Per-expiration option chain (puts + calls) with strikes, last/bid/ask/IV/volume/OI fields for M-131 Equity Options and M-136 Vol Surface families
| type | market_data |
| url | https://query2.finance.yahoo.com/ |
| auth | none |
| cost | free |
| update frequency | daily_intraday |
| consumers | finview |
| classification | public_market |
| criticality | tier-2 |
High-priority gap surfaced by PL-07 (2026-05-04); registration completed 2026-05-11. yfinance Ticker.option_chain(expiration_date) is the candidate free source: returns the full strike × tenor grid with an impliedVolatility column for every expiration the listed ticker has. Critical limitation: yfinance retains current-day data only — once an expiration passes, that chain is unrecoverable. Historical IV surface depth therefore accumulates from the canonical daily snapshot onwards, not retroactively. Paid sources (OptionMetrics, ORATS, Refinitiv, Databento, Bloomberg) provide the gold-standard historical IV surface but are barred by DR-007. Bridge plan: existing L0 engines svi_vol_surface and sabr_surface already calibrate parametric surfaces from spot + term structure; until DS-057's snapshot history grows, M-131 + M-136 lean on the synthetic surface fitted from existing inputs (DS-004 CBOE VIX, DS-006 yfinance equity prices, DS-031 InsModel reference vol). Consolidates DS-060 (vol surface overlap) — same data need, no separate fetcher required. DS-060 entry omitted from this registry.