yfoptions-dl 1.0.2

Download option chain data from Yahoo Finance

yfoptions_dl

yfoptions_dl is a Python library for downloading daily option chain data from yahoo finance. Data is retrieved using yahoo finance's API, then parsed into a pandas dataframe.

Installing yfoptions_dl

The easiest way to install yfoptions_dl is from Python Package Index using pip:

pip install yfoptions_dl

Example

To get all available data fields:

  aapl = optionChain('aapl')
  >>> aapl.data_header
['contractSymbol', 'strike', 'currency', 'lastPrice', 'change', 'percentChange', 'volume', 'openInterest', 'bid', 'ask', 'contractSize', 'expiration', 'lastTradeDate', 'impliedVolatility', 'inTheMoney']

To get all available strikes for the front month options:

>>> aapl.strikes
[57.5, 58.75, 60.0, 61.25, 62.5, 63.75, 65.0, 66.25, 67.5, 68.75, 70.0, .....]

To get the entire call option chain:

>>> aapl.calls
         contractSymbol  strike  ...                       date  type
0   AAPL200925C00057500   57.50  ... 2020-09-22 16:24:11.085367     C
1   AAPL200925C00058750   58.75  ... 2020-09-22 16:24:11.085367     C
2   AAPL200925C00060000   60.00  ... 2020-09-22 16:24:11.085367     C
3   AAPL200925C00061250   61.25  ... 2020-09-22 16:24:11.085367     C
4   AAPL200925C00062500   62.50  ... 2020-09-22 16:24:11.085367     C
..                  ...     ...  ...                        ...   ...
26  AAPL230120C00180000  180.00  ... 2020-09-22 16:24:15.772460     C
27  AAPL230120C00185000  185.00  ... 2020-09-22 16:24:15.772460     C
28  AAPL230120C00190000  190.00  ... 2020-09-22 16:24:15.772460     C
29  AAPL230120C00195000  195.00  ... 2020-09-22 16:24:15.772460     C
30  AAPL230120C00200000  200.00  ... 2020-09-22 16:24:15.772460     C

[2119 rows x 17 columns]

To get hte entire put option chain:

>>> a.puts
             contractSymbol  strike  ...                       date  type
    0   AAPL200925P00057500   57.50  ... 2020-09-22 16:24:11.107355     P
    1   AAPL200925P00058750   58.75  ... 2020-09-22 16:24:11.107355     P
    2   AAPL200925P00060000   60.00  ... 2020-09-22 16:24:11.107355     P
    3   AAPL200925P00061250   61.25  ... 2020-09-22 16:24:11.107355     P
    4   AAPL200925P00062500   62.50  ... 2020-09-22 16:24:11.107355     P
    ..                  ...     ...  ...                        ...   ...
    18  AAPL230120P00140000  140.00  ... 2020-09-22 16:24:15.782454     P
    19  AAPL230120P00150000  150.00  ... 2020-09-22 16:24:15.782454     P
    20  AAPL230120P00155000  155.00  ... 2020-09-22 16:24:15.782454     P
    21  AAPL230120P00160000  160.00  ... 2020-09-22 16:24:15.782454     P
    22  AAPL230120P00200000  200.00  ... 2020-09-22 16:24:15.782454     P

    [2016 rows x 17 columns]