Tradier: compute IV/delta when greeks absent

331f0fb verified 17 days ago

15.3 kB

"""Market data providers — one normalized interface, four adapters.
- YFinanceProvider: free, ~15-min delayed. Zero setup. Default.
- TradierProvider:  real-time with an API key (broker account, free tier).
- PolygonProvider:  real-time snapshot with API key.
- AlpacaProvider:   real-time snapshots with key/secret (greeks computed).
Set keys as environment variables TRADIER_API_KEY / POLYGON_API_KEY /
ALPACA_KEY_ID + ALPACA_SECRET_KEY and the scanner picks the best available
provider automatically (Tradier > Alpaca > Polygon > yfinance), or force one
with provider="tradier|alpaca|polygon|yfinance".
"""
import os
import json
import urllib.request
from datetime import datetime, date, timezone

from .chain_model import Chain, Quote
from .pricing import bs_delta, implied_vol, bs_gamma, bs_theta, bs_vega, bs_price


class DataProvider:
    name = "base"

    def get_spot(self, symbol):
        raise NotImplementedError

    def get_chain(self, symbol, max_expiries=6):
        raise NotImplementedError

    def get_next_earnings(self, symbol):
        return ""

    def _fetch_json(self, url, headers=None, timeout=15):
        req = urllib.request.Request(url, headers=headers or {"User-Agent": "options-scanner/1.0"})
        with urllib.request.urlopen(req, timeout=timeout) as resp:
            return json.loads(resp.read().decode())


class YFinanceProvider(DataProvider):
    """Free delayed data. Requires `pip install yfinance`."""
    name = "yfinance"

    def __init__(self):
        import yfinance as yf  # noqa: F401  (fail fast if missing)
        self._yf = yf

    def get_spot(self, symbol):
        t = self._yf.Ticker(symbol)
        price = None
        try:
            fi = t.fast_info
            price = fi["lastPrice"] if "lastPrice" in fi else fi.last_price
        except Exception:
            pass
        if not price:
            price = t.history(period="1d")["Close"].iloc[-1]
        return float(price)

    def get_next_earnings(self, symbol):
        try:
            cal = self._yf.Ticker(symbol).calendar
            if isinstance(cal, dict):
                d = cal.get("Earnings Date")
                if isinstance(d, list) and d:
                    return d[0].strftime("%Y-%m-%d") if hasattr(d[0], "strftime") else str(d[0])
                if d and hasattr(d, "strftime"):
                    return d.strftime("%Y-%m-%d")
        except Exception:
            pass
        return ""

    def get_chain(self, symbol, max_expiries=6):
        t = self._yf.Ticker(symbol)
        spot = self.get_spot(symbol)
        exps = list(t.options)[:max_expiries]
        quotes = []
        for exp in exps:
            oc = t.option_chain(exp)
            for df, kind in ((oc.calls, "C"), (oc.puts, "P")):
                for _, row in df.iterrows():
                    bid, ask = float(row.get("bid", 0) or 0), float(row.get("ask", 0) or 0)
                    last = float(row.get("lastPrice", 0) or 0)
                    iv = float(row.get("impliedVolatility", 0) or 0)
                    dte = (datetime.strptime(exp, "%Y-%m-%d").date() -
                           datetime.now(timezone.utc).date()).days
                    delta = bs_delta(spot, float(row["strike"]), max(dte, 0.5) / 365.0, iv, kind)
                    _v = row.get("volume", 0)
                    _oi = row.get("openInterest", 0)
                    quotes.append(Quote(strike=float(row["strike"]), expiry=exp, kind=kind,
                                        bid=bid, ask=ask, last=last, iv=iv, delta=delta,
                                        volume=int(_v) if _v == _v else 0,
                                        open_interest=int(_oi) if _oi == _oi else 0))
        chain = Chain(symbol=symbol, spot=spot, quotes=quotes)
        back = chain.expirations(min_dte=25, max_dte=45)
        chain.iv30 = chain.atm_iv(back[0] if back else (exps[-1] if exps else exps[0])) if quotes else 0.0
        chain.next_earnings = self.get_next_earnings(symbol)
        return chain


class TradierProvider(DataProvider):
    """Real-time (with broker account) option chains incl. greeks.
    TRADIER_API_KEY + optionally TRADIER_BASE (default live)."""
    name = "tradier"

