intrinio delayed options

8 files changed, 151 insertions, 99 deletions

diff --git a/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py b/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py
index b6dd8b845ed..38aca52b57d 100644
--- a/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py
+++ b/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py
@@ -31,6 +31,14 @@ class OptionsChainsQueryParams(QueryParams):
 class OptionsChainsData(Data):
     """Options Chains Data."""
 
+    underlying_symbol: Optional[str] = Field(
+        default=None,
+        description="Underlying symbol for the option.",
+    )
+    underlying_price: Optional[float] = Field(
+        default=None,
+        description="Price of the underlying stock.",
+    )
     contract_symbol: str = Field(description="Contract symbol for the option.")
     eod_date: Optional[dateType] = Field(
         default=None, description="Date for which the options chains are returned."
@@ -73,6 +81,9 @@ class OptionsChainsData(Data):
         default=None,
         description="The timestamp of the bid price.",
     )
+    bid_exchange: Optional[str] = Field(
+        default=None, description="The exchange of the bid price."
+    )
     ask: Optional[float] = Field(
         default=None, description="Current ask price for the option."
     )
@@ -83,6 +94,9 @@ class OptionsChainsData(Data):
         default=None,
         description="The timestamp of the ask price.",
     )
+    ask_exchange: Optional[str] = Field(
+        default=None, description="The exchange of the ask price."
+    )
     mark: Optional[float] = Field(
         default=None, description="The mid-price between the latest bid and ask."
     )
diff --git a/openbb_platform/extensions/derivatives/integration/test_derivatives_api.py b/openbb_platform/extensions/derivatives/integration/test_derivatives_api.py
index 210ab79190c..23089fe9f1b 100644
--- a/openbb_platform/extensions/derivatives/integration/test_derivatives_api.py
+++ b/openbb_platform/extensions/derivatives/integration/test_derivatives_api.py
@@ -24,7 +24,24 @@ def headers():
 @parametrize(
     "params",
     [
-        ({"provider": "intrinio", "symbol": "AAPL", "date": "2023-01-25"}),
+        (
+            {
+                "provider": "intrinio",
+                "symbol": "AAPL",
+                "date": "2023-01-25",
+                "option_type": None,
+                "moneyness": "all",
+                "strike_gt": None,
+                "strike_lt": None,
+                "volume_gt": None,
+                "volume_lt": None,
+                "oi_gt": None,
+                "oi_lt": None,
+                "model": "black_scholes",
+                "show_extended_price": False,
+                "include_related_symbols": False,
+            }
+        ),
         ({"provider": "cboe", "symbol": "AAPL", "use_cache": False}),
         ({"provider": "tradier", "symbol": "AAPL"}),
         ({"provider": "yfinance", "symbol": "AAPL"}),
diff --git a/openbb_platform/extensions/derivatives/integration/test_derivatives_python.py b/openbb_platform/extensions/derivatives/integration/test_derivatives_python.py
index 1bc0597855f..c03cc32d6a7 100644
--- a/openbb_platform/extensions/derivatives/integration/test_derivatives_python.py
+++ b/openbb_platform/extensions/derivatives/integration/test_derivatives_python.py
@@ -20,7 +20,24 @@ def obb(pytestconfig):
 @parametrize(
     "params",
     [
-        ({"provider": "intrinio", "symbol": "AAPL", "date": "2023-01-25"}),
+        (
+            {
+                "provider": "intrinio",
+                "symbol": "AAPL",
+                "date": "2023-01-25",
+                "option_type": None,
+                "moneyness": "all",
+                "strike_gt": None,
+                "strike_lt": None,
+                "volume_gt": None,
+                "volume_lt": None,
+                "oi_gt": None,
+                "oi_lt": None,
+                "model": "black_scholes",
+                "show_extended_price": False,
+                "include_related_symbols": False,
+            }
+        ),
         ({"provider": "cboe", "symbol": "AAPL", "use_cache": False}),
         ({"provider": "tradier", "symbol": "AAPL"}),
         ({"provider": "yfinance", "symbol": "AAPL"}),
diff --git a/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py b/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py
index c1c0602d3cc..ca049ee80a7 100644
--- a/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py
+++ b/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py
@@ -39,11 +39,6 @@ class CboeOptionsChainsQueryParams(OptionsChainsQueryParams):
 class CboeOptionsChainsData(OptionsChainsData):
     """CBOE Options Chains Data."""
 
