date')¶

field dividend_rate_per_share : Decimal | None = None (alias 'dividend-rate-per-share')¶

field dividend_updated_at : datetime | None = None (alias 'dividend-updated-at')¶

field dividend_yield : Decimal | None = None (alias 'dividend-yield')¶

field earnings : EarningsReport | None = None¶

field earnings_per_share : Decimal | None = None (alias 'earnings-per-share')¶

field historical_volatility_30_day : Decimal | None = None (alias 'historical-volatility-30-day')¶

field historical_volatility_60_day : Decimal | None = None (alias 'historical-volatility-60-day')¶

field historical_volatility_90_day : Decimal | None = None (alias 'historical-volatility-90-day')¶

field implied_volatility_30_day : Decimal | None = None (alias 'implied-volatility-30-day')¶

field implied_volatility_index : Decimal | None = None (alias 'implied-volatility-index')¶

field implied_volatility_index_5_day_change : Decimal | None = None (alias 'implied-volatility-index-5-day-change')¶

field implied_volatility_index_rank : str | None = None (alias 'implied-volatility-index-rank')¶

field implied_volatility_index_rank_source : str | None = None (alias 'implied-volatility-index-rank-source')¶

field implied_volatility_percentile : str | None = None (alias 'implied-volatility-percentile')¶

field implied_volatility_updated_at : datetime | None = None (alias 'implied-volatility-updated-at')¶

field iv_hv_30_day_difference : Decimal | None = None (alias 'iv-hv-30-day-difference')¶

field lendability : str | None = None¶

field liquidity_rank : Decimal | None = None (alias 'liquidity-rank')¶

field liquidity_rating : int | None = None (alias 'liquidity-rating')¶

field liquidity_running_state : Liquidity | None = None (alias 'liquidity-running-state')¶

field liquidity_value : Decimal | None = None (alias 'liquidity-value')¶

field listed_market : str | None = None (alias 'listed-market')¶

field market_cap : Decimal [Required] (alias 'market-cap')¶

field option_expiration_implied_volatilities : list[OptionExpirationImpliedVolatility] | None = None (alias 'option-expiration-implied-volatilities')¶

field price_earnings_ratio : Decimal | None = None (alias 'price-earnings-ratio')¶

field symbol : str [Required]¶

field tos_implied_volatility_index_rank : Decimal | None = None (alias 'tos-implied-volatility-index-rank')¶

field tos_implied_volatility_index_rank_updated_at : datetime | None = None (alias 'tos-implied-volatility-index-rank-updated-at')¶

field tw_implied_volatility_index_rank : Decimal | None = None (alias 'tw-implied-volatility-index-rank')¶

field updated_at : datetime [Required] (alias 'updated-at')¶

pydantic model tastytrade.metrics.OptionExpirationImpliedVolatility(*, expiration_date: date, settlement_type: str, option_chain_type: str, implied_volatility: Decimal | None = None)¶

Bases: TastytradeData

Dataclass containing implied volatility information for a given symbol and expiration date.

Show JSON schema

{
   "title": "OptionExpirationImpliedVolatility",
   "description": "Dataclass containing implied volatility information for a given symbol\nand expiration date.",
   "type": "object",
   "properties": {
      "expiration-date": {
         "format": "date",
         "title": "Expiration-Date",
         "type": "string"
      },
      "settlement-type": {
         "title": "Settlement-Type",
         "type": "string"
      },
      "option-chain-type": {
         "title": "Option-Chain-Type",
         "type": "string"
      },
      "implied-volatility": {
         "anyOf": [
            {
               "type": "number"
            },
            {
               "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Implied-Volatility"
      }
   },
   "required": [
      "expiration-date",
      "settlement-type",
      "option-chain-type"
   ]
}

Fields:¶

• expiration_date (datetime.date)

• implied_volatility (decimal.Decimal | None)

• option_chain_type (str)

• settlement_type (str)

field expiration_date : date [Required] (alias 'expiration-date')¶

field implied_volatility : Decimal | None = None (alias 'implied-volatility')¶

field option_chain_type : str [Required] (alias 'option-chain-type')¶

field settlement_type : str [Required] (alias 'settlement-type')¶

async tastytrade.metrics.get_dividends(session: Session, symbol: str) → list[DividendInfo]¶

Retrieves dividend information for the given symbol.

Parameters:¶

session: Session¶

active user session to use

symbol: str¶

symbol to retrieve dividend information for

async tastytrade.metrics.get_earnings(session: Session, symbol: str, start_date: date) → list[EarningsInfo]¶

Retrieves earnings information for the given symbol.

Parameters:¶

session: Session¶

active user session to use

symbol: str¶

symbol to retrieve earnings information for

start_date: date¶

limits earnings to those on or after the given date

async tastytrade.metrics.get_market_metrics(session: Session, symbols: Iterable[str]) → list[MarketMetricInfo]¶

Retrieves market metrics for the given symbols.

Parameters:¶

session: Session¶

active user session to use

symbols: Iterable[str]¶

list of symbols to retrieve metrics for

async tastytrade.metrics.get_risk_free_rate(session: Session) → Decimal¶

Retrieves the current risk-free rate.

Parameters:¶

session: Session¶

active user session to use