    def __init__(self, api_key=None, base=None):
        self.key = api_key or os.environ["TRADIER_API_KEY"]
        self.base = base or os.environ.get("TRADIER_BASE", "https://api.tradier.com/v1")
        self.headers = {"Authorization": f"Bearer {self.key}", "Accept": "application/json"}

    def get_spot(self, symbol):
        data = self._fetch_json(f"{self.base}/markets/quotes?symbols={symbol}", self.headers)
        return float(data["quotes"]["quote"]["last"])

    def get_chain(self, symbol, max_expiries=6):
        spot = self.get_spot(symbol)
        edata = self._fetch_json(f"{self.base}/markets/options/expirations?symbol={symbol}", self.headers)
        exps = edata["expirations"]["date"][:max_expiries]
        if isinstance(exps, str):
            exps = [exps]
        quotes = []
        for exp in exps:
            cdata = self._fetch_json(f"{self.base}/markets/options/chains?symbol={symbol}&expiration={exp}",
                                     self.headers)
            opts = (cdata.get("options") or {}).get("option") or []
            if isinstance(opts, dict):
                opts = [opts]
            for o in opts:
                g = o.get("greeks") or {}
                quotes.append(Quote(strike=float(o["strike"]), expiry=exp,
                                    kind="C" if o["option_type"] == "call" else "P",
                                    bid=float(o.get("bid") or 0), ask=float(o.get("ask") or 0),
                                    last=float(o.get("last") or 0),
                                    iv=float(g.get("mid_iv") or 0),
                                    delta=float(g.get("delta") or 0),
                                    volume=int(o.get("volume") or 0),
                                    open_interest=int(o.get("open_interest") or 0)))
        chain = Chain(symbol=symbol, spot=spot, quotes=quotes)
        # Many Tradier entitlements return no greeks block; compute IV and
        # delta from the quotes ourselves when missing.
        from datetime import datetime
        for q in chain.quotes:
            if q.iv <= 0 and q.mid > 0:
                dte = (datetime.strptime(q.expiry, "%Y-%m-%d").date() -
                       datetime.now(timezone.utc).date()).days
                T = max(dte, 0.5) / 365.0
                q.iv = implied_vol(q.mid, spot, q.strike, T, q.kind)
                q.delta = bs_delta(spot, q.strike, T, q.iv, q.kind) if q.iv > 0 else 0.0
        back = chain.expirations(min_dte=25, max_dte=45)
        chain.iv30 = chain.atm_iv(back[0] if back else exps[0]) if quotes else 0.0
        return chain


class PolygonProvider(DataProvider):
    """Real-time snapshot chain. Requires POLYGON_API_KEY (options plan)."""
    name = "polygon"

    def __init__(self, api_key=None):
        self.key = api_key or os.environ["POLYGON_API_KEY"]

    def get_spot(self, symbol):
        data = self._fetch_json(f"https://api.polygon.io/v2/aggs/ticker/I:{symbol}/prev")
        return float(data["results"][0]["c"])

    def get_chain(self, symbol, max_expiries=6):
        url = (f"https://api.polygon.io/v3/snapshot/options/{symbol}?"
               f"limit=250&apiKey={self.key}")
        quotes, spot = [], 0.0
        while url and len({(q.expiry) for q in quotes}) < max_expiries:
            data = self._fetch_json(url)
            for r in data.get("results", []):
                d = r.get("details", {})
                exp = d.get("expiration_date")
                lq = r.get("last_quote") or {}
                if not exp or r.get("underlying_asset", {}).get("price", 0) == 0:
                    spot = spot or float(r.get("underlying_asset", {}).get("price") or 0)
                otype = d.get("contract_type", "").upper()[:1]
                g = r.get("greeks") or {}
                quotes.append(Quote(strike=float(d.get("strike_price", 0)), expiry=exp,
                                    kind="C" if otype == "C" else "P",
                                    bid=float(lq.get("bid") or 0), ask=float(lq.get("ask") or 0),
                                    last=float((r.get("last_trade") or {}).get("price") or 0),
                                    iv=float(r.get("implied_volatility") or 0) / 100.0,
                                    delta=float(g.get("delta") or 0),
                                    volume=int((r.get("day") or {}).get("volume") or 0),
                                    open_interest=int(r.get("open_interest") or 0)))
            url = data.get("next_url")
            if url:
                url += f"&apiKey={self.key}"
        if spot == 0:
            spot = self.get_spot(symbol)
        chain = Chain(symbol=symbol, spot=spot, quotes=quotes)
        back = chain.expirations(min_dte=25, max_dte=45)
        if quotes and back:
            chain.iv30 = chain.atm_iv(back[0])
        return chain