-    last_trade_timestamp: Optional[datetime] = Field(
-        description="Last trade timestamp of the option.", default=None
-    )
-    dte: int = Field(description="Days to expiration for the option.")
-
 
 class CboeOptionsChainsFetcher(
     Fetcher[
@@ -51,7 +46,7 @@ class CboeOptionsChainsFetcher(
         List[CboeOptionsChainsData],
     ]
 ):
-    """Transform the query, extract and transform the data from the CBOE endpoints."""
+    """Cboe Options Chains Fetcher."""
 
     @staticmethod
     def transform_query(params: Dict[str, Any]) -> CboeOptionsChainsQueryParams:
@@ -137,7 +132,6 @@ class CboeOptionsChainsFetcher(
                 "theo": "theoretical_price",
                 "percent_change": "change_percent",
                 "prev_day_close": "prev_close",
-                "last_trade_time": "last_trade_timestamp",
             }
         )
 
@@ -162,7 +156,9 @@ class CboeOptionsChainsFetcher(
         option_df_index.expiration = DatetimeIndex(
             option_df_index.expiration, yearfirst=True
         ).astype(str)
-        option_df_index = option_df_index.drop(columns=["Ticker"])
+        option_df_index = option_df_index.rename(
+            columns={"Ticker": "underlying_symbol"}
+        )
 
         # Joins the parsed symbol into the dataframe.
 
@@ -173,20 +169,22 @@ class CboeOptionsChainsFetcher(
         temp_ = (temp - now).days + 1
         quotes["dte"] = temp_
 
-        quotes["last_trade_timestamp"] = (
-            to_datetime(quotes["last_trade_timestamp"], format="%Y-%m-%dT%H:%M:%S")
+        quotes["last_trade_time"] = (
+            to_datetime(quotes["last_trade_time"], format="%Y-%m-%dT%H:%M:%S")
             .fillna(value="-")
             .replace("-", None)
         )
         quotes = quotes.set_index(
             keys=["expiration", "strike", "option_type"]
         ).sort_index()
+        if results_metadata.get("current_price"):
+            quotes["underlying_price"] = results_metadata["current_price"]
         quotes["open_interest"] = quotes["open_interest"].astype("int64")
         quotes["volume"] = quotes["volume"].astype("int64")
         quotes["bid_size"] = quotes["bid_size"].astype("int64")
         quotes["ask_size"] = quotes["ask_size"].astype("int64")
-        quotes["prev_close"] = round(quotes["prev_close"], 2)
-        quotes["change_percent"] = round(quotes["change_percent"] / 100, 4)
+        quotes["prev_close"] = quotes["prev_close"]
+        quotes["change_percent"] = quotes["change_percent"] / 100
 
         return AnnotatedResult(
             result=[
diff --git a/openbb_platform/providers/intrinio/openbb_intrinio/models/options_chains.py b/openbb_platform/providers/intrinio/openbb_intrinio/models/options_chains.py
index ef58527bb5d..d2f253b5c4a 100644
--- a/openbb_platform/providers/intrinio/openbb_intrinio/models/options_chains.py
+++ b/openbb_platform/providers/intrinio/openbb_intrinio/models/options_chains.py
@@ -51,11 +51,13 @@ class IntrinioOptionsChainsQueryParams(OptionsChainsQueryParams):
     option_type: Literal[None, Union["call", "put"]] = Field(
         default=None,
         description="The option type, call or put, 'None' is both (default).",
+        json_schema_extra={"choices": ["call", "put"]},
     )
     moneyness: Literal["otm", "itm", "all"] = Field(
         default="all",
         description="Return only contracts that are in or out of the money, default is 'all'."
         + " Parameter is ignored when a date is supplied.",
+        json_schema_extra={"choices": ["otm", "itm", "all"]},
     )
     strike_gt: Optional[int] = Field(
         default=None,
@@ -70,22 +72,22 @@ class IntrinioOptionsChainsQueryParams(OptionsChainsQueryParams):
     volume_gt: Optional[int] = Field(
         default=None,
         description="Return options with a volume greater than the given value."
-        + " Parameter is ignored when a date is supplied."
+        + " Parameter is ignored when a date is supplied.",
     )
     volume_lt: Optional[int] = Field(
         default=None,
         description="Return options with a volume less than the given value."
-        + " Parameter is ignored when a date is supplied."
+        + " Parameter is ignored when a date is supplied.",
     )
     oi_gt: Optional[int] = Field(
         default=None,
         description="Return options with an open interest greater than the given value."
-        + " Parameter is ignored when a date is supplied."
+        + " Parameter is ignored when a date is supplied.",
     )
     oi_lt: Optional[int] = Field(
         default=None,
         description="Return options with an open interest less than the given value."
-        + " Parameter is ignored when a date is supplied."
+        + " Parameter is ignored when a date is supplied.",
     )
     model: Literal["black_scholes", "bjerk"] = Field(
         default="black_scholes",
@@ -95,12 +97,12 @@ class IntrinioOptionsChainsQueryParams(OptionsChainsQueryParams):
     show_extended_price: bool = Field(
         default=True,
         description="Whether to include OHLC type fields, default is True."
-        + " Parameter is ignored when a date is supplied."
+        + " Parameter is ignored when a date is supplied.",
     )
     include_related_symbols: bool = Field(
         default=False,
         description="Include related symbols that end in a 1 or 2 because of a corporate action,"
-        + " default is False."
+        + " default is False.",
     )
 
