spy_playground.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "source": [
    "# NOPE through IB\n",
    "\n",
    "+ ensure that you have TWS and running, API enabled etc...\n",
    "+ **also ensure that you have correct mkt data subscriptions** (find out in TWS by right click on your preffered contract (SPY for example) -> Launch Market Data subscription manager\n",
    "    + for SPY you need:\n",
    "        1. NYSE American, BATS, ARCA, IEX, and Regional Exchanges (Network B)\n",
    "        1. OPRA (US Options Exchanges)"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%% md\n"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "plastic-roulette",
   "metadata": {},
   "outputs": [],
   "source": [
    "from ib_insync import *\n",
    "util.startLoop()\n",
    "\n",
    "ib = IB()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "connecting\n",
      "connected\n"
     ]
    }
   ],
   "source": [
    "if not ib.isConnected():\n",
    "    print('connecting')\n",
    "    ib.connect('127.0.0.1', 7497, clientId=1, readonly=True)\n",
    "    if ib.isConnected():\n",
    "        ib.reqMarketDataType(1)\n",
    "        print('connected')\n",
    "    else:\n",
    "        print('Error, try again or smthing')\n",
    "else:\n",
    "    print('already connected')\n",
    "\n",
    "\n"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "outputs": [],
   "source": [
    "import pickle\n",
    "from tqdm.notebook import tqdm\n",
    "from bisect import bisect\n",
    "\n",
    "def find_options(underlying: Contract):\n",
    "    print('Getting market data')\n",
    "    underlying_data = ib.reqTickers(underlying)\n",
    "    if not underlying_data:\n",
    "        raise ValueError('Couldnt get market data for your contract')\n",
    "    else:\n",
    "        print('Got market data')\n",
    "\n",
    "    underlying_data = underlying_data[0]\n",
    "\n",
    "    option_params = ib.reqSecDefOptParams(underlying.symbol, '', underlying.secType, underlying.conId)\n",
    "\n",
    "    qualifiedContracts = {'CALL': [], 'PUT': []}\n",
    "\n",
    "    # you might want to discard weeklies (SPXW)\n",
    "    print('Ignore errors, theres no way to safely check if combination of expiry and strike exists\\nJust wait till tapes bar go to 100%')\n",
    "    for opt_chain in tqdm(option_params, desc='Tapes: '):\n",
    "        opt_chain.strikes.sort()\n",
    "        strike_close_to_last = bisect(opt_chain.strikes, underlying_data.last)\n",
    "        if strike_close_to_last == 0:\n",
    "            strike_close_to_last += 1 # unsafely assume that there are more than two strikes so we can split the array in two\n",
    "        for expiration in tqdm(opt_chain.expirations, desc='Expirations: '):\n",
    "            for right in ('CALL', 'PUT'):\n",
    "                # TODO figure out how to merge these two loops\n",
    "                for strike_idx in range(strike_close_to_last, len(opt_chain.strikes)):\n",
    "                    strike = opt_chain.strikes[strike_idx]\n",
    "                    print(f\"\\rGetting strike: {strike}\", end=\"\")\n",
    "                    contracts = ib.qualifyContracts(Option(underlying.symbol, expiration, strike, right, opt_chain.exchange))\n",
    "                    if contracts:\n",
    "                        qualifiedContracts[right].append(contracts[0])\n",
    "                    else:\n",
    "                        break\n",
    "                for strike_idx in range(strike_close_to_last - 1, -1, -1):\n",
    "                    strike = opt_chain.strikes[strike_idx]\n",
    "                    print(f\"\\rGetting strike: {strike}\", end=\"\")\n",
    "                    contracts = ib.qualifyContracts(Option(underlying.symbol, expiration, strike, right, opt_chain.exchange))\n",
    "                    if contracts:\n",
    "                        qualifiedContracts[right].append(contracts[0])\n",
    "                    else:\n",
    "                        break\n",
    "    return qualifiedContracts\n",
    "\n",
    "def save_contracts(a):\n",
    "    with open('cached_contracts.pkl', 'wb') as handle:\n",
    "        pickle.dump(a, handle, protocol=pickle.HIGHEST_PROTOCOL)\n",
    "\n",
    "def load_contracts():\n",
    "    with open('cached_contracts.pkl', 'rb') as handle:\n",
    "        return pickle.load(handle)"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n"
    }
   }
  },
  {
   "cell_type": "markdown",
   "source": [
    "Which contract do you want to calculate NOPE on?"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%% md\n"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "outputs": [],
   "source": [
    "# you can also use ASX exchange or track SPX using Index('SPX', 'CBOE')\n",
    "underlying = Stock('SPY', 'ARCA')\n",
    "underlying = ib.qualifyContracts(underlying)\n",
    "if underlying:\n",
    "    underlying = underlying[0]\n",
    "else:\n",
    "    raise ValueError('Underlying contract not, found see errors from logger. Please supply valid contract')"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n"
    }
   }
  },
  {
   "cell_type": "markdown",
   "source": [
    "## PAY ATTENTION HERE\n",
    "It takes awfully long time to get all possible SPY options. I highly recommend you to cache them and load them from pickle\n",
    "\n",
    "Someone with more financial background might do better assumptions on what is needless to check. Until such hero arrives we are stuck with brute force."