class AlpacaProvider(DataProvider):
    """Real-time options snapshots + IEX stock trades. No greeks/IV from the
    API, so IV is backed out of the mid and delta computed from it.
    ALPACA_KEY_ID + ALPACA_SECRET_KEY (optionally ALPACA_BASE)."""
    name = "alpaca"

    def __init__(self, key_id=None, secret_key=None, base=None):
        self.key = key_id or os.environ["ALPACA_KEY_ID"]
        self.secret = secret_key or os.environ["ALPACA_SECRET_KEY"]
        self.base = base or os.environ.get("ALPACA_BASE", "https://data.alpaca.markets")
        self.headers = {"APCA-API-KEY-ID": self.key, "APCA-API-SECRET-KEY": self.secret}

    def get_spot(self, symbol):
        data = self._fetch_json(f"{self.base}/v2/stocks/{symbol}/trades/latest?feed=iex",
                                self.headers)
        return float(data["trade"]["p"])

    def get_next_earnings(self, symbol):
        """Alpaca has no earnings endpoint; fall back to yfinance calendar."""
        try:
            import yfinance as yf
            cal = yf.Ticker(symbol).calendar
            if isinstance(cal, dict):
                d = cal.get("Earnings Date")
                if isinstance(d, list) and d:
                    return d[0].strftime("%Y-%m-%d") if hasattr(d[0], "strftime") else str(d[0])
                if d and hasattr(d, "strftime"):
                    return d.strftime("%Y-%m-%d")
        except Exception:
            pass
        return ""

    def get_chain(self, symbol, max_expiries=6):
        spot = self.get_spot(symbol)
        today = datetime.now(timezone.utc).date()
        quotes = []
        counts = {}      # expiry -> quote count, in ascending encounter order
        complete = set()  # expiries seen in full (a later expiry appeared, or data ended)
        token = None
        for _ in range(60):  # page cap safety
            url = (f"{self.base}/v1beta1/options/snapshots/{symbol}?limit=1000"
                   + (f"&page_token={token}" if token else ""))
            data = self._fetch_json(url, self.headers)
            snaps = data.get("snapshots") or {}
            for occ, s in snaps.items():
                # OCC symbol tail: YYMMDD + C/P + 8-digit strike (x1000)
                if len(occ) < 15:
                    continue
                raw = occ[-15:-9]
                exp = f"20{raw[:2]}-{raw[2:4]}-{raw[4:6]}"
                if exp not in counts:
                    # snapshots are ordered by expiry, so everything already
                    # tracked is now known to be complete
                    complete.update(counts)
                    counts[exp] = 0
                counts[exp] += 1
                if len(complete) >= max_expiries and exp not in complete:
                    break  # this expiry is past the window; stop collecting
                kind = occ[-9]
                strike = int(occ[-8:]) / 1000.0
                lq = s.get("latestQuote") or {}
                bid, ask = float(lq.get("bp") or 0), float(lq.get("ap") or 0)
                if bid <= 0 and ask <= 0:
                    continue  # stale / no market
                if bid <= 0 or ask <= 0 or ask < bid:
                    mid = bid if bid > 0 else ask
                else:
                    mid = (bid + ask) / 2.0
                last = float((s.get("latestTrade") or {}).get("p") or 0)
                dte = max((date.fromisoformat(exp) - today).days, 0)
                T = max(dte, 0.5) / 365.0
                iv = implied_vol(mid, spot, strike, T, kind)
                if iv <= 0 and last > 0:
                    iv = implied_vol(last, spot, strike, T, kind)
                if not (0.005 < iv < 3.0):
                    continue  # stale/garbage IEX quote: implied vol impossible
                delta = bs_delta(spot, strike, T, iv, kind) if iv > 0 else 0.0
                bar = s.get("dailyBar") or {}
                quotes.append(Quote(strike=strike, expiry=exp,
                                    kind="C" if kind == "C" else "P",
                                    bid=bid, ask=ask, last=last, iv=iv, delta=delta,
                                    volume=int(bar.get("v") or 0),
                                    open_interest=-1))  # OI not in snapshots (-1 = unknown)
            if len(complete) >= max_expiries:
                break
            token = data.get("next_page_token")
            if not token:
                complete.update(counts)  # data exhausted: last expiry is whole
                break
        exps = sorted(e for e in complete if counts.get(e))[:max_expiries]
        keep = set(exps)
        quotes = [q for q in quotes if q.expiry in keep]
        chain = Chain(symbol=symbol, spot=spot, quotes=quotes)
        back = chain.expirations(min_dte=25, max_dte=45)
        if not back and exps:
            # nearest max_expiries can sit entirely under 25 DTE; use the
            # expiry closest to 30 DTE we actually have
            dtes = [(abs((date.fromisoformat(e) - today).days - 30), e) for e in exps]
            back = [min(dtes)[1]]
        chain.iv30 = chain.atm_iv(back[0]) if quotes and back else 0.0
        # Fair-value sanity: thin IEX quotes can be wildly stale in a way that
        # only shows up against the rest of the chain. Reject any quote priced
        # below 15% or above 6x its ATM-IV Black-Scholes fair value.
        if chain.iv30 > 0:
            def _fair(q):
                return bs_price(spot, q.strike, max(q.dte, 0.5) / 365.0, chain.iv30, q.kind)
            chain.quotes = [q for q in chain.quotes
                            if 0.15 * _fair(q) <= q.mid <= 6.0 * _fair(q)]
        chain.next_earnings = self.get_next_earnings(symbol)
        return chain