 
@@ -137,7 +139,7 @@ class IntrinioOptionsChainsData(OptionsChainsData):
     def date_validate(cls, v):
         """Return the datetime object from the date string."""
         if isinstance(v, str):
-            dt =  parser.parse(v)
+            dt = parser.parse(v)
             dt = dt.replace(tzinfo=timezone("UTC"))
             dt = dt.astimezone(timezone("America/New_York"))
             return dt.replace(microsecond=0)
@@ -176,7 +178,9 @@ class IntrinioOptionsChainsFetcher(
 
         async def get_urls(date: str) -> List[str]:
             """Return the urls for the given date."""
-            date = (datetime.strptime(date, "%Y-%m-%d") - timedelta(days=1)).strftime("%Y-%m-%d")
+            date = (datetime.strptime(date, "%Y-%m-%d") - timedelta(days=1)).strftime(
+                "%Y-%m-%d"
+            )
             url = (
                 f"{base_url}/expirations/{query.symbol}/eod?"
                 f"after={date}&api_key={api_key}"
@@ -197,21 +201,17 @@ class IntrinioOptionsChainsFetcher(
                             "moneyness",
                             "open_interest_greater_than",
                             "open_interest_less_than",
-                            "strike_greater_than",
-                            "strike_less_than",
                             "show_extended_price",
-                            "include_related_symbols",
-                        ]
+                        ],
                     )
-                    url = url+f"eod?date={date}&{query_string}"
+                    url = url + f"eod?date={date}&{query_string}"
                 else:
                     query_string = get_querystring(
                         query.model_dump(exclude_none=True), ["symbol", "date"]
                     )
-                    query_string = (
-                        query_string.replace("otm", "out_of_the_money")
-                        .replace("itm", "in_the_money")
-                    )
+                    query_string = query_string.replace(
+                        "otm", "out_of_the_money"
+                    ).replace("itm", "in_the_money")
                     url = url + f"realtime?{query_string}"
 