   ],
   "metadata": {
    "collapsed": false
   }
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "outputs": [],
   "source": [
    "# UNCOMMENT TWO FOLLOWING LINES IF YOU WANT TO GET/REFRESH contracts\n",
    "# qualifiedContracts = find_options(underlying)\n",
    "# save_contracts(qualifiedContracts)\n",
    "\n",
    "# UNCOMMENT FOLLOWING LINE IF YOU WANT TO LOAD THEM FROM CACHE\n",
    "# qualifiedContracts = load_contracts()"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "outputs": [],
   "source": [
    "# FOLLOWING CODE ASSUMES EXISTENCE OF REGISTER\n",
    "# this is bad but in following code we will assume that before onPendingTickers gets called REGISTER will be seeded with correct values\n",
    "REGISTER = {}\n",
    "\n",
    "def register_option_volumes(options):\n",
    "    print('Registering subscriptions')\n",
    "    for right in ('CALL', 'PUT'):\n",
    "        for ticker in tqdm(options[right], desc=f'Registering {right} listeners: '):\n",
    "            ib.reqMktData(ticker, '100', False, False)\n",
    "            REGISTER['option_vols'][ticker.conId] = 0\n",
    "    print('Registred')\n",
    "\n",
    "def onPendingTickers(tickers):\n",
    "    for ticker in tickers:\n",
    "        if ticker.contract.conId == REGISTER['underlying_conId']:\n",
    "            REGISTER['underlying_vol'] = ticker.volume # todo check if not nan perhaps\n",
    "        if ticker.contract.conId in REGISTER['option_vols']:\n",
    "            direction = 1\n",
    "            if ticker.contract.right == 'PUT':\n",
    "                direction = -1\n",
    "            new_volume = direction * ticker.volume * ticker.modelGreeks.delta\n",
    "            # new volume = remove old volume and add new volume\n",
    "            REGISTER['opt_total_volume'] += direction * -1 * REGISTER['option_vols'][ticker.contract.conId] + new_volume\n",
    "            REGISTER['option_vols'][ticker.contract.conId] = new_volume\n",
    "            print(f'NOPE IS: {REGISTER[\"opt_total_volume\"] / REGISTER[\"underlying_vol\"]}, sanity: {REGISTER[\"opt_total_volume\"]} / {REGISTER[\"underlying_vol\"]}')"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Qualified 15096 contracts\n",
      "Underlying ticker is SPY, track with con id: 756733\n",
      "Registering subscriptions\n",
      "Registred\n"
     ]
    },
    {
     "data": {
      "text/plain": "Registering CALL listeners:   0%|          | 0/7548 [00:00<?, ?it/s]",
      "application/vnd.jupyter.widget-view+json": {
       "version_major": 2,
       "version_minor": 0,
       "model_id": "a1ff30d4cb3c4766bbe6ba1bf4cebc42"
      }
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/plain": "Registering PUT listeners:   0%|          | 0/7548 [00:00<?, ?it/s]",
      "application/vnd.jupyter.widget-view+json": {
       "version_major": 2,
       "version_minor": 0,
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     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "Error 101, reqId 25508: Max number of tickers has been reached, contract: Option(conId=467163013, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=375.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00375000', tradingClass='SPY')\n",
      "Error 101, reqId 25475: Max number of tickers has been reached, contract: Option(conId=469567988, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=401.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00401000', tradingClass='SPY')\n",
      "Error 101, reqId 25464: Max number of tickers has been reached, contract: Option(conId=467163258, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=392.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00392000', tradingClass='SPY')\n",
      "Error 101, reqId 25492: Max number of tickers has been reached, contract: Option(conId=467163209, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=388.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00388000', tradingClass='SPY')\n",
      "Error 101, reqId 25503: Max number of tickers has been reached, contract: Option(conId=467163083, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=379.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00379000', tradingClass='SPY')\n",
      "Error 101, reqId 25494: Max number of tickers has been reached, contract: Option(conId=467163203, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=387.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00387000', tradingClass='SPY')\n",
      "Error 101, reqId 25460: Max number of tickers has been reached, contract: Option(conId=468672571, symbol='SPY', lastTradeDateOrContractMonth='20210303', strike=391.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210303C00391000', tradingClass='SPY')\n",
      "Error 101, reqId 25524: Max number of tickers has been reached, contract: Option(conId=469568822, symbol='SPY', lastTradeDateOrContractMonth='20210310', strike=391.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210310C00391000', tradingClass='SPY')\n",
      "Error 101, reqId 25470: Max number of tickers has been reached, contract: Option(conId=467163332, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=397.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00397000', tradingClass='SPY')\n",
      "Error 101, reqId 25522: Max number of tickers has been reached, contract: Option(conId=469116091, symbol='SPY', lastTradeDateOrContractMonth='20210308', strike=388.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210308C00388000', tradingClass='SPY')\n",
      "Error 101, reqId 25485: Max number of tickers has been reached, contract: Option(conId=469568022, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=409.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00409000', tradingClass='SPY')\n",
      "Error 101, reqId 25458: Max number of tickers has been reached, contract: Option(conId=467966522, symbol='SPY', lastTradeDateOrContractMonth='20210301', strike=388.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210301C00388000', tradingClass='SPY')\n",
      "Error 101, reqId 25476: Max number of tickers has been reached, contract: Option(conId=467967101, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=402.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00402000', tradingClass='SPY')\n",
      "Error 101, reqId 25518: Max number of tickers has been reached, contract: Option(conId=469116099, symbol='SPY', lastTradeDateOrContractMonth='20210308', strike=392.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210308C00392000', tradingClass='SPY')\n",
      "Error 101, reqId 25502: Max number of tickers has been reached, contract: Option(conId=467163093, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=380.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00380000', tradingClass='SPY')\n",
      "Error 101, reqId 25495: Max number of tickers has been reached, contract: Option(conId=467163185, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=386.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00386000', tradingClass='SPY')\n",
      "Error 101, reqId 25483: Max number of tickers has been reached, contract: Option(conId=467163401, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=407.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00407500', tradingClass='SPY')\n",
      "Error 101, reqId 25493: Max number of tickers has been reached, contract: Option(conId=467163195, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=387.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00387500', tradingClass='SPY')\n",
      "Error 101, reqId 25456: Max number of tickers has been reached, contract: Option(conId=467362421, symbol='SPY', lastTradeDateOrContractMonth='20210301', strike=390.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210301C00390000', tradingClass='SPY')\n",
      "Error 101, reqId 25480: Max number of tickers has been reached, contract: Option(conId=467163389, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=405.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00405000', tradingClass='SPY')\n",
      "Error 101, reqId 25513: Max number of tickers has been reached, contract: Option(conId=467162953, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=371.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00371000', tradingClass='SPY')\n",
      "Error 101, reqId 25462: Max number of tickers has been reached, contract: Option(conId=468672554, symbol='SPY', lastTradeDateOrContractMonth='20210303', strike=389.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210303C00389000', tradingClass='SPY')\n",
      "Error 101, reqId 25473: Max number of tickers has been reached, contract: Option(conId=469567968, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=399.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00399000', tradingClass='SPY')\n",
      "Error 101, reqId 25474: Max number of tickers has been reached, contract: Option(conId=467163363, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=400.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00400000', tradingClass='SPY')\n",
      "Error 101, reqId 25463: Max number of tickers has been reached, contract: Option(conId=468672544, symbol='SPY', lastTradeDateOrContractMonth='20210303', strike=388.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210303C00388000', tradingClass='SPY')\n",
      "Error 101, reqId 25467: Max number of tickers has been reached, contract: Option(conId=467163284, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=394.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00394000', tradingClass='SPY')\n",
      "Error 101, reqId 25484: Max number of tickers has been reached, contract: Option(conId=467967129, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=408.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00408000', tradingClass='SPY')\n",
      "Error 101, reqId 25516: Max number of tickers has been reached, contract: Option(conId=467967090, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=368.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00368000', tradingClass='SPY')\n",
      "Error 101, reqId 25511: Max number of tickers has been reached, contract: Option(conId=467162967, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=372.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00372500', tradingClass='SPY')\n",
      "Error 101, reqId 25454: Max number of tickers has been reached, contract: Option(conId=468671724, symbol='SPY', lastTradeDateOrContractMonth='20210301', strike=392.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210301C00392000', tradingClass='SPY')\n",
      "Error 101, reqId 25471: Max number of tickers has been reached, contract: Option(conId=467163321, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=397.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00397500', tradingClass='SPY')\n",
      "Error 101, reqId 25496: Max number of tickers has been reached, contract: Option(conId=467163168, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=385.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00385000', tradingClass='SPY')\n",
      "Error 101, reqId 25507: Max number of tickers has been reached, contract: Option(conId=467163025, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=376.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00376000', tradingClass='SPY')\n",
      "Error 101, reqId 25490: Max number of tickers has been reached, contract: Option(conId=467163224, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=390.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00390000', tradingClass='SPY')\n",