def get_provider(force=None):
    """Best available: Tradier (real-time) > Alpaca > Polygon > yfinance (free)."""
    if force == "tradier" or (not force and os.environ.get("TRADIER_API_KEY")):
        return TradierProvider()
    if force == "alpaca" or (not force and os.environ.get("ALPACA_KEY_ID")
                             and os.environ.get("ALPACA_SECRET_KEY")):
        return AlpacaProvider()
    if force == "polygon" or (not force and os.environ.get("POLYGON_API_KEY")):
        return PolygonProvider()
    return YFinanceProvider()

	"""Market data providers — one normalized interface, four adapters.

	- YFinanceProvider: free, ~15-min delayed. Zero setup. Default.
	- TradierProvider: real-time with an API key (broker account, free tier).
	- PolygonProvider: real-time snapshot with API key.
	- AlpacaProvider: real-time snapshots with key/secret (greeks computed).

	Set keys as environment variables TRADIER_API_KEY / POLYGON_API_KEY /
	ALPACA_KEY_ID + ALPACA_SECRET_KEY and the scanner picks the best available
	provider automatically (Tradier > Alpaca > Polygon > yfinance), or force one
	with provider="tradier\|alpaca\|polygon\|yfinance".
	"""
	import os
	import json
	import urllib.request
	from datetime import datetime, date, timezone

	from .chain_model import Chain, Quote
	from .pricing import bs_delta, implied_vol, bs_gamma, bs_theta, bs_vega, bs_price


	class DataProvider:
	name = "base"

	def get_spot(self, symbol):
	raise NotImplementedError

	def get_chain(self, symbol, max_expiries=6):
	raise NotImplementedError

	def get_next_earnings(self, symbol):
	return ""

	def _fetch_json(self, url, headers=None, timeout=15):
	req = urllib.request.Request(url, headers=headers or {"User-Agent": "options-scanner/1.0"})
	with urllib.request.urlopen(req, timeout=timeout) as resp:
	return json.loads(resp.read().decode())


	class YFinanceProvider(DataProvider):
	"""Free delayed data. Requires `pip install yfinance`."""
	name = "yfinance"

	def __init__(self):
	import yfinance as yf # noqa: F401 (fail fast if missing)
	self._yf = yf

	def get_spot(self, symbol):
	t = self._yf.Ticker(symbol)
	price = None
	try:
	fi = t.fast_info
	price = fi["lastPrice"] if "lastPrice" in fi else fi.last_price
	except Exception:
	pass
	if not price:
	price = t.history(period="1d")["Close"].iloc[-1]
	return float(price)

