Hi! Sorry for the late response.

I did get the data from the options chain. It could also be a .CSV file. Your data should look something like this (delete everything else in the file, or edit the code):

SPDRS&P500ETFTrust,Last:383.595,Change:6.93

"Date:March5,2021,9:44PMEST",Bid:383.93,Ask:383.97,Size:19*2,"Volume:152,039,624"

ExpirationDate,Calls,LastSale,Net,Bid,Ask,Volume,IV,Delta,Gamma,OpenInterest,Strike,Puts,LastSale,Net,Bid,Ask,Volume,IV,Delta,Gamma,OpenInterest

FriMar052021,SPY210305C00190000,196.2,0,193.3,194.06,0,33.2477,0.9926,0.0002,26,190.00,SPY210305P00190000,0.01,0.005,0,0.01,3,22.001,-0.0002,0,3179