[Docs] Adds Example Notebook for the Implied Earnings Move (#6128)

* adds example notebook for the implied earnings move

* remove commented out line

---------

Co-authored-by: James Maslek <jmaslek11@gmail.com>

4 files changed, 1507 insertions, 0 deletions

diff --git a/examples/README.md b/examples/README.md
index 8a496fabdd5..b50fc62499d 100644
--- a/examples/README.md
+++ b/examples/README.md
@@ -67,3 +67,13 @@ This notebook demonstrates how to query the Federal Reserve Economic Database an
 - Perform arithmetic operations on a DataFrame.
 - Normalization methods for a series or DataFrame.
 - Simple processes for creating charts.
+
+### impliedEarningsMove
+
+This notebook demonstrates how to calculate the implied earnings move using options prices from free sources.
+
+- Get upcoming earnings calendar.
+- Fetch options chains data.
+- Get the last price of the underlying stock.
+- Find the nearest call and put strikes to the last price of the stock.
+- Calculate the implied daily move using the price of a straddle.
diff --git a/examples/content.json b/examples/content.json
index 7c5d748bd1e..fd257a4a4be 100644
--- a/examples/content.json
+++ b/examples/content.json
@@ -40,5 +40,12 @@
 		"img": "https://raw.githubusercontent.com/OpenBB-finance/OpenBBTerminal/develop/examples/financialStatements.webp",
 		"description":
 			"Get started with financial statements in the OpenBB Platform. This notebook compares the data from different providers and demonstrates how to access items within the three main financial statements - balance, cash, and income."
+	},
+	{
+		"title": "Implied Earnings Move",
+		"url": "https://github.com/OpenBB-finance/OpenBBTerminal/blob/develop/examples/impliedEarningsMove.ipynb",
+		"img": "https://raw.githubusercontent.com/OpenBB-finance/OpenBBTerminal/develop/examples/impliedEarningsMove.webp",
+		"description":
+			"Calculate the implied earnings move using options prices. This notebook demonstrates how to get the data from free sources and apply filters to arrive at the expected move, as a percent, in either direction."
 	}
 ]
diff --git a/examples/impliedEarningsMove.ipynb b/examples/impliedEarningsMove.ipynb
new file mode 100644
index 00000000000..60fa3df3115
--- /dev/null
+++ b/examples/impliedEarningsMove.ipynb
@@ -0,0 +1,1490 @@
+{
+  "cells": [
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "id": "BzQ2PSUMb1O7"
+      },
+      "source": [
+        "# Calculating the Implied Earnings Move Using Options Prices\n",
+        "\n",
+        "Earnings day can be a pivotal moment for a company's share price. The confluence of expectations and reality is a tradable event, drawing crowds to the options market. Observing the surrounding action can provide insight into the consensus view on, and general sentiment of, the company.\n",
+        "\n",
+        "The cost of a straddle - the combined price of an at-the-money call and put - is a common way to gauge the near-term volatility. It's the market's expectation of the price band until expiration. While this includes time value, the isolated price of volatility will generally be higher for the expiry immediately following an earnings release.\n",
+        "\n",
+        "Have a look at companies that trade weekly options and are reporting a on Thursday. If they report after the close, the price of the one-day straddle at the bell will be the purest sample of information.\n",
+        "\n",
+        "The cells below will demonstrate how to get the data from free sources, using the OpenBB Platform."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "id": "da3wLFHJaK1n"
+      },
+      "outputs": [],
+      "source": [
+        "# If using in Google Colab, install the OpenBB library.\n",
+        "\n",
+        "!pip install openbb[\"all\"]\n",
+        "\n",
+        "# Restart the runtime before the next block"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": 1,
+      "metadata": {
+        "colab": {
+          "base_uri": "https://localhost:8080/"
+        },
+        "id": "7xcKh78TaTot",
+        "outputId": "1b00dbc7-21cd-421a-b191-b2e8685f491d"
+      },
+      "outputs": [],
+      "source": [
+        "from datetime import datetime, timedelta\n",
+        "\n",
+        "import pandas as pd\n",
+        "from openbb import obb\n",
+        "\n",
+        "obb.user.preferences.output_type = \"dataframe\"\n",
+        "obb.user.credentials.nasdaq_api_key = \"PLACE_HOLDER\" # You don't actually need to replace this."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "id": "WyKBFJg-R_r2"