	def get_next_earnings(self, symbol):
	try:
	cal = self._yf.Ticker(symbol).calendar
	if isinstance(cal, dict):
	d = cal.get("Earnings Date")
	if isinstance(d, list) and d:
	return d[0].strftime("%Y-%m-%d") if hasattr(d[0], "strftime") else str(d[0])
	if d and hasattr(d, "strftime"):
	return d.strftime("%Y-%m-%d")
	except Exception:
	pass
	return ""

	def get_chain(self, symbol, max_expiries=6):
	t = self._yf.Ticker(symbol)
	spot = self.get_spot(symbol)
	exps = list(t.options)[:max_expiries]
	quotes = []
	for exp in exps:
	oc = t.option_chain(exp)
	for df, kind in ((oc.calls, "C"), (oc.puts, "P")):
	for _, row in df.iterrows():
	bid, ask = float(row.get("bid", 0) or 0), float(row.get("ask", 0) or 0)
	last = float(row.get("lastPrice", 0) or 0)
	iv = float(row.get("impliedVolatility", 0) or 0)
	dte = (datetime.strptime(exp, "%Y-%m-%d").date() -
	datetime.now(timezone.utc).date()).days
	delta = bs_delta(spot, float(row["strike"]), max(dte, 0.5) / 365.0, iv, kind)
	_v = row.get("volume", 0)
	_oi = row.get("openInterest", 0)
	quotes.append(Quote(strike=float(row["strike"]), expiry=exp, kind=kind,
	bid=bid, ask=ask, last=last, iv=iv, delta=delta,
	volume=int(_v) if _v == _v else 0,
	open_interest=int(_oi) if _oi == _oi else 0))
	chain = Chain(symbol=symbol, spot=spot, quotes=quotes)
	back = chain.expirations(min_dte=25, max_dte=45)
	chain.iv30 = chain.atm_iv(back[0] if back else (exps[-1] if exps else exps[0])) if quotes else 0.0
	chain.next_earnings = self.get_next_earnings(symbol)
	return chain


	class TradierProvider(DataProvider):
	"""Real-time (with broker account) option chains incl. greeks.
	TRADIER_API_KEY + optionally TRADIER_BASE (default live)."""
	name = "tradier"

	def __init__(self, api_key=None, base=None):
	self.key = api_key or os.environ["TRADIER_API_KEY"]
	self.base = base or os.environ.get("TRADIER_BASE", "https://api.tradier.com/v1")
	self.headers = {"Authorization": f"Bearer {self.key}", "Accept": "application/json"}

	def get_spot(self, symbol):
	data = self._fetch_json(f"{self.base}/markets/quotes?symbols={symbol}", self.headers)
	return float(data["quotes"]["quote"]["last"])

	def get_chain(self, symbol, max_expiries=6):
	spot = self.get_spot(symbol)
	edata = self._fetch_json(f"{self.base}/markets/options/expirations?symbol={symbol}", self.headers)
	exps = edata["expirations"]["date"][:max_expiries]
	if isinstance(exps, str):
	exps = [exps]
	quotes = []
	for exp in exps:
	cdata = self._fetch_json(f"{self.base}/markets/options/chains?symbol={symbol}&expiration={exp}",
	self.headers)
	opts = (cdata.get("options") or {}).get("option") or []
	if isinstance(opts, dict):
	opts = [opts]
	for o in opts:
	g = o.get("greeks") or {}
	quotes.append(Quote(strike=float(o["strike"]), expiry=exp,
	kind="C" if o["option_type"] == "call" else "P",
	bid=float(o.get("bid") or 0), ask=float(o.get("ask") or 0),
	last=float(o.get("last") or 0),
	iv=float(g.get("mid_iv") or 0),
	delta=float(g.get("delta") or 0),
	volume=int(o.get("volume") or 0),
	open_interest=int(o.get("open_interest") or 0)))
	chain = Chain(symbol=symbol, spot=spot, quotes=quotes)
	# Many Tradier entitlements return no greeks block; compute IV and
	# delta from the quotes ourselves when missing.
	from datetime import datetime
	for q in chain.quotes:
	if q.iv <= 0 and q.mid > 0:
	dte = (datetime.strptime(q.expiry, "%Y-%m-%d").date() -
	datetime.now(timezone.utc).date()).days
	T = max(dte, 0.5) / 365.0
	q.iv = implied_vol(q.mid, spot, q.strike, T, q.kind)
	q.delta = bs_delta(spot, q.strike, T, q.iv, q.kind) if q.iv > 0 else 0.0
	back = chain.expirations(min_dte=25, max_dte=45)
	chain.iv30 = chain.atm_iv(back[0] if back else exps[0]) if quotes else 0.0
	return chain


