diff --git a/tradingagents/dataflows/tradier.py b/tradingagents/dataflows/tradier.py
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+"""Tradier vendor module: typed dataclasses and options chain retrieval with Greeks and IV.
+
+Provides OptionsContract and OptionsChain dataclasses as the canonical typed structures
+for options data throughout the system. Retrieves options chains from the Tradier API
+with 1st-order Greeks (via ORATS), IV fields, DTE filtering, and session caching.
+"""
+
+from __future__ import annotations
+
+from dataclasses import dataclass, field
+from datetime import datetime, date
+
+import pandas as pd
+
+from .tradier_common import make_tradier_request_with_retry, TradierRateLimitError
+
+
+# ---------------------------------------------------------------------------
+# Typed dataclasses
+# ---------------------------------------------------------------------------
+
+
+@dataclass
+class OptionsContract:
+    """A single options contract with Greeks and IV from Tradier/ORATS.
+
+    Fields map directly to the Tradier ``/v1/markets/options/chains`` response
+    with ``greeks=true``.
+    """
+
+    symbol: str  # OCC symbol e.g. AAPL220617C00270000
+    underlying: str  # e.g. AAPL
+    option_type: str  # "call" or "put"
+    strike: float
+    expiration_date: str  # YYYY-MM-DD
+    bid: float
+    ask: float
+    last: float
+    volume: int
+    open_interest: int
+    # Greeks (from ORATS via Tradier)
+    delta: float | None = None
+    gamma: float | None = None
+    theta: float | None = None
+    vega: float | None = None
+    rho: float | None = None
+    phi: float | None = None
+    # IV
+    bid_iv: float | None = None
+    mid_iv: float | None = None
+    ask_iv: float | None = None
+    smv_vol: float | None = None
+    greeks_updated_at: str | None = None
+
+
+@dataclass
+class OptionsChain:
+    """A collection of options contracts for a single underlying.
+
+    Provides convenience methods for DataFrame conversion and DTE-based filtering.
+    """
+
+    underlying: str
+    fetch_timestamp: str
+    expirations: list[str]
+    contracts: list[OptionsContract] = field(default_factory=list)
+
+    def to_dataframe(self) -> pd.DataFrame:
+        """Convert all contracts to a pandas DataFrame."""
+        return pd.DataFrame([vars(c) for c in self.contracts])
+
+    def filter_by_dte(self, min_dte: int = 0, max_dte: int = 50) -> OptionsChain:
+        """Return a new OptionsChain containing only contracts within the DTE range.
+
+        Args:
+            min_dte: Minimum days to expiration (inclusive).
+            max_dte: Maximum days to expiration (inclusive).
+
+        Returns:
+            A new OptionsChain with filtered contracts and updated expirations list.
+        """
+        today = date.today()
+        filtered: list[OptionsContract] = []
+        for contract in self.contracts:
+            exp = datetime.strptime(contract.expiration_date, "%Y-%m-%d").date()
+            dte = (exp - today).days
+            if min_dte <= dte <= max_dte:
+                filtered.append(contract)
+
+        # Derive unique sorted expirations from filtered contracts
+        unique_exps = sorted({c.expiration_date for c in filtered})
+        return OptionsChain(
+            underlying=self.underlying,
+            fetch_timestamp=self.fetch_timestamp,
+            expirations=unique_exps,
+            contracts=filtered,
+        )
+
+
+# ---------------------------------------------------------------------------
+# Response parsing
+# ---------------------------------------------------------------------------
+
+
+def _parse_contract(raw: dict) -> OptionsContract:
+    """Parse a single contract dict from the Tradier API response.
+
+    Handles missing Greeks gracefully (sandbox has no Greeks -- Pitfall 1).
+    """
+    greeks = raw.get("greeks") or {}
+    return OptionsContract(
+        symbol=raw.get("symbol", ""),
+        underlying=raw.get("underlying", ""),
+        option_type=raw.get("option_type", ""),
+        strike=float(raw.get("strike", 0) or 0),
+        expiration_date=raw.get("expiration_date", ""),
+        bid=float(raw.get("bid", 0) or 0),
+        ask=float(raw.get("ask", 0) or 0),
+        last=float(raw.get("last", 0) or 0),
+        volume=int(raw.get("volume", 0) or 0),
+        open_interest=int(raw.get("open_interest", 0) or 0),
+        delta=greeks.get("delta"),
+        gamma=greeks.get("gamma"),
+        theta=greeks.get("theta"),
+        vega=greeks.get("vega"),
+        rho=greeks.get("rho"),
+        phi=greeks.get("phi"),
+        bid_iv=greeks.get("bid_iv"),
+        mid_iv=greeks.get("mid_iv"),
+        ask_iv=greeks.get("ask_iv"),
+        smv_vol=greeks.get("smv_vol"),
+        greeks_updated_at=greeks.get("updated_at"),
+    )
+
+
+# ---------------------------------------------------------------------------
+# API retrieval functions
+# ---------------------------------------------------------------------------
+
+
+def get_options_expirations(
+    symbol: str, min_dte: int = 0, max_dte: int = 50
+) -> list[str]:
+    """Retrieve available option expiration dates for a symbol, filtered by DTE range.