+      },
+      "source": [
+        "If the earnings date falls on an option expiry, contracts expiring that day will not provide exposure to the after-market earnings reports."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": 2,
+      "metadata": {
+        "colab": {
+          "base_uri": "https://localhost:8080/",
+          "height": 711
+        },
+        "id": "49D8bfFFPEwC",
+        "outputId": "b2eebaaa-ef2c-456a-fca2-96f6bee41b2d"
+      },
+      "outputs": [
+        {
+          "data": {
+            "text/html": [
+              "<div>\n",
+              "<style scoped>\n",
+              "    .dataframe tbody tr th:only-of-type {\n",
+              "        vertical-align: middle;\n",
+              "    }\n",
+              "\n",
+              "    .dataframe tbody tr th {\n",
+              "        vertical-align: top;\n",
+              "    }\n",
+              "\n",
+              "    .dataframe thead th {\n",
+              "        text-align: right;\n",
+              "    }\n",
+              "</style>\n",
+              "<table border=\"1\" class=\"dataframe\">\n",
+              "  <thead>\n",
+              "    <tr style=\"text-align: right;\">\n",
+              "      <th></th>\n",
+              "      <th>report_date</th>\n",
+              "      <th>symbol</th>\n",
+              "      <th>name</th>\n",
+              "      <th>eps_previous</th>\n",
+              "      <th>eps_consensus</th>\n",
+              "      <th>num_estimates</th>\n",
+              "      <th>period_ending</th>\n",
+              "      <th>previous_report_date</th>\n",
+              "      <th>reporting_time</th>\n",
+              "      <th>market_cap</th>\n",
+              "    </tr>\n",
+              "  </thead>\n",
+              "  <tbody>\n",
+              "    <tr>\n",
+              "      <th>26</th>\n",
+              "      <td>2024-03-07</td>\n",
+              "      <td>AVGO</td>\n",
+              "      <td>Broadcom Inc.</td>\n",
+              "      <td>9.83</td>\n",
+              "      <td>9.06</td>\n",
+              "      <td>8.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-03-02</td>\n",
+              "      <td>after-hours</td>\n",
+              "      <td>6.108766e+11</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>27</th>\n",
+              "      <td>2024-03-07</td>\n",
+              "      <td>COST</td>\n",
+              "      <td>Costco Wholesale Corporation</td>\n",
+              "      <td>3.30</td>\n",
+              "      <td>3.60</td>\n",
+              "      <td>14.0</td>\n",
+              "      <td>2024-02</td>\n",
+              "      <td>2023-03-02</td>\n",
+              "      <td>after-hours</td>\n",
+              "      <td>3.259489e+11</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>553</th>\n",
+              "      <td>2024-02-28</td>\n",
+              "      <td>CRM</td>\n",
+              "      <td>Salesforce, Inc.</td>\n",
+              "      <td>1.01</td>\n",
+              "      <td>1.72</td>\n",
+              "      <td>16.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-03-01</td>\n",
+              "      <td>after-hours</td>\n",
+              "      <td>2.842532e+11</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>554</th>\n",
+              "      <td>2024-02-28</td>\n",
+              "      <td>RY</td>\n",
+              "      <td>Royal Bank Of Canada</td>\n",
+              "      <td>2.26</td>\n",
+              "      <td>2.10</td>\n",
+              "      <td>4.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-03-01</td>\n",
+              "      <td>pre-market</td>\n",
+              "      <td>1.380355e+11</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>796</th>\n",
+              "      <td>2024-02-27</td>\n",
+              "      <td>LOW</td>\n",
+              "      <td>Lowe's Companies, Inc.</td>\n",
+              "      <td>2.28</td>\n",
+              "      <td>1.68</td>\n",
+              "      <td>15.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-03-01</td>\n",
+              "      <td>pre-market</td>\n",
+              "      <td>1.325692e+11</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>28</th>\n",
+              "      <td>2024-03-07</td>\n",
+              "      <td>PBR</td>\n",
+              "      <td>Petroleo Brasileiro S.A.- Petrobras</td>\n",
+              "      <td>1.25</td>\n",
+              "      <td>1.13</td>\n",
+              "      <td>3.0</td>\n",
