def infos(udlying, day, month, year, stockprice, offset):
"""
Group information
:param udlying: underlying stock object
:param day: int digits
:param month: int digits
:param year:
:param stockprice: stock price
:param offset: strike offset
:return: Tuple of all data
"""
u = Call(udlying, d=day, m=month, y=year, strike=stockprice + offset)
price = u.price
IV = u.implied_volatility()
v = u.vega()
g = u.gamma()
strike = u.strike
return (IV, v, g, price, strike)
symbol = args[2]
day = int(args[3])
month = int(args[4])
year = int(args[5])
min_strike = int(args[6])
max_strike = int(args[7])
step = int(args[8])
options = []
price = min_strike
while price <= max_strike:
option = Call(symbol, d=day, m=month, y=year,
strike=price) if method == 'call' else Put(
symbol, d=day, m=month, y=year, strike=price)
options.append([
price, option.price,
option.implied_volatility(), option.volume, option.underlying.price,
option.delta(),
option.gamma(),
option.theta(), option.expiration
])
price += step
df = pd.DataFrame(options,
columns=[
'Strike', 'Price', 'Implied Vol', 'Volume', 'Underlying',
'Delta', 'Gamma', 'Theta', 'Expiration'
])
print(df)
def main():
parser = argparse.ArgumentParser(
description="Find best trading strategies")
group = parser.add_mutually_exclusive_group()
parser.add_argument("ticker", type=str, help="stock ticker")
# group.add_argument("-t", "--ticker", action="store_true")
group.add_argument("-d", "--date", action="store_true")
parser.add_argument("-s", "--strategy", help="the strategy")
# parser.add_argument("y", type=int, help="the exponent")
args = parser.parse_args()
ticker = yf.Ticker(args.ticker)
# get stock info
print('****** Info **********')
print(ticker.info)
# input("Press Enter to continue...")
# get historical market data
print('****** History **********')
hist = ticker.history(period="max")
print(hist)
# input("Press Enter to continue...")
print('****** Actions **********')
# show actions (dividends, splits)
print(ticker.actions)
# input("Press Enter to continue...")
print('****** dividends **********')
# show dividends
print(ticker.dividends)
# input("Press Enter to continue...")
# show splits
ticker.splits
# show financials
print('****** financials **********')
print(ticker.financials)
print(ticker.quarterly_financials)
# input("Press Enter to continue...")
# show major holders
print(ticker.major_holders)
# show institutional holders
print(ticker.institutional_holders)
# input("Press Enter to continue...")
# show balance heet
print(ticker.balance_sheet)
print(ticker.quarterly_balance_sheet)
# show cashflow
ticker.cashflow
ticker.quarterly_cashflow
# show earnings
print(ticker.earnings)
print(ticker.quarterly_earnings)
# show sustainability
print(ticker.sustainability)
# show analysts recommendations
print(ticker.recommendations)
# show next event (earnings, etc)
print('****** calendars **********')
print(ticker.calendar)
# input("Press Enter to continue...")
# show ISIN code - *experimental*
# ISIN = International Securities Identification Number
print(ticker.isin)
# show options expirations
print('****** calendars **********')
print(ticker.options)
# input("Press Enter to continue...")
# get option chain for specific expiration
opt = ticker.option_chain(ticker.options[0])
# data available via: opt.calls, opt.puts
print(opt.calls)
# input("Press Enter to continue...")
print(opt.puts)
# input("Press Enter to continue...")
history = ticker.history()
last_quote = (history.tail(1)['Close'].iloc[0])
last_price = int(last_quote)
# calls
for opt in ticker.options:
try:
data = []
dt = datetime.fromisoformat(opt)
option = Call(args.ticker
) # d=dt.day, m=dt.month, y=dt.year, strike=ticker.)
for strike in option.strikes:
if strike < last_price - 40 or strike > last_price + 25:
continue
print(f'strike = {strike}')
option.set_strike(strike)
item = {}
item['strike'] = strike
item['price'] = option.price
item['iv'] = option.implied_volatility()
item['delta'] = option.delta()
item['vega'] = option.vega()
item['gamma'] = option.gamma()
# print(f'theta = {option.theta()}')
# print(f'vega = {option.vega()}')
data.append(item)
dataframe = pd.DataFrame(data)
dataframe.to_csv(f'call-{args.ticker}-{dt}')
print(dataframe.to_csv())
except Exception as e:
print(f'{type(e)}: {str(e)} ')
continue
# put
for opt in ticker.options:
try:
data = []
dt = datetime.fromisoformat(opt)
option = Put(
args.ticker
) # d=dt.day, m=dt.month, y=dt.year, strike=ticker.)
for strike in option.strikes:
if strike < last_price - 40 or strike > last_price + 25:
continue
print(f'strike = {strike}')
option.set_strike(strike)
item = {}
item['strike'] = strike
item['price'] = option.price
item['iv'] = option.implied_volatility()
item['delta'] = option.delta()
item['vega'] = option.vega()
item['gamma'] = option.gamma()
# print(f'Rho = {option.rho()}')
# print(f'type = {option.Option_type}')
# print(f'theta = {option.theta()}')
# print(f'vega = {option.vega()}')
data.append(item)
dataframe = pd.DataFrame(data)
dataframe.to_csv(f'put-{args.ticker}-{dt}')
print(dataframe.to_csv())
except Exception as e:
print(f'{type(e)}: {str(e)} ')
continue