      "Error 101, reqId 25521: Max number of tickers has been reached, contract: Option(conId=469568247, symbol='SPY', lastTradeDateOrContractMonth='20210308', strike=389.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210308C00389000', tradingClass='SPY')\n",
      "Error 101, reqId 25515: Max number of tickers has been reached, contract: Option(conId=468345174, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=369.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00369000', tradingClass='SPY')\n",
      "Error 101, reqId 25491: Max number of tickers has been reached, contract: Option(conId=467163218, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=389.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00389000', tradingClass='SPY')\n",
      "Error 101, reqId 25487: Max number of tickers has been reached, contract: Option(conId=469568037, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=411.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00411000', tradingClass='SPY')\n",
      "Error 101, reqId 25504: Max number of tickers has been reached, contract: Option(conId=467163068, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=378.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00378000', tradingClass='SPY')\n",
      "Error 101, reqId 25488: Max number of tickers has been reached, contract: Option(conId=467967141, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=412.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00412000', tradingClass='SPY')\n",
      "Error 101, reqId 25469: Max number of tickers has been reached, contract: Option(conId=467163309, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=396.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00396000', tradingClass='SPY')\n",
      "Error 101, reqId 25468: Max number of tickers has been reached, contract: Option(conId=467163298, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=395.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00395000', tradingClass='SPY')\n",
      "Error 101, reqId 25505: Max number of tickers has been reached, contract: Option(conId=467163047, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=377.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00377500', tradingClass='SPY')\n",
      "Error 101, reqId 25514: Max number of tickers has been reached, contract: Option(conId=467162939, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=370.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00370000', tradingClass='SPY')\n",
      "Error 101, reqId 25461: Max number of tickers has been reached, contract: Option(conId=467776383, symbol='SPY', lastTradeDateOrContractMonth='20210303', strike=390.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210303C00390000', tradingClass='SPY')\n",
      "Error 101, reqId 25459: Max number of tickers has been reached, contract: Option(conId=468672582, symbol='SPY', lastTradeDateOrContractMonth='20210303', strike=392.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210303C00392000', tradingClass='SPY')\n",
      "Error 101, reqId 25472: Max number of tickers has been reached, contract: Option(conId=467163344, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=398.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00398000', tradingClass='SPY')\n",
      "Error 101, reqId 25499: Max number of tickers has been reached, contract: Option(conId=467163116, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=382.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00382500', tradingClass='SPY')\n",
      "Error 101, reqId 25506: Max number of tickers has been reached, contract: Option(conId=467163059, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=377.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00377000', tradingClass='SPY')\n",
      "Error 101, reqId 25526: Max number of tickers has been reached, contract: Option(conId=469568813, symbol='SPY', lastTradeDateOrContractMonth='20210310', strike=389.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210310C00389000', tradingClass='SPY')\n",
      "Error 101, reqId 25455: Max number of tickers has been reached, contract: Option(conId=468671715, symbol='SPY', lastTradeDateOrContractMonth='20210301', strike=391.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210301C00391000', tradingClass='SPY')\n",
      "Error 101, reqId 25509: Max number of tickers has been reached, contract: Option(conId=467162997, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=374.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00374000', tradingClass='SPY')\n",
      "Error 101, reqId 25478: Max number of tickers has been reached, contract: Option(conId=469567998, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=403.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00403000', tradingClass='SPY')\n",
      "Error 101, reqId 25482: Max number of tickers has been reached, contract: Option(conId=469568008, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=407.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00407000', tradingClass='SPY')\n",
      "Error 101, reqId 25500: Max number of tickers has been reached, contract: Option(conId=467163128, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=382.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00382000', tradingClass='SPY')\n",
      "Error 101, reqId 25501: Max number of tickers has been reached, contract: Option(conId=467163107, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=381.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00381000', tradingClass='SPY')\n",
      "Error 101, reqId 25512: Max number of tickers has been reached, contract: Option(conId=467162977, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=372.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00372000', tradingClass='SPY')\n",
      "Error 101, reqId 25519: Max number of tickers has been reached, contract: Option(conId=469568259, symbol='SPY', lastTradeDateOrContractMonth='20210308', strike=391.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210308C00391000', tradingClass='SPY')\n",
      "Error 101, reqId 25486: Max number of tickers has been reached, contract: Option(conId=467163410, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=410.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00410000', tradingClass='SPY')\n",
      "Error 101, reqId 25498: Max number of tickers has been reached, contract: Option(conId=467163143, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=383.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00383000', tradingClass='SPY')\n",
      "Error 101, reqId 25457: Max number of tickers has been reached, contract: Option(conId=468671706, symbol='SPY', lastTradeDateOrContractMonth='20210301', strike=389.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210301C00389000', tradingClass='SPY')\n",
      "Error 101, reqId 25497: Max number of tickers has been reached, contract: Option(conId=467163155, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=384.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00384000', tradingClass='SPY')\n",
      "Error 101, reqId 25477: Max number of tickers has been reached, contract: Option(conId=467163372, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=402.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00402500', tradingClass='SPY')\n",
      "Error 101, reqId 25489: Max number of tickers has been reached, contract: Option(conId=467163233, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=391.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00391000', tradingClass='SPY')\n",
      "Error 101, reqId 25465: Max number of tickers has been reached, contract: Option(conId=467163246, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=392.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00392500', tradingClass='SPY')\n",
      "Error 101, reqId 25510: Max number of tickers has been reached, contract: Option(conId=467162990, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=373.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00373000', tradingClass='SPY')\n",
      "Error 101, reqId 25525: Max number of tickers has been reached, contract: Option(conId=469116475, symbol='SPY', lastTradeDateOrContractMonth='20210310', strike=390.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210310C00390000', tradingClass='SPY')\n",
      "Error 101, reqId 25479: Max number of tickers has been reached, contract: Option(conId=467967112, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=404.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00404000', tradingClass='SPY')\n",
      "Error 101, reqId 25481: Max number of tickers has been reached, contract: Option(conId=467967126, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=406.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00406000', tradingClass='SPY')\n",
      "Error 101, reqId 25466: Max number of tickers has been reached, contract: Option(conId=467163269, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=393.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00393000', tradingClass='SPY')\n",
      "Error 101, reqId 25523: Max number of tickers has been reached, contract: Option(conId=469568828, symbol='SPY', lastTradeDateOrContractMonth='20210310', strike=392.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210310C00392000', tradingClass='SPY')\n",
      "Error 101, reqId 25520: Max number of tickers has been reached, contract: Option(conId=468673044, symbol='SPY', lastTradeDateOrContractMonth='20210308', strike=390.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210308C00390000', tradingClass='SPY')\n",
      "Error 101, reqId 25517: Max number of tickers has been reached, contract: Option(conId=467162927, symbol='SPY', lastTradeDateOrContractMonth='20210305', strike=367.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210305C00367500', tradingClass='SPY')\n",
      "Error 101, reqId 25527: Max number of tickers has been reached, contract: Option(conId=469568807, symbol='SPY', lastTradeDateOrContractMonth='20210310', strike=388.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210310C00388000', tradingClass='SPY')\n",
      "Error 101, reqId 25534: Max number of tickers has been reached, contract: Option(conId=468673378, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=397.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00397000', tradingClass='SPY')\n",
      "Error 101, reqId 25530: Max number of tickers has been reached, contract: Option(conId=468673344, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=393.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00393000', tradingClass='SPY')\n",
      "Error 101, reqId 25532: Max number of tickers has been reached, contract: Option(conId=468345746, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=395.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00395000', tradingClass='SPY')\n",
      "Error 101, reqId 25528: Max number of tickers has been reached, contract: Option(conId=468345731, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=392.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00392000', tradingClass='SPY')\n",
      "Error 101, reqId 25533: Max number of tickers has been reached, contract: Option(conId=468673364, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=396.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00396000', tradingClass='SPY')\n",
      "Error 101, reqId 25529: Max number of tickers has been reached, contract: Option(conId=468345721, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=392.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00392500', tradingClass='SPY')\n",