+              "      <td>2023-12</td>\n",
+              "      <td>2023-03-02</td>\n",
+              "      <td>not-supplied</td>\n",
+              "      <td>1.146585e+11</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>555</th>\n",
+              "      <td>2024-02-28</td>\n",
+              "      <td>TJX</td>\n",
+              "      <td>TJX Companies, Inc. (The)</td>\n",
+              "      <td>0.89</td>\n",
+              "      <td>1.11</td>\n",
+              "      <td>10.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-02-22</td>\n",
+              "      <td>pre-market</td>\n",
+              "      <td>1.129534e+11</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>29</th>\n",
+              "      <td>2024-03-07</td>\n",
+              "      <td>PBR.A</td>\n",
+              "      <td>Petroleo Brasileiro S.A.- Petrobras</td>\n",
+              "      <td>1.25</td>\n",
+              "      <td>NaN</td>\n",
+              "      <td>5.0</td>\n",
+              "      <td>2023-12</td>\n",
+              "      <td>None</td>\n",
+              "      <td>not-supplied</td>\n",
+              "      <td>1.108105e+11</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>383</th>\n",
+              "      <td>2024-02-29</td>\n",
+              "      <td>BUD</td>\n",
+              "      <td>Anheuser-Busch Inbev SA</td>\n",
+              "      <td>0.98</td>\n",
+              "      <td>0.76</td>\n",
+              "      <td>4.0</td>\n",
+              "      <td>2023-12</td>\n",
+              "      <td>2023-03-02</td>\n",
+              "      <td>pre-market</td>\n",
+              "      <td>1.101379e+11</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>384</th>\n",
+              "      <td>2024-02-29</td>\n",
+              "      <td>TD</td>\n",
+              "      <td>Toronto Dominion Bank (The)</td>\n",
+              "      <td>1.64</td>\n",
+              "      <td>1.46</td>\n",
+              "      <td>4.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-03-02</td>\n",
+              "      <td>pre-market</td>\n",
+              "      <td>1.074778e+11</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>797</th>\n",
+              "      <td>2024-02-27</td>\n",
+              "      <td>AMT</td>\n",
+              "      <td>American Tower Corporation (REIT)</td>\n",
+              "      <td>2.34</td>\n",
+              "      <td>2.10</td>\n",
+              "      <td>7.0</td>\n",
+              "      <td>2023-12</td>\n",
+              "      <td>2023-02-23</td>\n",
+              "      <td>pre-market</td>\n",
+              "      <td>8.764370e+10</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>1099</th>\n",
+              "      <td>2024-02-26</td>\n",
+              "      <td>WDAY</td>\n",
+              "      <td>Workday, Inc.</td>\n",
+              "      <td>-0.14</td>\n",
+              "      <td>0.32</td>\n",
+              "      <td>6.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-02-27</td>\n",
+              "      <td>after-hours</td>\n",
+              "      <td>8.064106e+10</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>217</th>\n",
+              "      <td>2024-03-05</td>\n",
+              "      <td>CRWD</td>\n",
+              "      <td>CrowdStrike Holdings, Inc.</td>\n",
+              "      <td>-0.17</td>\n",
+              "      <td>0.18</td>\n",
+              "      <td>14.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-03-07</td>\n",
+              "      <td>after-hours</td>\n",
+              "      <td>7.466342e+10</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>556</th>\n",
+              "      <td>2024-02-28</td>\n",
+              "      <td>SNOW</td>\n",
+              "      <td>Snowflake Inc.</td>\n",
+              "      <td>-0.60</td>\n",
+              "      <td>-0.49</td>\n",
+              "      <td>4.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-03-01</td>\n",
+              "      <td>after-hours</td>\n",
+              "      <td>7.429667e+10</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>385</th>\n",
+              "      <td>2024-02-29</td>\n",
+              "      <td>CNQ</td>\n",
+              "      <td>Canadian Natural Resources Limited</td>\n",
+              "      <td>1.44</td>\n",
+              "      <td>1.53</td>\n",
+              "      <td>5.0</td>\n",
+              "      <td>2023-12</td>\n",
+              "      <td>2023-03-02</td>\n",
+              "      <td>pre-market</td>\n",
