def get_options(sym, expiry, above_below=0):
opt = Options(sym, 'yahoo')
now = datetime.datetime.now()
opt_data = opt.get_options_data(expiry=expiry)
if (above_below > 0):
opt_data = opt.get_near_stock_price(expiry=expiry, put=True, above_below=above_below)
now2 = datetime.datetime.now()
print 'get_options():', now2-now
return (now2, opt_data)
import pandas as pd, datetime
from pandas_datareader import data
# Stocks
start=datetime.datetime(2013, 1, 1)
end=datetime.datetime(2015, 9, 30)
s = data.DataReader("SSW", 'yahoo', start, end)
print s.head()
# Options
from pandas.io.data import Options
aapl = Options('AAPL',"yahoo")
df = aapl.get_options_data()
print df.head()
""" Name : 4375OS_10_34_get_option_data_given_year_month.py Book : Python for Finance Publisher: Packt Publishing Ltd. Author : Yuxing Yan Date : 12/26/2013 email : [email protected] [email protected] """ from pandas.io.data import Options ticker='IBM' month=2 year=2014 x = Options(ticker,'yahoo') puts,calls = x.get_options_data(month,year) print puts.head()
for i in range(10000):
sigma=0.0001*(i+1)
d1=(log(S/X)+(r+sigma*sigma/2.)*T)/(sigma*sqrt(T))
d2 = d1-sigma*sqrt(T)
c2=S*stats.norm.cdf(d1)-X*exp(-r*T)*stats.norm.cdf(d2)
abs_diff=abs(c2-c)
#print 'i=',i,'c=', c,'c2=',c2,'abs_diff=',abs_diff,'min_value=',min_value
if abs_diff<min_value:
min_value=abs_diff
implied_vol=sigma
k=i
return implied_vol
ticker='IBM'
m=2
y=2014
s=185.08
r=0.0003
T=2./12.0
x = Options(ticker,'yahoo')
puts,calls = x.get_options_data(month=m,year=y)
print 'done'
n=len(calls.Strike)
for i in range(n):
x=calls.Strike[i]
c=(calls.Bid[i]+calls.Ask[i])/2.0
if c >0:
vol=implied_vol_call_min(s,x,T,r,c)
print x,c,vol
def get_option_data(tickrr, exp_date):
x = Options(ticker, 'yahoo')
puts, calls = x.get_options_data(expiry=exp_date)
return puts, calls
""" Name : 4375OS_10_33_option_data_Yahoo.py Book : Python for Finance Publisher: Packt Publishing Ltd. Author : Yuxing Yan Date : 12/26/2013 email : [email protected] [email protected] """ from pandas.io.data import Options x = Options('IBM', 'yahoo') puts, calls = x.get_options_data() print calls.head()
def get_option_data(tickrr,exp_date):
x = Options(ticker,'yahoo')
puts,calls = x.get_options_data(expiry=exp_date)
return puts, calls
""" Name : 4375OS_10_33_option_data_Yahoo.py Book : Python for Finance Publisher: Packt Publishing Ltd. Author : Yuxing Yan Date : 12/26/2013 email : [email protected] [email protected] """ from pandas.io.data import Options x = Options('IBM','yahoo') puts,calls = x.get_options_data() print calls.head()
if startTickerIndex >= len(tickersList):
startTickerIndex = 0
for i in range(startTickerIndex, len(tickersList)):
ticker = tickersList[i]
if ticker in downloaded:
print "Already downloaded",ticker," ... Skipping."
continue
print "Downloading", ticker, "...",
# download the data
toDownload = Options(ticker, "yahoo")
try:
data = toDownload.get_options_data();
pd.DataFrame(data).to_csv(baseDir+"/data/" + ticker)
print "done."
except (ValueError, RemoteDataError, StopIteration) as e:
print "skipped."
print e
downloaded.add(ticker)
last = open(baseDir+"last-downloaded", "w")
if i != len(tickersList) - 1:
last.write(ticker)
last.close()
time.sleep(0.1)
from pandas.io.data import Options
aapl = Options('AAPL')
vals = aapl.get_options_data()
print(vals)
# -*- coding: utf-8 -*-
"""
Created on Thu Jul 16 18:02:31 2015
@author: justin.malinchak
"""
#import pullprices_optionsonly as pp
#
#pp.options('VIX',
# '2015-07-17',
# 'c:\\Batches\\$Work')
from pandas.io.data import Options
temp = Options('SPY', 'yahoo')
z = temp.get_options_data(7, 2014)
print z
# -*- coding: utf-8 -*-
"""
Created on Thu Jul 16 18:02:31 2015
@author: justin.malinchak
"""
#import pullprices_optionsonly as pp
#
#pp.options('VIX',
# '2015-07-17',
# 'c:\\Batches\\$Work')
from pandas.io.data import Options
temp = Options('SPY','yahoo')
z = temp.get_options_data(7,2014)
print z