      "Error 101, reqId 25531: Max number of tickers has been reached, contract: Option(conId=468673354, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=394.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00394000', tradingClass='SPY')\n",
      "Value ({Ticker(contract=Option(conId=468670028, symbol='SPY', lastTradeDateOrContractMonth='20210222', strike=392.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210222C00392000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=2.52, bidSize=2, ask=2.5, askSize=3, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=2.37, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=2.37, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=2.52, size=2), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=2.5, size=3)]), Ticker(contract=Option(conId=468671122, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=357.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00357000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=35.49, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=35.49, size=0)]), Ticker(contract=Option(conId=468671137, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=359.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00359000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=33.51, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=33.51, size=0)]), Ticker(contract=Option(conId=464269220, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=387.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00387000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=7.34, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=7.34, size=0)]), Ticker(contract=Option(conId=467966368, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=407.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00407000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=0.1, bidSize=1, ask=0.5, askSize=5, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=0.1, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=0.1, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=0.1, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=0.5, size=5)]), Ticker(contract=Option(conId=464269045, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=371.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00371000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=21.79, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=21.79, size=0)]), Ticker(contract=Option(conId=464269230, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=388.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00388000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=4.5, bidSize=1, ask=9.5, askSize=1, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=6.56, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=6.56, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=4.5, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=9.5, size=1)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.16376468077302977, delta=0.6329507723527145, optPrice=5.640222876627753, pvDividend=0.0, gamma=0.03897802281011243, vega=0.22518283179356047, theta=-0.21970809527326068, undPrice=391.15000000000003)), Ticker(contract=Option(conId=468671110, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=353.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00353000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=39.44, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=39.44, size=0)]), Ticker(contract=Option(conId=464269307, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=397.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00397500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=1.69, askSize=1, prevAsk=-1.0, prevAskSize=0, close=1.26, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=1.26, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=1.69, size=1)]), Ticker(contract=Option(conId=464268995, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=366.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00366000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=26.63, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=26.63, size=0)]), Ticker(contract=Option(conId=464269135, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=379.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00379000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=14.27, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=14.27, size=0)]), Ticker(contract=Option(conId=464269171, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=382.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00382000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=11.56, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=11.56, size=0)]), Ticker(contract=Option(conId=469115261, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=338.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00338000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=54.29, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=54.29, size=0)]), Ticker(contract=Option(conId=467966349, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=399.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00399000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=1.84, askSize=1, prevAsk=-1.0, prevAskSize=0, close=0.86, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=0.86, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=1.84, size=1)]), Ticker(contract=Option(conId=464269193, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=385.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00385000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=6.75, bidSize=15, ask=10.7, askSize=5, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=8.97, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=8.97, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=6.75, size=15), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=10.7, size=5)]), Ticker(contract=Option(conId=466419762, symbol='SPY', lastTradeDateOrContractMonth='20210224', strike=390.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210224C00390000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=1.68, bidSize=2, ask=4.5, askSize=3, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=4.42, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=4.42, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=1.68, size=2), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=4.5, size=3)]), Ticker(contract=Option(conId=464269290, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=395.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00395000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=2.0, bidSize=5, ask=2.0, askSize=10, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=2.2, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=2.0, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=2.0, size=10), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=2.2, size=0)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.1351434237074873, delta=0.32000199736877444, optPrice=1.6496317324838565, pvDividend=0.0, gamma=0.04484796605552869, vega=0.20988596172991847, theta=-0.17198596692278495, undPrice=391.15000000000003)), Ticker(contract=Option(conId=464268930, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=350.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00350000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=42.41, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=42.41, size=0)]), Ticker(contract=Option(conId=464269055, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=372.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00372500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=20.36, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=20.36, size=0)]), Ticker(contract=Option(conId=467966344, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=397.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00397000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=1.52, askSize=1, prevAsk=-1.0, prevAskSize=0, close=1.42, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=1.42, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=1.52, size=1)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.1294807458951124, delta=0.22714060012087478, optPrice=1.00090555471685, pvDividend=0.0, gamma=0.03950418553522986, vega=0.18665272682316658, theta=-0.13903306326792497, undPrice=391.15000000000003)), Ticker(contract=Option(conId=464269247, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=389.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00389000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=5.81, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=5.81, size=0)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.15836167418695257, delta=0.596100204576209, optPrice=4.904994290069697, pvDividend=0.0, gamma=0.041550871737515385, vega=0.22549032500780797, theta=-0.21897812183558948, undPrice=391.15000000000003)), Ticker(contract=Option(conId=465194620, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=392.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00392000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=3.92, bidSize=1, ask=4.0, askSize=1, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=3.79, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=3.79, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=3.92, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=4.0, size=1)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.145995460366744, delta=0.4656529604285569, optPrice=3.0531399208903043, pvDividend=0.0, gamma=0.04613628656181385, vega=0.23566598552871953, theta=-0.20656034935469114, undPrice=391.15000000000003)), Ticker(contract=Option(conId=464269015, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=367.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00367000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=25.66, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=25.66, size=0)]), Ticker(contract=Option(conId=464269091, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=375.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00375000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=17.99, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=17.99, size=0)]), Ticker(contract=Option(conId=467965910, symbol='SPY', lastTradeDateOrContractMonth='20210222', strike=388.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210222C00388000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=7.2, askSize=1, prevAsk=-1.0, prevAskSize=0, close=5.23, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=5.23, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=7.2, size=1)]), Ticker(contract=Option(conId=464731329, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=394.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00394000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=2.78, bidSize=1, ask=3.4, askSize=4, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=2.68, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=2.68, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=2.78, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=3.4, size=4)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.13894283776158953, delta=0.36912453688242364, optPrice=2.06775193844882, pvDividend=0.0, gamma=0.04605611134437997, vega=0.22705638069967593, theta=-0.18671056993591292, undPrice=391.15000000000003)), Ticker(contract=Option(conId=468670019, symbol='SPY', lastTradeDateOrContractMonth='20210222', strike=389.