+              "      <td>7.205709e+10</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>386</th>\n",
+              "      <td>2024-02-29</td>\n",
+              "      <td>NTES</td>\n",
+              "      <td>NetEase, Inc.</td>\n",
+              "      <td>0.88</td>\n",
+              "      <td>1.62</td>\n",
+              "      <td>2.0</td>\n",
+              "      <td>2023-12</td>\n",
+              "      <td>2023-02-23</td>\n",
+              "      <td>pre-market</td>\n",
+              "      <td>7.017184e+10</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>218</th>\n",
+              "      <td>2024-03-05</td>\n",
+              "      <td>TGT</td>\n",
+              "      <td>Target Corporation</td>\n",
+              "      <td>1.89</td>\n",
+              "      <td>2.38</td>\n",
+              "      <td>16.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-02-28</td>\n",
+              "      <td>pre-market</td>\n",
+              "      <td>6.940624e+10</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>798</th>\n",
+              "      <td>2024-02-27</td>\n",
+              "      <td>BMO</td>\n",
+              "      <td>Bank Of Montreal</td>\n",
+              "      <td>2.39</td>\n",
+              "      <td>2.28</td>\n",
+              "      <td>4.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-02-28</td>\n",
+              "      <td>pre-market</td>\n",
+              "      <td>6.832777e+10</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>387</th>\n",
+              "      <td>2024-02-29</td>\n",
+              "      <td>DELL</td>\n",
+              "      <td>Dell Technologies Inc.</td>\n",
+              "      <td>1.55</td>\n",
+              "      <td>1.47</td>\n",
+              "      <td>4.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-03-02</td>\n",
+              "      <td>after-hours</td>\n",
+              "      <td>6.247146e+10</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>30</th>\n",
+              "      <td>2024-03-07</td>\n",
+              "      <td>MRVL</td>\n",
+              "      <td>Marvell Technology, Inc.</td>\n",
+              "      <td>0.34</td>\n",
+              "      <td>0.29</td>\n",
+              "      <td>12.0</td>\n",
+              "      <td>2024-01</td>\n",
+              "      <td>2023-03-02</td>\n",
+              "      <td>after-hours</td>\n",
+              "      <td>6.040262e+10</td>\n",
+              "    </tr>\n",
+              "  </tbody>\n",
+              "</table>\n",
+              "</div>"
+            ],
+            "text/plain": [
+              "     report_date symbol                                 name  eps_previous  \\\n",
+              "26    2024-03-07   AVGO                        Broadcom Inc.          9.83   \n",
+              "27    2024-03-07   COST         Costco Wholesale Corporation          3.30   \n",
+              "553   2024-02-28    CRM                     Salesforce, Inc.          1.01   \n",
+              "554   2024-02-28     RY                 Royal Bank Of Canada          2.26   \n",
+              "796   2024-02-27    LOW               Lowe's Companies, Inc.          2.28   \n",
+              "28    2024-03-07    PBR  Petroleo Brasileiro S.A.- Petrobras          1.25   \n",
+              "555   2024-02-28    TJX            TJX Companies, Inc. (The)          0.89   \n",
+              "29    2024-03-07  PBR.A  Petroleo Brasileiro S.A.- Petrobras          1.25   \n",
+              "383   2024-02-29    BUD              Anheuser-Busch Inbev SA          0.98   \n",
+              "384   2024-02-29     TD          Toronto Dominion Bank (The)          1.64   \n",
+              "797   2024-02-27    AMT    American Tower Corporation (REIT)          2.34   \n",
+              "1099  2024-02-26   WDAY                        Workday, Inc.         -0.14   \n",
+              "217   2024-03-05   CRWD           CrowdStrike Holdings, Inc.         -0.17   \n",
+              "556   2024-02-28   SNOW                       Snowflake Inc.         -0.60   \n",
+              "385   2024-02-29    CNQ   Canadian Natural Resources Limited          1.44   \n",
+              "386   2024-02-29   NTES                        NetEase, Inc.          0.88   \n",
+              "218   2024-03-05    TGT                   Target Corporation          1.89   \n",
+              "798   2024-02-27    BMO                     Bank Of Montreal          2.39   \n",
+              "387   2024-02-29   DELL               Dell Technologies Inc.          1.55   \n",