                 return url + f"&api_key={api_key}"
@@ -244,14 +244,16 @@ class IntrinioOptionsChainsFetcher(
             temp = None
             try:
                 temp = await IntrinioEquityHistoricalFetcher.fetch_data(
-                    {"symbol": query.symbol, "start_date": date, "end_date": date}, credentials
+                    {"symbol": query.symbol, "start_date": date, "end_date": date},
+                    credentials,
                 )
                 temp = temp[0]
             # If the symbol is SPX, or similar, try to get the underlying price from the index.
             except Exception as e:
                 try:
                     temp = await IntrinioIndexHistoricalFetcher.fetch_data(
-                        {"symbol": query.symbol, "start_date": date, "end_date": date}, credentials
+                        {"symbol": query.symbol, "start_date": date, "end_date": date},
+                        credentials,
                     )
                     temp = temp[0]
                 except Exception:
@@ -275,6 +277,7 @@ class IntrinioOptionsChainsFetcher(
         results: List[IntrinioOptionsChainsData] = []
         chains = data.get("data", [])
         underlying = data.get("underlying", {})
+        last_price = underlying.get("price")
         if query.date is not None:
             for item in chains:
                 new_item = {**item["option"], **item["prices"]}
@@ -282,19 +285,29 @@ class IntrinioOptionsChainsFetcher(
                     datetime.strptime(new_item["expiration"], "%Y-%m-%d").date()
                     - datetime.strptime(new_item["date"], "%Y-%m-%d").date()
                 ).days
-                _ = new_item.pop("ticker", None)
+                if last_price:
+                    new_item["underlying_price"] = last_price
                 _ = new_item.pop("exercise_style", None)
+                new_item["underlying_symbol"] = new_item.pop("ticker")
                 results.append(IntrinioOptionsChainsData.model_validate(new_item))
         else:
             for item in chains:
-                new_item = {**item["option"], **item["price"], **item["stats"], **item["extended_price"]}
+                new_item = {
+                    **item["option"],
+                    **item["price"],
+                    **item["stats"],
+                    **item["extended_price"],
+                }
                 dte = (
-                    datetime.strptime(new_item["expiration"], "%Y-%m-%d").date() - datetime.now().date()
+                    datetime.strptime(new_item["expiration"], "%Y-%m-%d").date()
+                    - datetime.now().date()
                 ).days
                 new_item["dte"] = dte
-                underlying["underlying_symbol"] = new_item.pop("underlying_price_ticker", None)
+                new_item["underlying_symbol"] = new_item.pop(
+                    "underlying_price_ticker", None
+                )
                 underlying["date"] = datetime.now().date()
-                underlying["underlying_price"] = new_item.pop("underlying_price", None)
+                new_item["underlying_price"] = new_item.pop("underlying_price", None)
                 _ = new_item.pop("ticker", None)
                 _ = new_item.pop("trade_exchange", None)
                 _ = new_item.pop("exercise_style", None)
@@ -306,5 +319,5 @@ class IntrinioOptionsChainsFetcher(
                 key=lambda x: (x.expiration, x.strike, x.option_type),
                 reverse=False,
             ),
-            metadata=underlying
+            metadata=underlying,
         )
diff --git a/openbb_platform/providers/tmx/openbb_tmx/models/options_chains.py b/openbb_platform/providers/tmx/openbb_tmx/models/options_chains.py
index 7e5e455a48d..2368b3f9942 100644
--- a/openbb_platform/providers/tmx/openbb_tmx/models/options_chains.py
+++ b/openbb_platform/providers/tmx/openbb_tmx/models/options_chains.py
@@ -15,6 +15,7 @@ from openbb_core.provider.standard_models.options_chains import (
 from openbb_core.provider.utils.descriptions import (
     QUERY_DESCRIPTIONS,
 )
+from openbb_tmx.models.equity_quote import TmxEquityQuoteFetcher
 from openbb_tmx.utils.helpers import download_eod_chains, get_current_options
 from pydantic import Field, field_validator
 
@@ -48,12 +49,6 @@ class TmxOptionsChainsData(OptionsChainsData):
     settlement_price: Optional[float] = Field(
         description="Settlement price on that date.", default=None
     )
-    underlying_price: Optional[float] = Field(
-        description="Price of the underlying stock on that date.", default=None
-    )
-    dte: Optional[int] = Field(
-        description="Days to expiration for the option.", default=None
-    )
 
     @field_validator("expiration", mode="before", check_fields=False)
     @classmethod
@@ -89,6 +84,13 @@ class TmxOptionsChainsFetcher(
             )
         else:
             chains = await get_current_options(query.symbol, use_cache=query.use_cache)
+            underlying_quote = await TmxEquityQuoteFetcher.fetch_data(
+                {"symbol": query.symbol}, credentials
+            )
+            underlying_price = underlying_quote[0].last_price
+            if underlying_price and not chains.empty:
+                chains["underlying_price"] = underlying_price
+                chains["underlying_symbol"] = query.symbol + ":CA"
 
         if not chains.empty:
             results = chains.to_dict(orient="records")
diff --git a/openbb_platform/providers/tradier/openbb_tradier/models/options_chains.py b/openbb_platform/providers/tradier/openbb_tradier/models/options_chains.py
index 16cdbab51f0..ace5e50e68f 100644
--- a/openbb_platform/providers/tradier/openbb_tradier/models/options_chains.py
+++ b/openbb_platform/providers/tradier/openbb_tradier/models/options_chains.py
@@ -14,6 +14,7 @@ from openbb_core.provider.standard_models.options_chains import (
 )
 from openbb_core.provider.utils.errors import EmptyDataError
 from openbb_core.provider.utils.helpers import amake_request, safe_fromtimestamp
+from openbb_tradier.models.equity_quote import TradierEquityQuoteFetcher
 from openbb_tradier.utils.constants import OPTIONS_EXCHANGES, STOCK_EXCHANGES
 from pydantic import Field, field_validator, model_validator
 from pytz import timezone
@@ -34,6 +35,7 @@ class TradierOptionsChainsData(OptionsChainsData):
 
