Data sources

OIPD accepts options data from three sources: the built-in yfinance connection, a CSV file on disk, and an in-memory DataFrame. All three paths normalize data into the same standard column schema before you pass the result to VolCurve, VolSurface, ProbCurve, or ProbSurface. Choose the tab that matches your data source below.

yfinance (built-in)
CSV file
DataFrame

The sources module wraps yfinance to download live options chains in one call. Use list_expiry_dates to browse available dates, then fetch_chain to download a chain or surface.List available expiry dates

from oipd import sources

expiries = sources.list_expiry_dates("AAPL")
# e.g. ["2026-05-15", "2026-06-19", "2026-09-18", ...]
print(expiries)

Download a single expiry

chain, snapshot = sources.fetch_chain("AAPL", expiries=expiries[1])

Download a multi-expiry surfacePass horizon instead of expiries to fetch all listed expiries within the window:

chain_surface, snapshot_surface = sources.fetch_chain(
    "AAPL",
    horizon="12m",   # "3m", "6m", "1y", etc.
)

You cannot pass both expiries and horizon — OIPD raises a ValueError if you do.Using the VendorSnapshotfetch_chain returns a (DataFrame, VendorSnapshot) tuple. The snapshot records the download context. Use its fields to populate MarketInputs:

Field	Type	Description
`.asof`	`datetime`	Timestamp of the data pull
`.underlying_price`	`float \| None`	Underlying spot price at download time
`.vendor`	`str`	Source vendor, e.g. `"yfinance"`

from oipd import MarketInputs

market = MarketInputs(
    valuation_date=snapshot.asof,
    underlying_price=snapshot.underlying_price,
    risk_free_rate=0.04,
)

fetch_chain caches network responses for 15 minutes by default. Pass cache_enabled=False or cache_ttl_minutes=5 to change the caching behavior.

sources.from_csv reads a CSV file and normalizes it to the OIPD standard column schema. It returns a DataFrame ready to pass directly to fit.Minimal example

from oipd import sources

chain = sources.from_csv("path/to/options.csv")

Data-loading minimum (after any remapping): strike, expiry, option_type, and one supported price source.Most vendor files use one of two shapes:

BBO or CBBO quotes: use bid and ask. This is preferred for fitting because OIPD can use the mid quote and keep spread diagnostics.
OHLCV-style snapshots: use last_price; include volume when you have it. OIPD preserves volume and uses it during SVI fitting when it relies on last-price data.

Use one row per option contract. The option_type column identifies calls and puts; the reader normalizes "call" / "put" to "C" / "P".

BBO/CBBO is quote data: the current best bid and offer. OHLCV is trade data: the last traded price plus volume. Prefer bid and ask when you have them; use last_price with volume when your source only gives trades.

Other standard columns: last_trade_date is used for staleness filtering.Remapping non-standard column namesIf your CSV uses different column names, provide a column_mapping dictionary. The left side is the column in your file; the right side is the OIPD standard name. See Standard columns for the target names.

chain = sources.from_csv(
    "path/to/options.csv",
    column_mapping={
        "type":       "option_type",
        "expiration": "expiry",
        "last":       "last_price",
    },
)

Here, "type" is a column in your CSV. OIPD treats it as option_type.The same reader is also available as the CSVReader class:

from oipd.data_access.readers import CSVReader

reader = CSVReader()
chain = reader.read("path/to/options.csv", column_mapping={"type": "option_type"})

sources.from_dataframe normalizes an existing in-memory DataFrame to the OIPD standard schema. Use this when you already have options data from a database query, proprietary feed, or custom pipeline.Minimal example

import pandas as pd
from oipd import sources

raw_df = pd.DataFrame(...)   # your existing options DataFrame

chain = sources.from_dataframe(raw_df)

Remapping columnsUse the same mapping direction for DataFrames: {"your_column": "oipd_column"}. See Standard columns for the target names.

chain = sources.from_dataframe(
    raw_df,
    column_mapping={
        "type":       "option_type",
        "expiration": "expiry",
        "last":       "last_price",
    },
)

The same reader is also available as the DataFrameReader class:

from oipd.data_access.readers import DataFrameReader

reader = DataFrameReader()
chain = reader.read(raw_df, column_mapping={"type": "option_type"})

Standard columns

OIPD expects these target column names after any column_mapping is applied:

Column	Required	Description
`strike`	Yes	Strike price
`last_price`	Price column option	Last traded price
`bid`	Price column option	Bid price; use with `ask`
`ask`	Price column option	Ask price; use with `bid`
`expiry`	Fit-ready data	Expiry date (`YYYY-MM-DD` or datetime)
`option_type`	Fit-ready data	`"C"` / `"P"` after normalization
`volume`	Recommended with `last_price`	Traded volume; used as a fitting weight when available
`last_trade_date`	No	Quote timestamp used for staleness filtering

​Standard columns

Standard columns