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210222C00389000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=3.0, bidSize=1, ask=-1.0, askSize=0, prevBid=-1.0, prevBidSize=0, close=4.43, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=4.43, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=3.0, size=1)]), Ticker(contract=Option(conId=464269120, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=378.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00378000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=15.19, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=15.19, size=0)]), Ticker(contract=Option(conId=468671085, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=349.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00349000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=43.4, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=43.4, size=0)]), Ticker(contract=Option(conId=464269070, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=373.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00373000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=19.88, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=19.88, size=0)]), Ticker(contract=Option(conId=464268936, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=355.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00355000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=37.47, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=37.47, size=0)]), Ticker(contract=Option(conId=464269261, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=391.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00391000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=4.0, bidSize=1, ask=-1.0, askSize=0, prevBid=-1.0, prevBidSize=0, close=4.42, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=4.42, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=4.0, size=1)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.14978748227707775, delta=0.5116241050231278, optPrice=3.610507290423242, pvDividend=0.0, gamma=0.045274943776331324, vega=0.23534015469074543, theta=-0.2133999893037843, undPrice=391.15000000000003)), Ticker(contract=Option(conId=469115255, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=337.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00337000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=55.28, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=55.28, size=0)]), Ticker(contract=Option(conId=464268919, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=340.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00340000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=52.3, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=52.3, size=0)]), Ticker(contract=Option(conId=464269317, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=400.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00400000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=0.25, bidSize=1, ask=0.6, askSize=1, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=0.66, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=0.25, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=0.6, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=0.66, size=0)]), Ticker(contract=Option(conId=464269187, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=384.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00384000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=9.82, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=9.82, size=0)]), Ticker(contract=Option(conId=464268956, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=360.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00360000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=32.52, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=32.52, size=0)]), Ticker(contract=Option(conId=464269028, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=369.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00369000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=23.72, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=23.72, size=0)]), Ticker(contract=Option(conId=464269001, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=367.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00367500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=25.17, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=25.17, size=0)]), Ticker(contract=Option(conId=469115306, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=347.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00347000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=45.37, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=45.37, size=0)]), Ticker(contract=Option(conId=464269140, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=380.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00380000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=9.0, bidSize=2, ask=-1.0, askSize=0, prevBid=-1.0, prevBidSize=0, close=13.35, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=13.35, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=9.0, size=2)]), Ticker(contract=Option(conId=465194627, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=396.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00396000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=3.1, askSize=1, prevAsk=-1.0, prevAskSize=0, close=1.79, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=1.79, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=3.1, size=1)]), Ticker(contract=Option(conId=469115271, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=339.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00339000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=53.29, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=53.29, size=0)]), Ticker(contract=Option(conId=468670580, symbol='SPY', lastTradeDateOrContractMonth='20210224', strike=389.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210224C00389000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=5.3, askSize=1, prevAsk=-1.0, prevAskSize=0, close=5.14, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=5.14, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=5.3, size=1)]), Ticker(contract=Option(conId=464269021, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=368.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00368000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=24.69, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=24.69, size=0)]), Ticker(contract=Option(conId=464269276, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=392.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00392500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=3.5, bidSize=1, ask=4.69, askSize=1, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=3.49, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=3.49, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=3.5, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=4.69, size=1)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.14414709917030846, delta=0.4417905470838673, optPrice=2.781455593349917, pvDividend=0.0, gamma=0.04647846565551683, vega=0.23582975647836868, theta=-0.20284171007659127, undPrice=391.15000000000003)), Ticker(contract=Option(conId=464269160, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=382.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00382500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=11.12, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=11.12, size=0)]), Ticker(contract=Option(conId=464268914, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=335.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00335000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=57.28, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=57.28, size=0)]), Ticker(contract=Option(conId=468671100, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=351.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00351000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=41.42, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=41.42, size=0)]), Ticker(contract=Option(conId=465194617, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=362.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00362000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=30.55, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=30.55, size=0)]), Ticker(contract=Option(conId=469115286, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=342.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00342000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=50.32, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=50.32, size=0)]), Ticker(contract=Option(conId=464269255, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=390.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00390000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=5.5, askSize=1, prevAsk=-1.0, prevAskSize=0, close=5.09, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=5.5, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=5.09, size=0)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.15403290871759248, delta=0.5552725214167766, optPrice=4.245928738068424, pvDividend=0.0, gamma=0.04348412962037084, vega=0.23501604141312527, theta=-0.2167761677337151, undPrice=391.15000000000003)), Ticker(contract=Option(conId=464269207, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=386.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00386000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=9.74, askSize=1, prevAsk=-1.0, prevAskSize=0, close=8.15, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=8.15, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=9.74, size=1)]), Ticker(contract=Option(conId=465194636, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=404.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00404000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=0.22, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=0.22, size=0)]), Ticker(contract=Option(conId=464268965, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=362.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00362500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=30.06, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=30.06, size=0)]), Ticker(contract=Option(conId=464269213, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=387.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00387500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=8.95, askSize=3, prevAsk=-1.0, prevAskSize=0, close=6.95, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=6.95, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=8.95, size=3)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.16545943322195714, delta=0.6513213863167628, optPrice=5.985057377657804, pvDividend=0.0, gamma=0.03798484321158099, vega=0.2250292720502225, theta=-0.2185849304187378, undPrice=391.15000000000003)), Ticker(contract=Option(conId=468671175, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=393.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00393000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=3.75, askSize=4, prevAsk=-1.0, prevAskSize=0, close=3.21, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=3.21, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=3.75, size=4)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.14190115891343122, delta=0.4173788996788777, optPrice=2.5133743727852647, pvDividend=0.0, gamma=0.04677092001367458, vega=0.2267397680291916, theta=-0.19779400026031385, undPrice=391.15000000000003)), Ticker(contract=Option(conId=466133953, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=358.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00358000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=34.5, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=34.5, size=0)]), Ticker(contract=Option(conId=467966186, symbol='SPY', lastTradeDateOrContractMonth='20210224', strike=388.