+              "30    2024-03-07   MRVL             Marvell Technology, Inc.          0.34   \n",
+              "\n",
+              "      eps_consensus  num_estimates period_ending previous_report_date  \\\n",
+              "26             9.06            8.0       2024-01           2023-03-02   \n",
+              "27             3.60           14.0       2024-02           2023-03-02   \n",
+              "553            1.72           16.0       2024-01           2023-03-01   \n",
+              "554            2.10            4.0       2024-01           2023-03-01   \n",
+              "796            1.68           15.0       2024-01           2023-03-01   \n",
+              "28             1.13            3.0       2023-12           2023-03-02   \n",
+              "555            1.11           10.0       2024-01           2023-02-22   \n",
+              "29              NaN            5.0       2023-12                 None   \n",
+              "383            0.76            4.0       2023-12           2023-03-02   \n",
+              "384            1.46            4.0       2024-01           2023-03-02   \n",
+              "797            2.10            7.0       2023-12           2023-02-23   \n",
+              "1099           0.32            6.0       2024-01           2023-02-27   \n",
+              "217            0.18           14.0       2024-01           2023-03-07   \n",
+              "556           -0.49            4.0       2024-01           2023-03-01   \n",
+              "385            1.53            5.0       2023-12           2023-03-02   \n",
+              "386            1.62            2.0       2023-12           2023-02-23   \n",
+              "218            2.38           16.0       2024-01           2023-02-28   \n",
+              "798            2.28            4.0       2024-01           2023-02-28   \n",
+              "387            1.47            4.0       2024-01           2023-03-02   \n",
+              "30             0.29           12.0       2024-01           2023-03-02   \n",
+              "\n",
+              "     reporting_time    market_cap  \n",
+              "26      after-hours  6.108766e+11  \n",
+              "27      after-hours  3.259489e+11  \n",
+              "553     after-hours  2.842532e+11  \n",
+              "554      pre-market  1.380355e+11  \n",
+              "796      pre-market  1.325692e+11  \n",
+              "28     not-supplied  1.146585e+11  \n",
+              "555      pre-market  1.129534e+11  \n",
+              "29     not-supplied  1.108105e+11  \n",
+              "383      pre-market  1.101379e+11  \n",
+              "384      pre-market  1.074778e+11  \n",
+              "797      pre-market  8.764370e+10  \n",
+              "1099    after-hours  8.064106e+10  \n",
+              "217     after-hours  7.466342e+10  \n",
+              "556     after-hours  7.429667e+10  \n",
+              "385      pre-market  7.205709e+10  \n",
+              "386      pre-market  7.017184e+10  \n",
+              "218      pre-market  6.940624e+10  \n",
+              "798      pre-market  6.832777e+10  \n",
+              "387     after-hours  6.247146e+10  \n",
+              "30      after-hours  6.040262e+10  "
+            ]
+          },
+          "execution_count": 2,
+          "metadata": {},
+          "output_type": "execute_result"
+        }
+      ],
+      "source": [
+        "# Lookup some upcoming earnings dates and sort them by market cap.\n",
+        "\n",
+        "earnings_calendar = obb.equity.calendar.earnings(\n",
+        "    start_date=(datetime.now()+timedelta(days=1)).date(),\n",
+        "    end_date = (datetime.now()+timedelta(days=14)).date(),\n",
+        "    provider=\"nasdaq\"\n",
+        ")\n",
+        "\n",
+        "earnings_calendar.sort_values(by=[\"market_cap\", \"num_estimates\"], ascending=False).head(20)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": 3,
+      "metadata": {
+        "colab": {
+          "base_uri": "https://localhost:8080/"
+        },
+        "id": "1WNFH5_kPFHh",
+        "outputId": "7fb6be6c-4450-47b8-e73d-a0bf95cf8ecc"
+      },
+      "outputs": [
+        {
+          "name": "stdout",
+          "output_type": "stream",
+          "text": [
+            "Last Price: $292.8\n"
+          ]
+        }
+      ],
+      "source": [
+        "# Get the last price of the underlying stock.\n",
+        "symbol = \"CRM\"\n",
+        "\n",
+        "quote = obb.equity.price.quote(symbol, provider=\"yfinance\").T\n",