	class PolygonProvider(DataProvider):
	"""Real-time snapshot chain. Requires POLYGON_API_KEY (options plan)."""
	name = "polygon"

	def __init__(self, api_key=None):
	self.key = api_key or os.environ["POLYGON_API_KEY"]

	def get_spot(self, symbol):
	data = self._fetch_json(f"https://api.polygon.io/v2/aggs/ticker/I:{symbol}/prev")
	return float(data["results"][0]["c"])

	def get_chain(self, symbol, max_expiries=6):
	url = (f"https://api.polygon.io/v3/snapshot/options/{symbol}?"
	f"limit=250&apiKey={self.key}")
	quotes, spot = [], 0.0
	while url and len({(q.expiry) for q in quotes}) < max_expiries:
	data = self._fetch_json(url)
	for r in data.get("results", []):
	d = r.get("details", {})
	exp = d.get("expiration_date")
	lq = r.get("last_quote") or {}
	if not exp or r.get("underlying_asset", {}).get("price", 0) == 0:
	spot = spot or float(r.get("underlying_asset", {}).get("price") or 0)
	otype = d.get("contract_type", "").upper()[:1]
	g = r.get("greeks") or {}
	quotes.append(Quote(strike=float(d.get("strike_price", 0)), expiry=exp,
	kind="C" if otype == "C" else "P",
	bid=float(lq.get("bid") or 0), ask=float(lq.get("ask") or 0),
	last=float((r.get("last_trade") or {}).get("price") or 0),
	iv=float(r.get("implied_volatility") or 0) / 100.0,
	delta=float(g.get("delta") or 0),
	volume=int((r.get("day") or {}).get("volume") or 0),
	open_interest=int(r.get("open_interest") or 0)))
	url = data.get("next_url")
	if url:
	url += f"&apiKey={self.key}"
	if spot == 0:
	spot = self.get_spot(symbol)
	chain = Chain(symbol=symbol, spot=spot, quotes=quotes)
	back = chain.expirations(min_dte=25, max_dte=45)
	if quotes and back:
	chain.iv30 = chain.atm_iv(back[0])
	return chain


	class AlpacaProvider(DataProvider):
	"""Real-time options snapshots + IEX stock trades. No greeks/IV from the
	API, so IV is backed out of the mid and delta computed from it.
	ALPACA_KEY_ID + ALPACA_SECRET_KEY (optionally ALPACA_BASE)."""
	name = "alpaca"

	def __init__(self, key_id=None, secret_key=None, base=None):
	self.key = key_id or os.environ["ALPACA_KEY_ID"]
	self.secret = secret_key or os.environ["ALPACA_SECRET_KEY"]
	self.base = base or os.environ.get("ALPACA_BASE", "https://data.alpaca.markets")
	self.headers = {"APCA-API-KEY-ID": self.key, "APCA-API-SECRET-KEY": self.secret}

	def get_spot(self, symbol):
	data = self._fetch_json(f"{self.base}/v2/stocks/{symbol}/trades/latest?feed=iex",
	self.headers)
	return float(data["trade"]["p"])

	def get_next_earnings(self, symbol):
	"""Alpaca has no earnings endpoint; fall back to yfinance calendar."""
	try:
	import yfinance as yf
	cal = yf.Ticker(symbol).calendar
	if isinstance(cal, dict):
	d = cal.get("Earnings Date")
	if isinstance(d, list) and d:
	return d[0].strftime("%Y-%m-%d") if hasattr(d[0], "strftime") else str(d[0])
	if d and hasattr(d, "strftime"):
	return d.strftime("%Y-%m-%d")
	except Exception:
	pass
	return ""