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210224C00388000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=1.5, bidSize=2, ask=-1.0, askSize=0, prevBid=-1.0, prevBidSize=0, close=5.91, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=5.91, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=1.5, size=2)]), Ticker(contract=Option(conId=464268935, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=352.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00352500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=39.94, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=39.94, size=0)]), Ticker(contract=Option(conId=464268977, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=364.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00364000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=28.59, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=28.59, size=0)]), Ticker(contract=Option(conId=466133927, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=348.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00348000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=44.38, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=44.38, size=0)]), Ticker(contract=Option(conId=465194630, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=398.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00398000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=1.12, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=1.12, size=0)]), Ticker(contract=Option(conId=469115277, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=341.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00341000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=51.31, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=51.31, size=0)]), Ticker(contract=Stock(conId=756733, symbol='SPY', exchange='ARCA', primaryExchange='ARCA', currency='USD', localSymbol='SPY', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=389.85, bidSize=10, ask=389.9, askSize=11, last=389.85, lastSize=1, prevBid=389.84, prevBidSize=5, prevAsk=389.88, prevAskSize=6, prevLast=389.86, prevLastSize=2, volume=13997, close=392.39, halted=0.0, putVolume=0, callVolume=0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=4, price=389.85, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=5, price=389.85, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=8, price=-1.0, size=13997), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=392.39, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=49, price=0.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=29, price=-1.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=30, price=-1.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=4, price=389.85, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=5, price=389.85, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=8, price=-1.0, size=13997), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=392.39, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=49, price=0.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=29, price=-1.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=30, price=-1.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=4, price=389.85, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=5, price=389.85, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=8, price=-1.0, size=13997), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=392.39, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=49, price=0.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=29, price=-1.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=30, price=-1.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=4, price=389.85, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=5, price=389.85, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=8, price=-1.0, size=13997), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=392.39, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=49, price=0.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=29, price=-1.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=30, price=-1.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=49, price=0.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=49, price=0.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=49, price=0.0, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=389.84, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=389.9, size=6), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=389.87, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=3, price=389.87, size=16), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=389.82, size=10), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=389.86, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=389.88, size=6), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=0, price=389.82, size=15), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=389.84, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=389.85, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=389.9, size=6), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=0, price=389.85, size=6), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=0, price=389.85, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=3, price=389.9, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=0, price=389.85, size=10), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=3, price=389.9, size=6), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=3, price=389.9, size=11)]), Ticker(contract=Option(conId=468670596, symbol='SPY', lastTradeDateOrContractMonth='20210224', strike=391.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210224C00391000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=0.6, bidSize=1, ask=3.88, askSize=1, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=3.74, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=0.6, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=3.88, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=3.74, size=0)]), Ticker(contract=Option(conId=464268947, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=357.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00357500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=34.99, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=34.99, size=0)]), Ticker(contract=Option(conId=468671152, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=361.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00361000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=31.54, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=31.54, size=0)]), Ticker(contract=Option(conId=441994085, symbol='SPY', lastTradeDateOrContractMonth='20210219', strike=390.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210219C00390000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=1.8, bidSize=5, ask=3.5, askSize=10, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=3.16, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=1.8, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=3.5, size=10), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=3.16, size=0)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.14459398382968566, delta=0.6330254550823325, optPrice=2.023694783556006, pvDividend=0.0, gamma=0.10986817454974955, vega=0.09074936520580268, theta=-0.4820593825764045, undPrice=391.15000000000003)), Ticker(contract=Option(conId=464269038, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=370.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00370000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=22.76, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=22.76, size=0)]), Ticker(contract=Option(conId=464268920, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=345.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00345000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=47.35, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=47.35, size=0)]), Ticker(contract=Option(conId=464269177, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=383.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00383000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=10.68, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=10.68, size=0)]), Ticker(contract=Option(conId=464269082, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=374.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00374000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=18.93, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=18.93, size=0)]), Ticker(contract=Option(conId=464269150, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=381.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00381000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=5.0, bidSize=1, ask=16.7, askSize=2, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=12.45, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=12.45, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=5.0, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=16.7, size=2)]), Ticker(contract=Option(conId=467966358, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=401.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00401000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=0.52, bidSize=40, ask=-1.0, askSize=0, prevBid=-1.0, prevBidSize=0, close=0.5, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=0.5, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=0.52, size=40)]), Ticker(contract=Option(conId=464268975, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=363.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00363000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=29.57, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=29.57, size=0)]), Ticker(contract=Option(conId=469115244, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=336.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00336000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=56.28, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=56.28, size=0)]), Ticker(contract=Option(conId=465194642, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=406.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00406000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=0.13, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=0.13, size=0)]), Ticker(contract=Option(conId=465194633, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=402.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00402000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=1.1, askSize=1, prevAsk=-1.0, prevAskSize=0, close=0.37, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=0.37, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=1.1, size=1)]), Ticker(contract=Option(conId=468670022, symbol='SPY', lastTradeDateOrContractMonth='20210222', strike=391.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210222C00391000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=3.16, askSize=3, prevAsk=-1.0, prevAskSize=0, close=2.99, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=2.99, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=3.16, size=3)]), Ticker(contract=Option(conId=466133908, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=346.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00346000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=46.36, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=46.36, size=0)]), Ticker(contract=Option(conId=469115292, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=343.