+        "\n",
+        "last_price = quote.loc[\"last_price\", 0]\n",
+        "\n",
+        "print(f\"Last Price: ${last_price}\")\n"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": 11,
+      "metadata": {
+        "colab": {
+          "base_uri": "https://localhost:8080/"
+        },
+        "id": "IzmLloIfTQJo",
+        "outputId": "1c08fa80-eaf2-4548-8c27-70c82fac79ea"
+      },
+      "outputs": [
+        {
+          "name": "stdout",
+          "output_type": "stream",
+          "text": [
+            "2024-03-01\n"
+          ]
+        }
+      ],
+      "source": [
+        "# Get the options chains data.\n",
+        "\n",
+        "options = obb.derivatives.options.chains(symbol, provider=\"cboe\")\n",
+        "\n",
+        "print(options.expiration.unique()[0])"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": 12,
+      "metadata": {
+        "colab": {
+          "base_uri": "https://localhost:8080/",
+          "height": 444
+        },
+        "id": "pXM5lHrnUU26",
+        "outputId": "8641ff33-0802-42f0-864f-217dc64f6014"
+      },
+      "outputs": [
+        {
+          "data": {
+            "text/html": [
+              "<div>\n",
+              "<style scoped>\n",
+              "    .dataframe tbody tr th:only-of-type {\n",
+              "        vertical-align: middle;\n",
+              "    }\n",
+              "\n",
+              "    .dataframe tbody tr th {\n",
+              "        vertical-align: top;\n",
+              "    }\n",
+              "\n",
+              "    .dataframe thead th {\n",
+              "        text-align: right;\n",
+              "    }\n",
+              "</style>\n",
+              "<table border=\"1\" class=\"dataframe\">\n",
+              "  <thead>\n",
+              "    <tr style=\"text-align: right;\">\n",
+              "      <th></th>\n",
+              "      <th>contract_symbol</th>\n",
+              "      <th>expiration</th>\n",
+              "      <th>strike</th>\n",
+              "      <th>option_type</th>\n",
+              "      <th>open_interest</th>\n",
+              "      <th>volume</th>\n",
+              "      <th>theoretical_price</th>\n",
+              "      <th>last_trade_price</th>\n",
+              "      <th>tick</th>\n",
+              "      <th>bid</th>\n",
+              "      <th>...</th>\n",
+              "      <th>change</th>\n",
+              "      <th>change_percent</th>\n",
+              "      <th>implied_volatility</th>\n",
+              "      <th>delta</th>\n",
+              "      <th>gamma</th>\n",
+              "      <th>theta</th>\n",
+              "      <th>vega</th>\n",
+              "      <th>rho</th>\n",
+              "      <th>last_trade_timestamp</th>\n",
+              "      <th>dte</th>\n",
+              "    </tr>\n",
+              "  </thead>\n",
+              "  <tbody>\n",
+              "    <tr>\n",
+              "      <th>0</th>\n",
+              "      <td>CRM240301C00135000</td>\n",
+              "      <td>2024-03-01</td>\n",
+              "      <td>135.0</td>\n",
+              "      <td>call</td>\n",
+              "      <td>0</td>\n",
+              "      <td>0</td>\n",
+              "      <td>157.9118</td>\n",
+              "      <td>0.00</td>\n",
+              "      <td>no_change</td>\n",
+              "      <td>157.15</td>\n",
+              "      <td>...</td>\n",
+              "      <td>0.000</td>\n",
+              "      <td>0.000</td>\n",
+              "      <td>2.1031</td>\n",
+              "      <td>0.9997</td>\n",
+              "      <td>0.0000</td>\n",
+              "      <td>0.0000</td>\n",
+              "      <td>0.0004</td>\n",
+              "      <td>0.0210</td>\n",
+              "      <td>NaT</td>\n",
+              "      <td>5</td>\n",
+              "    </tr>\n",
+              "    <tr>\n",
+              "      <th>1</th>\n",
+              "      <td>CRM240301P00135000</td>\n",
+              "      <td>2024-03-01</td>\n",
+              "      <td>135.0</td>\n",
+              "      <td>put</td>\n",
+              "      <td>64</td>\n",
+              "      <td>5</td>\n",
+              "      <td>0.0038</td>\n",
+              "      <td>0.01</td>\n",
+              "      <td>down</td>\n",
+              "      <td>0.00</td>\n",
+              "      <td>...</td>\n",
+              "      <td>-0.070</td>\n",
+              "      <td>-0.875</td>\n",
+              "      <td>1.6854</td>\n",
+              "      <td>-0.0002&l