one_week = dt.timedelta(days=7) start = today - one_week stock = web.DataReader(ticker, 'yahoo', start) print(stock.tail()) # just to see what we have # take the last close (that's what the -1 does) atm = stock.ix[-1,'Close'] # the -1 takes the last observation #%% # get option prices for same ticker # http://pandas.pydata.org/pandas-docs/stable/remote_data.html#yahoo-finance-options option = Options(ticker, 'yahoo') expiry = dt.date(2014, 12, 20) data_calls = option.get_call_data(expiry=expiry) data_puts = option.get_put_data(expiry=expiry) print(data_calls.tail()) print(data_puts.tail()) #%% # plot puts v strike, call v strike calls_bid = data_calls['Bid'] calls_ask = data_calls['Ask'] calls_strikes = data_calls['Strike'] calls_mid = (data_calls['Bid'] + data_calls['Ask'])/2 puts_strikes = data_puts['Strike'] puts_mid = (data_puts['Bid'] + data_puts['Ask'])/2
def put_data(tickrr, exp_date):
x = Options(ticker, 'yahoo')
data = x.get_put_data(expiry=exp_date)
return data
one_week = dt.timedelta(days=7) start = today - one_week stock = web.DataReader(ticker, 'yahoo', start) print(stock.tail()) # just to see what we have # take the last close (that's what the -1 does) atm = stock.ix[-1, 'Close'] # the -1 takes the last observation #%% # get option prices for same ticker # http://pandas.pydata.org/pandas-docs/stable/remote_data.html#yahoo-finance-options option = Options(ticker, 'yahoo') expiry = dt.date(2014, 12, 20) data_calls = option.get_call_data(expiry=expiry) data_puts = option.get_put_data(expiry=expiry) print(data_calls.tail()) print(data_puts.tail()) #%% # plot puts v strike, call v strike calls_bid = data_calls['Bid'] calls_ask = data_calls['Ask'] calls_strikes = data_calls['Strike'] calls_mid = (data_calls['Bid'] + data_calls['Ask']) / 2 puts_strikes = data_puts['Strike'] puts_mid = (data_puts['Bid'] + data_puts['Ask']) / 2
def put_data(tickrr,exp_date):
x = Options(ticker,'yahoo')
data= x.get_put_data(expiry=exp_date)
return data