+
+    Args:
+        symbol: Ticker symbol (e.g. 'AAPL').
+        min_dte: Minimum days to expiration (inclusive).
+        max_dte: Maximum days to expiration (inclusive).
+
+    Returns:
+        Sorted list of expiration date strings in YYYY-MM-DD format.
+    """
+    data = make_tradier_request_with_retry(
+        "/v1/markets/options/expirations",
+        {
+            "symbol": symbol.upper(),
+            "includeAllRoots": "false",
+            "strikes": "false",
+        },
+    )
+
+    dates = data.get("expirations", {}).get("date", [])
+
+    # Pitfall 5: single-item response comes as a string, not a list
+    if isinstance(dates, str):
+        dates = [dates]
+
+    today = date.today()
+    qualifying: list[str] = []
+    for d in dates:
+        exp = datetime.strptime(d, "%Y-%m-%d").date()
+        dte = (exp - today).days
+        if min_dte <= dte <= max_dte:
+            qualifying.append(d)
+
+    return sorted(qualifying)
+
+
+def _fetch_chain_for_expiration(
+    symbol: str, expiration: str
+) -> list[OptionsContract]:
+    """Fetch the options chain for a single expiration date.
+
+    Args:
+        symbol: Ticker symbol.
+        expiration: Expiration date in YYYY-MM-DD format.
+
+    Returns:
+        List of parsed OptionsContract instances.
+    """
+    data = make_tradier_request_with_retry(
+        "/v1/markets/options/chains",
+        {
+            "symbol": symbol.upper(),
+            "expiration": expiration,
+            "greeks": "true",
+        },
+    )
+
+    options = data.get("options", {}).get("option", [])
+
+    # Pitfall 2: single contract comes as a dict, not a list
+    if isinstance(options, dict):
+        options = [options]
+
+    return [_parse_contract(opt) for opt in options]
+
+
+# ---------------------------------------------------------------------------
+# Session cache
+# ---------------------------------------------------------------------------
+
+_options_cache: dict[str, OptionsChain] = {}
+
+
+def clear_options_cache() -> None:
+    """Clear the in-memory options chain cache."""
+    _options_cache.clear()
+
+
+# ---------------------------------------------------------------------------
+# Public retrieval functions
+# ---------------------------------------------------------------------------
+
+
+def get_options_chain(symbol: str, min_dte: int = 0, max_dte: int = 50) -> str:
+    """Retrieve the full options chain as a string (for LLM tool consumption).
+
+    Pre-fetches all expirations within the DTE range (D-03), always requests
+    greeks=true (D-05). Results are cached per (symbol, min_dte, max_dte) key.
+
+    Args:
+        symbol: Ticker symbol (e.g. 'AAPL').
+        min_dte: Minimum days to expiration (inclusive).
+        max_dte: Maximum days to expiration (inclusive).
+
+    Returns:
+        String representation of the options chain DataFrame.
+    """
+    cache_key = f"{symbol.upper()}:{min_dte}:{max_dte}"
+
+    if cache_key in _options_cache:
+        return _options_cache[cache_key].to_dataframe().to_string()
+
+    expirations = get_options_expirations(symbol, min_dte, max_dte)
+    all_contracts: list[OptionsContract] = []
+    for exp in expirations:
+        all_contracts.extend(_fetch_chain_for_expiration(symbol, exp))
+
+    chain = OptionsChain(
+        underlying=symbol.upper(),
+        fetch_timestamp=datetime.now().isoformat(),
+        expirations=expirations,
+        contracts=all_contracts,
+    )
+    _options_cache[cache_key] = chain
+
+    return chain.to_dataframe().to_string()
+
+
+def get_options_chain_structured(
+    symbol: str, min_dte: int = 0, max_dte: int = 50
+) -> OptionsChain:
+    """Retrieve the full options chain as a typed OptionsChain dataclass.
+
+    Same behavior as get_options_chain() but returns the OptionsChain directly
+    for programmatic access by downstream computation modules.
+
+    Args:
+        symbol: Ticker symbol (e.g. 'AAPL').
+        min_dte: Minimum days to expiration (inclusive).
+        max_dte: Maximum days to expiration (inclusive).
+
+    Returns:
+        OptionsChain dataclass with all contracts, Greeks, and IV.
+    """
+    cache_key = f"{symbol.upper()}:{min_dte}:{max_dte}"
+
+    if cache_key in _options_cache:
+        return _options_cache[cache_key]
+
+    expirations = get_options_expirations(symbol, min_dte, max_dte)
+    all_contracts: list[OptionsContract] = []
+    for exp in expirations:
+        all_contracts.extend(_fetch_chain_for_expiration(symbol, exp))
+
+    chain = OptionsChain(
+        underlying=symbol.upper(),
+        fetch_timestamp=datetime.now().isoformat(),
+        expirations=expirations,
+        contracts=all_contracts,
+    )
+    _options_cache[cache_key] = chain
+
+    return chain