Source: https://databento.com/docs/examples/options/options-with-underlying


# All options with a given underlying

## Overview

This example shows how to use the [Historical client](https://databento.com/docs/api-historical/client.md) to retrieve
instrument definitions for all options on futures with a given underlying. This is useful for
complex assets such as the options on [E-mini S&P 500 Futures](https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.html)
which have different symbols for their quarterly, monthly (serial), weekly, and daily options.

We'll use the [definition schema](https://databento.com/docs/schemas/instrument-definitions.md), which contains
instrument definitions and properties such as the security type and underlying of the instrument.
We'll request the definitions for all symbols, and then filter the instruments using the
`security_type` and `underlying` fields. We'll show the `asset` field, which refers to the parent
symbol for that option, as well as `strike price` and `expiration` .

> **Info**
>
> See the [Options on E-Mini S&P 500 Futures](https://www.cmegroup.com/trading/equity-index/weekly-eom-options-faq.html)
> FAQ page for more information on the ES Options symbology.

## Example

```python
import databento as db

# Set underlying instrument
symbol = "ESH5"

# Create a historical client
client = db.Historical(key="$YOUR_API_KEY")

# Get definition data
data = client.timeseries.get_range(
    dataset="GLBX.MDP3",
    schema="definition",
    symbols="ALL_SYMBOLS",
    start="2025-03-10",
)

# Convert to DataFrame
df = data.to_df()

# Filter for instruments with a security type of "OOF" (options-on-futures)
df = df[df["security_type"] == "OOF"]

# Select only options for the specified underlying
df = df[df["underlying"] == symbol]

# Sort by strike price and select specific columns
df = df.sort_values("strike_price")
df = df[["raw_symbol", "underlying", "asset", "instrument_class", "strike_price", "expiration"]]

print(f"{len(df):,d}", f"option(s) for {symbol}")
print(df)
```
```plaintext
6,494 option(s) for ESH5
```
> **See also**
>
> Check out the [0DTE symbols](https://databento.com/docs/examples/options/zero-dte-options.md) example on how to filter these
> options based on `expiration`.

```plaintext
                             raw_symbol underlying asset instrument_class  strike_price                expiration
ts_recv
2025-03-10 00:00:00+00:00    E2AH5 P100       ESH5   E2A                P         100.0 2025-03-10 20:00:00+00:00
2025-03-10 00:00:00+00:00    E3DH5 C100       ESH5   E3D                C         100.0 2025-03-20 20:00:00+00:00
2025-03-10 00:00:00+00:00    E3AH5 C100       ESH5   E3A                C         100.0 2025-03-17 20:00:00+00:00
2025-03-10 00:00:00+00:00    E3DH5 P100       ESH5   E3D                P         100.0 2025-03-20 20:00:00+00:00
2025-03-10 00:00:00+00:00    E2DH5 P100       ESH5   E2D                P         100.0 2025-03-13 20:00:00+00:00
...                                 ...        ...   ...              ...           ...                       ...
2025-03-10 00:00:00+00:00    ESH5 P8500       ESH5    ES                P        8500.0 2025-03-21 13:30:00+00:00
2025-03-10 00:00:00+00:00    ESH5 P8600       ESH5    ES                P        8600.0 2025-03-21 13:30:00+00:00
2025-03-10 00:00:00+00:00    ESH5 C8600       ESH5    ES                C        8600.0 2025-03-21 13:30:00+00:00
2025-03-10 00:00:00+00:00  E3DH5 C10100       ESH5   E3D                C       10100.0 2025-03-20 20:00:00+00:00
2025-03-10 00:00:00+00:00  E3DH5 P10100       ESH5   E3D                P       10100.0 2025-03-20 20:00:00+00:00

[6494 rows x 6 columns]
```