market.get_option_chains returns only one of the strikes when the output is set to df

[behdadforghani]

Summary (include Python version)

python 3.6
In options.py lines 134,139, the code iterates over the strikes, but, always overwrites the value of previous strike. The code is:

               for strike in out['callExpDateMap'][date]:
                    ret[date] = (out['callExpDateMap'][date][strike])[0]

I.e., you overwrite the ret[dict] in the subsequent iteration. I tried to change the dict entry to an array, i.e.,

                strikes = []
                for strike in out['callExpDateMap'][date]:
                    strikes.append((out['callExpDateMap'][date][strike])[0])
                ret[date] = strikes

But, since the length of array is different for different dates, pandas throws an exception:

    raise ValueError('arrays must all be same length')
ValueError: arrays must all be same length

I.e., either you pad the arrays so that all have the same length, or, just get the JSON. For now, I have decided to use the json output.

Date/time of issue

June 4, 2020

Expected behavior

have all the strikes in results

Actual behavior

only one strike per day

Regards,
Behdad