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Eikon Python API - fetching SPX options data

Is the excel iPython integration

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You can get options data for ES using a chain RIC. In this case 0#ESU8+ chain RIC will give you options for Sept Expiry ES future. Try the following API call:

fields = ['CF_DATE', 'EXPIR_DATE', 'PUTCALLIND', 'STRIKE_PRC', 'CF_CLOSE', 'IMP_VOLT'] 
es, err = ek.get_data('0#ESU8+', fields=fields) 
es.head() 

Note: the first row returns the underlying future for reference

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See the answer to a similar question asked earlier today on this thread.

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