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00343000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=49.33, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=49.33, size=0)]), Ticker(contract=Option(conId=454493582, symbol='SPY', lastTradeDateOrContractMonth='20210219', strike=391.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210219C00391000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=1.0, bidSize=8, ask=1.95, askSize=1, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=2.45, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=1.0, size=8), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=1.95, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=2.45, size=0)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.1384555772129491, delta=0.5199783967703229, optPrice=1.3912715167072387, pvDividend=0.0, gamma=0.121536697166313, vega=0.09458446448065172, theta=-0.48882105266567993, undPrice=391.15000000000003)), Ticker(contract=Option(conId=464269097, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=376.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00376000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=17.05, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=17.05, size=0)]), Ticker(contract=Option(conId=466133942, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=356.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00356000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=36.48, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=36.48, size=0)]), Ticker(contract=Option(conId=466133673, symbol='SPY', lastTradeDateOrContractMonth='20210222', strike=390.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210222C00390000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=3.86, askSize=1, prevAsk=-1.0, prevAskSize=0, close=3.68, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=3.68, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=3.86, size=1)]), Ticker(contract=Option(conId=464268990, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=365.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00365000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=27.61, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=27.61, size=0)]), Ticker(contract=Option(conId=466133928, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=352.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00352000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=40.43, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=40.43, size=0)]), Ticker(contract=Option(conId=464269332, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=402.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00402500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=1.44, askSize=2, prevAsk=-1.0, prevAskSize=0, close=0.32, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=0.32, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=1.44, size=2)]), Ticker(contract=Option(conId=464269060, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=372.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00372000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=20.83, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=20.83, size=0)]), Ticker(contract=Option(conId=454493536, symbol='SPY', lastTradeDateOrContractMonth='20210219', strike=388.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210219C00388000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=3.0, bidSize=1, ask=6.5, askSize=4, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=4.8, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=3.0, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=6.5, size=4), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=4.8, size=0)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.15917717548748675, delta=0.8002331102814362, optPrice=3.5759691338476864, pvDividend=0.0, gamma=0.07424269613854174, vega=0.06626895890086093, theta=-0.39504549574240994, undPrice=391.15000000000003)), Ticker(contract=Option(conId=468670606, symbol='SPY', lastTradeDateOrContractMonth='20210224', strike=392.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210224C00392000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=3.0, askSize=1, prevAsk=-1.0, prevAskSize=0, close=3.11, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=3.0, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=3.11, size=0)]), Ticker(contract=Option(conId=464269346, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=405.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00405000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=0.04, bidSize=3, ask=0.1, askSize=20, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=0.17, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=0.17, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=0.04, size=3), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=0.1, size=20)]), Ticker(contract=Option(conId=464269112, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=377.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00377000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=16.11, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=16.11, size=0)]), Ticker(contract=Option(conId=464269106, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=377.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00377500', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=0.04, bidSize=1, ask=-1.0, askSize=0, prevBid=-1.0, prevBidSize=0, close=15.65, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=15.65, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=0.04, size=1)]), Ticker(contract=Option(conId=466133893, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=344.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00344000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=48.34, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=48.34, size=0)]), Ticker(contract=Option(conId=467966361, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=403.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00403000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=-1.0, bidSize=0, ask=1.12, askSize=1, prevAsk=-1.0, prevAskSize=0, close=0.28, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=0.28, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=1.12, size=1)]), Ticker(contract=Option(conId=454493599, symbol='SPY', lastTradeDateOrContractMonth='20210219', strike=392.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210219C00392000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=1.95, bidSize=1, ask=1.4, askSize=1, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=1.81, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=1.81, size=0), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=1.95, size=1), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=1.4, size=1)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=391.15000000000003), modelGreeks=OptionComputation(impliedVol=0.13345702438101828, delta=0.3962847977982919, optPrice=0.8900551504985871, pvDividend=0.0, gamma=0.12183556547657899, vega=0.09100263831618038, theta=-0.45519323628212705, undPrice=391.15000000000003)), Ticker(contract=Option(conId=454493563, symbol='SPY', lastTradeDateOrContractMonth='20210219', strike=389.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210219C00389000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), bid=3.39, bidSize=5, ask=5.9, askSize=10, prevBid=-1.0, prevBidSize=0, prevAsk=-1.0, prevAskSize=0, close=3.95, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=1, price=3.39, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=2, price=5.9, size=10), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=3.95, size=0)], bidGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=389.85), askGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=389.85), lastGreeks=OptionComputation(impliedVol=None, delta=None, optPrice=None, pvDividend=0.0, gamma=None, vega=None, theta=None, undPrice=389.85), modelGreeks=OptionComputation(impliedVol=0.15145838767020814, delta=0.5972121666360122, optPrice=1.8736597904510184, pvDividend=0.0, gamma=0.11014865664784394, vega=0.08897613744570587, theta=-0.5266521723761876, undPrice=389.85)), Ticker(contract=Option(conId=466133939, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=354.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00354000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), marketDataType=0, bid=-1.0, bidSize=0, ask=-1.0, askSize=0, close=38.45, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 251666, tzinfo=datetime.timezone.utc), tickType=9, price=38.45, size=0)])},) caused exception for event Event<pendingTickersEvent, [[None, None, <function onPendingTickers at 0x11c2aab80>]]>\n",
      "Traceback (most recent call last):\n",
      "  File \"/Users/jakuborsula/Documents/ibapi/venv/lib/python3.8/site-packages/eventkit/event.py\", line 181, in emit\n",
      "    func(*args)\n",
      "  File \"<ipython-input-30-b9e5b131ca36>\", line 21, in onPendingTickers\n",
      "    new_volume = direction * ticker.volume * ticker.modelGreeks.delta\n",
      "AttributeError: 'NoneType' object has no attribute 'delta'\n",
      "Value ({Ticker(contract=Option(conId=464268930, symbol='SPY', lastTradeDateOrContractMonth='20210226', strike=350.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210226C00350000', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 721372, tzinfo=datetime.timezone.utc), bid=7.9, bidSize=1, ask=-1.0, askSize=0, prevBid=-1.0, prevBidSize=0, close=42.41, halted=0.0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 721372, tzinfo=datetime.timezone.utc), tickType=1, price=7.9, size=1)]), Ticker(contract=Stock(conId=756733, symbol='SPY', exchange='ARCA', primaryExchange='ARCA', currency='USD', localSymbol='SPY', tradingClass='SPY'), time=datetime.datetime(2021, 2, 18, 13, 57, 43, 721372, tzinfo=datetime.timezone.utc), bid=389.85, bidSize=5, ask=389.9, askSize=6, last=389.85, lastSize=1, prevBid=389.84, prevBidSize=10, prevAsk=389.88, prevAskSize=11, prevLast=389.86, prevLastSize=2, volume=13997, close=392.39, halted=0.0, putVolume=0, callVolume=0, ticks=[TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 721372, tzinfo=datetime.timezone.utc), tickType=0, price=389.85, size=5), TickData(time=datetime.datetime(2021, 2, 18, 13, 57, 43, 721372, tzinfo=datetime.timezone.utc), tickType=3, price=389.9, size=6)])},) caused exception for event Event<pendingTickersEvent, [[None, None, <function onPendingTickers at 0x11c2aab80>]]>\n",
      "Traceback (most recent call last):\n",
      "  File \"/Users/jakuborsula/Documents/ibapi/venv/lib/python3.8/site-packages/eventkit/event.py\", line 181, in emit\n",
      "    func(*args)\n",
      "  File \"<ipython-input-30-b9e5b131ca36>\", line 21, in onPendingTickers\n",
      "    new_volume = direction * ticker.volume * ticker.modelGreeks.delta\n",
      "AttributeError: 'NoneType' object has no attribute 'delta'\n",
      "Error 101, reqId 25567: Max number of tickers has been reached, contract: Option(conId=468345491, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=374.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00374000', tradingClass='SPY')\n",
      "Error 101, reqId 25565: Max number of tickers has been reached, contract: Option(conId=468345524, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=376.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00376000', tradingClass='SPY')\n",
      "Error 101, reqId 25578: Max number of tickers has been reached, contract: Option(conId=468345361, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=365.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00365000', tradingClass='SPY')\n",
      "Error 101, reqId 25569: Max number of tickers has been reached, contract: Option(conId=468345449, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=372.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00372500', tradingClass='SPY')\n",
      "Error 101, reqId 25575: Max number of tickers has been reached, contract: Option(conId=468345378, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=367.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00367500', tradingClass='SPY')\n",
      "Error 101, reqId 25535: Max number of tickers has been reached, contract: Option(conId=468345761, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=397.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00397500', tradingClass='SPY')\n",
      "Error 101, reqId 25576: Max number of tickers has been reached, contract: Option(conId=468345384, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=367.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00367000', tradingClass='SPY')\n",
      "Error 101, reqId 25538: Max number of tickers has been reached, contract: Option(conId=468345774, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=400.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00400000', tradingClass='SPY')\n",
      "Error 101, reqId 25573: Max number of tickers has been reached, contract: Option(conId=468345409, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=369.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00369000', tradingClass='SPY')\n",
      "Error 101, reqId 25542: Max number of tickers has been reached, contract: Option(conId=468673441, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=403.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00403000', tradingClass='SPY')\n",
      "Error 101, reqId 25548: Max number of tickers has been reached, contract: Option(conId=468345709, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=390.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00390000', tradingClass='SPY')\n",
      "Error 101, reqId 25563: Max number of tickers has been reached, contract: Option(conId=468345539, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=377.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00377500', tradingClass='SPY')\n",
      "Error 101, reqId 25551: Max number of tickers has been reached, contract: Option(conId=468345669, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=387.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00387500', tradingClass='SPY')\n",
      "Error 101, reqId 25559: Max number of tickers has been reached, contract: Option(conId=468345599, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=381.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00381000', tradingClass='SPY')\n",
      "Error 101, reqId 25546: Max number of tickers has been reached, contract: Option(conId=468673479, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=407.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00407000', tradingClass='SPY')\n",
      "Error 101, reqId 25577: Max number of tickers has been reached, contract: Option(conId=468345364, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=366.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00366000', tradingClass='SPY')\n",
      "Error 101, reqId 25566: Max number of tickers has been reached, contract: Option(conId=468345509, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=375.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00375000', tradingClass='SPY')\n",
      "Error 101, reqId 25562: Max number of tickers has been reached, contract: Option(conId=468345560, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=378.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00378000', tradingClass='SPY')\n",
      "Error 101, reqId 25572: Max number of tickers has been reached, contract: Option(conId=468345429, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=370.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00370000', tradingClass='SPY')\n",
      "Error 101, reqId 25545: Max number of tickers has been reached, contract: Option(conId=468673471, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=406.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00406000', tradingClass='SPY')\n",
      "Error 101, reqId 25536: Max number of tickers has been reached, contract: Option(conId=468673395, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=398.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00398000', tradingClass='SPY')\n",
      "Error 101, reqId 25553: Max number of tickers has been reached, contract: Option(conId=468345661, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=386.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00386000', tradingClass='SPY')\n",
      "Error 101, reqId 25558: Max number of tickers has been reached, contract: Option(conId=468345616, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=382.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00382000', tradingClass='SPY')\n",
      "Error 101, reqId 25557: Max number of tickers has been reached, contract: Option(conId=468345611, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=382.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00382500', tradingClass='SPY')\n",
      "Error 101, reqId 25549: Max number of tickers has been reached, contract: Option(conId=468345694, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=389.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00389000', tradingClass='SPY')\n",
      "Error 101, reqId 25555: Max number of tickers has been reached, contract: Option(conId=468345638, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=384.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00384000', tradingClass='SPY')\n",
      "Error 101, reqId 25574: Max number of tickers has been reached, contract: Option(conId=468345398, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=368.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00368000', tradingClass='SPY')\n",
      "Error 101, reqId 25544: Max number of tickers has been reached, contract: Option(conId=468345805, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=405.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00405000', tradingClass='SPY')\n",
      "Error 101, reqId 25552: Max number of tickers has been reached, contract: Option(conId=468345674, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=387.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00387000', tradingClass='SPY')\n",
      "Error 101, reqId 25568: Max number of tickers has been reached, contract: Option(conId=468345480, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=373.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00373000', tradingClass='SPY')\n",
      "Error 101, reqId 25541: Max number of tickers has been reached, contract: Option(conId=468345791, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=402.5, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00402500', tradingClass='SPY')\n",
      "Error 101, reqId 25556: Max number of tickers has been reached, contract: Option(conId=468345626, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=383.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00383000', tradingClass='SPY')\n",
      "Error 101, reqId 25543: Max number of tickers has been reached, contract: Option(conId=468673456, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=404.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00404000', tradingClass='SPY')\n",
      "Error 101, reqId 25537: Max number of tickers has been reached, contract: Option(conId=468673401, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=399.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00399000', tradingClass='SPY')\n",
      "Error 101, reqId 25561: Max number of tickers has been reached, contract: Option(conId=468345569, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=379.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00379000', tradingClass='SPY')\n",
      "Error 101, reqId 25571: Max number of tickers has been reached, contract: Option(conId=468345439, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=371.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00371000', tradingClass='SPY')\n",
      "Error 101, reqId 25539: Max number of tickers has been reached, contract: Option(conId=468673414, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=401.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00401000', tradingClass='SPY')\n",
      "Error 101, reqId 25540: Max number of tickers has been reached, contract: Option(conId=468673426, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=402.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00402000', tradingClass='SPY')\n",
      "Error 101, reqId 25570: Max number of tickers has been reached, contract: Option(conId=468345464, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=372.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00372000', tradingClass='SPY')\n",
      "Error 101, reqId 25547: Max number of tickers has been reached, contract: Option(conId=468345718, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=391.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00391000', tradingClass='SPY')\n",
      "Error 101, reqId 25560: Max number of tickers has been reached, contract: Option(conId=468345589, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=380.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00380000', tradingClass='SPY')\n",
      "Error 101, reqId 25550: Max number of tickers has been reached, contract: Option(conId=468345684, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=388.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00388000', tradingClass='SPY')\n",
      "Error 101, reqId 25554: Max number of tickers has been reached, contract: Option(conId=468345641, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=385.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00385000', tradingClass='SPY')\n",
      "Error 101, reqId 25579: Max number of tickers has been reached, contract: Option(conId=468345349, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=364.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00364000', tradingClass='SPY')\n",
      "Error 101, reqId 25564: Max number of tickers has been reached, contract: Option(conId=468345548, symbol='SPY', lastTradeDateOrContractMonth='20210312', strike=377.0, right='C', multiplier='100', exchange='NASDAQOM', currency='USD', localSymbol='SPY   210312C00377000', tradingClass='SPY')\n"
     ]
    }
   ],
   "source": [
    "# MAIN LOOP AHEAD\n",
    "\n",
    "print(f'Qualified {len(qualifiedContracts[\"CALL\"]) + len(qualifiedContracts[\"PUT\"])} contracts')\n",
    "print(f'Underlying ticker is {underlying.symbol}, track with con id: {underlying.conId}')\n",
    "\n",
    "# subscribe to underlyings market data\n",
    "ib.reqMktData(underlying, '100')\n",
    "REGISTER['underlying_conId'] = underlying.conId\n",
    "REGISTER['underlying_vol'] = 0 # aka denominator of NOPE equation\n",
    "\n",
    "# here we will store last option volumes\n",
    "REGISTER['option_vols'] = {}\n",
    "option_conn_ids = register_option_volumes(qualifiedContracts)\n",
    "\n",
    "# this is the nominator of the NOPE equation\n",
    "REGISTER['opt_total_volume'] = 0\n",
    "\n",
    "ib.pendingTickersEvent += onPendingTickers"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "outputs": [],
   "source": [
    "ib.disconnect()"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "outputs": [],
   "source": [],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n"
    }
   }
  }
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