     __alias_dict__ = {
         "expiration": "expiration_date",
+        "underlying_symbol": "underlying",
         "contract_symbol": "symbol",
         "last_trade_price": "last",
         "bid_size": "bidsize",
@@ -41,16 +43,16 @@ class TradierOptionsChainsData(OptionsChainsData):
         "change_percent": "change_percentage",
         "orats_final_iv": "smv_vol",
         "implied_volatility": "mid_iv",
-        "greeks_timestamp": "updated_at",
+        "greeks_time": "updated_at",
         "prev_close": "prevclose",
         "year_high": "week_52_high",
         "year_low": "week_52_low",
-        "last_trade_timestamp": "trade_date",
-        "last_trade_volume": "last_volume",
+        "last_trade_time": "trade_date",
+        "last_trade_size": "last_volume",
         "ask_exchange": "askexch",
-        "ask_timestamp": "ask_date",
+        "ask_time": "ask_date",
         "bid_exchange": "bidexch",
-        "bid_timestamp": "bid_date",
+        "bid_time": "bid_date",
     }
 
     phi: Optional[float] = Field(
@@ -77,48 +79,21 @@ class TradierOptionsChainsData(OptionsChainsData):
         default=None,
         description="52-week low price of the option.",
     )
-    last_trade_volume: Optional[int] = Field(
-        default=None,
-        description="Volume of the last trade.",
-    )
-    dte: Optional[int] = Field(
-        default=None,
-        description="Days to expiration.",
-    )
     contract_size: Optional[int] = Field(
         default=None,
         description="Size of the contract.",
     )
-    bid_exchange: Optional[str] = Field(
-        default=None,
-        description="Exchange of the bid price.",
-    )
-    bid_timestamp: Optional[datetime] = Field(
-        default=None,
-        description="Timestamp of the bid price.",
-    )
-    ask_exchange: Optional[str] = Field(
-        default=None,
-        description="Exchange of the ask price.",
-    )
-    ask_timestamp: Optional[datetime] = Field(
-        default=None,
-        description="Timestamp of the ask price.",
-    )
-    greeks_timestamp: Optional[datetime] = Field(
+    greeks_time: Optional[datetime] = Field(
         default=None,
         description="Timestamp of the last greeks update."
         + " Greeks/IV data is updated once per hour.",
     )
-    last_trade_timestamp: Optional[datetime] = Field(
-        default=None, description="Timestamp of the last trade."
-    )
 
     @field_validator(
-        "last_trade_timestamp",
-        "greeks_timestamp",
-        "ask_timestamp",
-        "bid_timestamp",
+        "last_trade_time",
+        "greeks_time",
+        "ask_time",
+        "bid_time",
         mode="before",
         check_fields=False,
     )
@@ -162,7 +137,12 @@ class TradierOptionsChainsData(OptionsChainsData):
         """Check for zero values and replace with None."""
         return (
             {
-                k: None if (v == 0 or str(v) == "0") and k != "dte" else v
+                k: (
+                    None
+                    if (v == 0 or str(v) == "0")
+                    and k not in ["dte", "open_interest", "volume"]
+                    else v
+                )
                 for k, v in values.items()
             }
             if isinstance(values, dict)
@@ -231,14 +211,19 @@ class TradierOptionsChainsFetcher(
 
         results = []
 