	def get_chain(self, symbol, max_expiries=6):
	spot = self.get_spot(symbol)
	today = datetime.now(timezone.utc).date()
	quotes = []
	counts = {} # expiry -> quote count, in ascending encounter order
	complete = set() # expiries seen in full (a later expiry appeared, or data ended)
	token = None
	for _ in range(60): # page cap safety
	url = (f"{self.base}/v1beta1/options/snapshots/{symbol}?limit=1000"
	+ (f"&page_token={token}" if token else ""))
	data = self._fetch_json(url, self.headers)
	snaps = data.get("snapshots") or {}
	for occ, s in snaps.items():
	# OCC symbol tail: YYMMDD + C/P + 8-digit strike (x1000)
	if len(occ) < 15:
	continue
	raw = occ[-15:-9]
	exp = f"20{raw[:2]}-{raw[2:4]}-{raw[4:6]}"
	if exp not in counts:
	# snapshots are ordered by expiry, so everything already
	# tracked is now known to be complete
	complete.update(counts)
	counts[exp] = 0
	counts[exp] += 1
	if len(complete) >= max_expiries and exp not in complete:
	break # this expiry is past the window; stop collecting
	kind = occ[-9]
	strike = int(occ[-8:]) / 1000.0
	lq = s.get("latestQuote") or {}
	bid, ask = float(lq.get("bp") or 0), float(lq.get("ap") or 0)
	if bid <= 0 and ask <= 0:
	continue # stale / no market
	if bid <= 0 or ask <= 0 or ask < bid:
	mid = bid if bid > 0 else ask
	else:
	mid = (bid + ask) / 2.0
	last = float((s.get("latestTrade") or {}).get("p") or 0)
	dte = max((date.fromisoformat(exp) - today).days, 0)
	T = max(dte, 0.5) / 365.0
	iv = implied_vol(mid, spot, strike, T, kind)
	if iv <= 0 and last > 0:
	iv = implied_vol(last, spot, strike, T, kind)
	if not (0.005 < iv < 3.0):
	continue # stale/garbage IEX quote: implied vol impossible
	delta = bs_delta(spot, strike, T, iv, kind) if iv > 0 else 0.0
	bar = s.get("dailyBar") or {}
	quotes.append(Quote(strike=strike, expiry=exp,
	kind="C" if kind == "C" else "P",
	bid=bid, ask=ask, last=last, iv=iv, delta=delta,
	volume=int(bar.get("v") or 0),
	open_interest=-1)) # OI not in snapshots (-1 = unknown)
	if len(complete) >= max_expiries:
	break
	token = data.get("next_page_token")
	if not token:
	complete.update(counts) # data exhausted: last expiry is whole
	break
	exps = sorted(e for e in complete if counts.get(e))[:max_expiries]
	keep = set(exps)
	quotes = [q for q in quotes if q.expiry in keep]
	chain = Chain(symbol=symbol, spot=spot, quotes=quotes)
	back = chain.expirations(min_dte=25, max_dte=45)
	if not back and exps:
	# nearest max_expiries can sit entirely under 25 DTE; use the
	# expiry closest to 30 DTE we actually have
	dtes = [(abs((date.fromisoformat(e) - today).days - 30), e) for e in exps]
	back = [min(dtes)[1]]
	chain.iv30 = chain.atm_iv(back[0]) if quotes and back else 0.0
	# Fair-value sanity: thin IEX quotes can be wildly stale in a way that
	# only shows up against the rest of the chain. Reject any quote priced
	# below 15% or above 6x its ATM-IV Black-Scholes fair value.
	if chain.iv30 > 0:
	def _fair(q):
	return bs_price(spot, q.strike, max(q.dte, 0.5) / 365.0, chain.iv30, q.kind)
	chain.quotes = [q for q in chain.quotes
	if 0.15 * _fair(q) <= q.mid <= 6.0 * _fair(q)]
	chain.next_earnings = self.get_next_earnings(symbol)
	return chain


	def get_provider(force=None):
	"""Best available: Tradier (real-time) > Alpaca > Polygon > yfinance (free)."""
	if force == "tradier" or (not force and os.environ.get("TRADIER_API_KEY")):
	return TradierProvider()
	if force == "alpaca" or (not force and os.environ.get("ALPACA_KEY_ID")
	and os.environ.get("ALPACA_SECRET_KEY")):
	return AlpacaProvider()
	if force == "polygon" or (not force and os.environ.get("POLYGON_API_KEY")):
	return PolygonProvider()
	return YFinanceProvider()