I want to get options data from AlphaVantage, which they have recently added. I took my query code from a how-to YouTube video. I am trying to modify that like this:

def datafromav():
    sourcefile = open('dataone.txt', 'a')
    pd.set_option('display.max_rows', 999)
    from alpha_vantage.timeseries import TimeSeries
    import time
    api_key = 'XXXXXXXX'
    ts = TimeSeries.HISTORICAL_OPTIONS(key=api_key, output_format='pandas')
    STOCKS = [substock]
    data, meta_data =  ts.HISTORICAL_OPTIONS(symbol=STOCKS, outputsize = 'compact')
    print(data, file = sourcefile)
    sourcefile.close()

I get the error message:

AttributeError: type object 'TimeSeries' has no attribute 'HISTORICAL_OPTIONS'

What am I doing wrong? I have taken the code for pulling stocks and changing it for options but not sure what I am doing wrong.