-        async def get_one(url):
+        underlying_quote = await TradierEquityQuoteFetcher.fetch_data(
+            {"symbol": query.symbol}, credentials
+        )
+        underlying_price = underlying_quote[0].last_price
+
+        async def get_one(url, underlying_price):
             """Get the chain for a single expiration."""
             chain = await amake_request(url, headers=HEADERS)
             if chain.get("options") and isinstance(chain["options"].get("option", []), list):  # type: ignore
                 data = chain["options"]["option"]  # type: ignore
                 for d in data.copy():
                     # Remove any strikes returned without data.
-                    keys = ["volume", "open_interest", "last", "bid", "ask"]
+                    keys = ["last", "bid", "ask"]
                     if all(d.get(key) in [0, "0", None] for key in keys):
                         data.remove(d)
                         continue
@@ -252,7 +237,6 @@ class TradierOptionsChainsFetcher(
                         "exch",
                         "type",
                         "expiration_type",
-                        "underlying",
                         "description",
                         "average_volume",
                     ]
@@ -262,6 +246,8 @@ class TradierOptionsChainsFetcher(
                         datetime.strptime(d["expiration_date"], "%Y-%m-%d").date()
                         - datetime.now().date()
                     ).days
+                    if underlying_price is not None:
+                        d["underlying_price"] = underlying_price
 
                 results.extend(data)
 
@@ -270,7 +256,7 @@ class TradierOptionsChainsFetcher(
             for expiration in expirations  # type: ignore
         ]
 
-        tasks = [get_one(url) for url in urls]
+        tasks = [get_one(url, underlying_price) for url in urls]
 
         await asyncio.gather(*tasks)
 
diff --git a/openbb_platform/providers/yfinance/openbb_yfinance/models/options_chains.py b/openbb_platform/providers/yfinance/openbb_yfinance/models/options_chains.py
index 62651b94c84..ba4a09fd051 100644
--- a/openbb_platform/providers/yfinance/openbb_yfinance/models/options_chains.py
+++ b/openbb_platform/providers/yfinance/openbb_yfinance/models/options_chains.py
@@ -28,24 +28,21 @@ class YFinanceOptionsChainsData(OptionsChainsData):
 
     __alias_dict__ = {
         "contract_symbol": "contractSymbol",
-        "last_trade_timestamp": "lastTradeDate",
+        "last_trade_time": "lastTradeDate",
         "last_trade_price": "lastPrice",
         "change_percent": "percentChange",
         "open_interest": "openInterest",
         "implied_volatility": "impliedVolatility",
         "in_the_money": "inTheMoney",
     }
-    dte: Optional[int] = Field(
-        default=None,
-        description="Days to expiration.",
-    )
+
     in_the_money: Optional[bool] = Field(
         default=None,
         description="Whether the option is in the money.",
     )
-    last_trade_timestamp: Optional[datetime] = Field(
+    currency: Optional[str] = Field(
         default=None,
-        description="Timestamp for when the option was last traded.",
+        description="Currency of the option.",
     )
 
 
@@ -67,6 +64,7 @@ class YFinanceOptionsChainsFetcher(
     ) -> Dict:
         """Extract the raw data from YFinance."""
         symbol = query.symbol.upper()
+        symbol = "^" + symbol if symbol in ["VIX", "RUT", "SPX", "NDX"] else symbol
         ticker = yf.Ticker(symbol)
         expirations = list(ticker.options)
         if not expirations or len(expirations) == 0:
@@ -107,7 +105,9 @@ class YFinanceOptionsChainsFetcher(
         }
         tz = timezone(underlying_output.get("exchange_tz", "UTC"))
 
-        async def get_chain(ticker, expiration, tz):
+        underlying_price = underlying_output.get("last_price")
+
+        async def get_chain(ticker, expiration, tz, underlying_price):
             """Get the data for one expiration."""
             exp = datetime.strptime(expiration, "%Y-%m-%d").date()
             now = datetime.now().date()
@@ -124,18 +124,23 @@ class YFinanceOptionsChainsFetcher(
                 .sort_index()
                 .reset_index()
             )
+            chain = chain.drop(columns=["contractSize"])
             chain["dte"] = dte
+            if underlying_price is not None:
+                chain["underlying_price"] = underlying_price
+                chain["underlying_symbol"] = symbol
             chain["percentChange"] = chain["percentChange"] / 100
-            for col in ["currency", "contractSize"]:
-                if col in chain.columns:
-                    chain = chain.drop(col, axis=1)
+
             if len(chain) > 0:
                 chains_output.extend(
                     chain.fillna("N/A").replace("N/A", None).to_dict("records")
                 )
 
         await asyncio.gather(
-            *[get_chain(ticker, expiration, tz) for expiration in expirations]
+            *[
+                get_chain(ticker, expiration, tz, underlying_price)
+                for expiration in expirations
+            ]
         )
 
         if not chains_output: