28:null 29:["$","title",null,{"children":"Option Chains (Live) | Ajay | Observable"}] 2e:T485,function* OptionChainsView() { let chains = md` ### How many series are there?

${data.map(each => { let label = seriesLabelFormat(expirationParser(each.seriesLabel)); let table = html`

${label}

Strikes

`; return table; })}

#### Total: *${data.length}* `; yield chains; data.map(each => { let callsNode = d3 .select(chains) .select(`.DT${each.seriesLabel}-calls`) .node(); let putsNode = d3 .select(chains) .select(`.DT${each.seriesLabel}-puts`) .node(); new window.fin.Hypergrid(callsNode, { data: each.calls }); new window.fin.Hypergrid(putsNode, { data: each.puts }); }); }2f:[] 2c:{"id":"b42feeff42dc76d8","slug":"option-chains-live","title":"Option Chains 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Pricing","owner":{"id":"c4502285a4e37a76","login":"stroked","name":"Ajay"}},"type":"notebook","body":{"title":"Option Chains (Live)","cells":[{"id":0,"value":"md`# Option Chains (Live)`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":612,"value":"//todo: parse option code","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":22,"value":"viewof SYMBOL = text({\n title: \"Symbol\",\n placeholder: \"Enter Symbol\",\n description: \"fetch option chains for this symbol\",\n value: \"IBM\",\n submit: true\n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":571,"value":"OptionChainsView()","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":67,"value":"$2e","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":312,"value":"strikeScale =options=> d3.scaleBand().domain([options.strikes]).range([0,width])","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":314,"value":"volumeScale = call_and_puts=>d3.scaleLinear().domain(d3.extent(call_and_puts,d=>d.volume))","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":56,"value":"md`## DATA`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":322,"value":"FrontMonth = {\n let firstSeries = OptionChain[0];\n let calls = firstSeries.options[0].calls,\n puts = firstSeries.options[0].puts;\n let options = [...calls, ...puts];\n return options;\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":436,"value":"data = OptionChain.map(x => {\n let calls = x.options[0].calls.map(parseOption);\n let puts = x.options[0].puts.map(parseOption);\n let seriesLabel = x.options[0].expirationDate;\n return { seriesLabel, calls, puts };\n})","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":559,"value":"parseOption = obj => {\n \n \n \n \n return obj;\n}","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":456,"value":"AllOptions = d3.merge(\n OptionChain.map(series => [\n ...series.options[0].calls,\n ...series.options[0].puts\n ])\n)","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":41,"value":"OptionChain = (await OptionChainFetcher(SYMBOL)).map(x=>x.optionChain.result[0])","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":45,"value":"parseOptionCode = arr =>\n arr.map(x => {\n let obj = { ...x };\n obj.OptionCode = contractSymbolParser(obj.contractSymbol);\n return obj;\n })","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":59,"value":"md`## UTILS`","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":51,"value":"expirationParser = d3.timeParse('%s')","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":49,"value":"seriesLabelFormat = d3.timeFormat('%b %d, %Y')","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":47,"value":"contractSymbolParser = option_code_string => {\n let oc = option_code_string.split(\n /([\\w]{1,6})((\\d{2})(\\d{2})(\\d{2}))([PC])(\\d{8})/g\n );\n let expirationDT = expirationParser(oc[2]);\n return {\n label: seriesLabelFormat(expirationDT),\n underlying: oc[1],\n expirationDT: expirationDT,\n optionType: oc[6]\n };\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":10,"value":"d3=require('d3','d3-array')","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":14,"value":"import {OptionChainFetcher} from '@stroked/yahoofinance'","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":19,"value":"import {text} from '@jashkenas/inputs'","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":65,"value":"import {table} from '@tmcw/tables'","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":353,"value":"Hypergrid = require('https://fin-hypergrid.github.io/core/demo/build/fin-hypergrid.js').catch(\n () => window.fin.Hypergrid\n)","pinned":true,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W2f","stdlib":"1","titling":"auto"}} 2d:"$2c:body"