Index Option Quotes about wallstreet HOT 11 CLOSED

THis code fetches option quotes from GoogleFinance, right? I have noticed that GF website does not show options chains for indeces like VIX, SPX etc.

How difficult would it be to attach yahoo finance as a secondary quote provider?

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Not sure yahoo also provides greeks ... oh but looked at your code ... you have implemented black scholes so its just a question of getting the data and feeding the BS model. Maybe not today, but I might send out a pull request over the next couple of weeks. Definitely doable.

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@baerrus quotes from Yahoo Finance are delayed though.

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Looks like YF will not work. The recently changed / broke their API and the
whole pandas community is unable to fix it. I only need delayed data - I
want to run my code on my portfolio and identify and email me the most
outlier positions (most at risk, most safe) and it does not matter much if
the data is a bit delayed. I find that much better than going through my
position list manually (it is somewhat big).

On Wed, Sep 21, 2016 at 6:39 AM, Mike Dallas [email protected]
wrote:

@baerrus https://github.com/baerrus quotes from Yahoo Finance are
delayed though.

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is it the same issue that ETF options are not available:
`

import wallstreet

s = Stock('SPY')
Traceback (most recent call last):
File "", line 1, in
NameError: name 'Stock' is not defined
s = wallstreet.Stock('SPY')
s.price
215.97
p = wallstreet.Put('SPY')
Traceback (most recent call last):
File "", line 1, in
File "/Users/XXX/imports/wallstreet/wallstreet/wallstreet.py", line 143, in init
super().init(quote, *_kw)
File "/Users/XXX/imports/wallstreet/wallstreet/wallstreet.py", line 107, in init
raise LookupError('No options listed for this stock.')
LookupError: No options listed for this stock.
p = wallstreet.Put('GOOG')
No options listed for given date, using 21-10-2016 instead
p = wallstreet.Put('EFA')
Traceback (most recent call last):
File "", line 1, in
File "/Users/XXX/imports/wallstreet/wallstreet/wallstreet.py", line 143, in init
super().init(quote, *_kw)
File "/Users/XXX/imports/wallstreet/wallstreet/wallstreet.py", line 107, in init
raise LookupError('No options listed for this stock.')
LookupError: No options listed for this stock.

`

also don't need real-time

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@nicad Yes. Apparently GF doesn't provide option chains for ETFs.

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GF also started skipping whole options series arbitrarily. For example take a look at SBUX. Today it shows only Oct21, Jan17 and Jan18 expirations. SBUX has weeklies as well as Nov and Dec series listed.

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I think most of the options data now is for fee, but even for fee there is
no simple API to pull those out.

On Fri, Oct 7, 2016 at 10:28 AM, Baerrus Magnus [email protected]
wrote:

GF also started skipping whole options series arbitrarily. For example
take a look at SBUX. Today it shows only Oct21, Jan17 and Jan18
expirations. SBUX has weeklies as well as Nov and Dec series listed.

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Would https://query2.finance.yahoo.com/v7/finance/options/SPY be a valid replacement ?

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this is fantastic, but my personal interest is exclusively in index options
(SPX, RUT, NDX), so no. Not for me.

On Fri, Oct 7, 2016 at 11:06 AM, nicad [email protected] wrote:

Would https://query2.finance.yahoo.com/v7/finance/options/SPY be a valid
replacement ?

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I have added Yahoo Finance as a secondary source. You can use it by passing the source='yahoo' parameter but keep in mind that it might be delayed. It is not up on PyPI yet cause there might be some bugs. You can pip install by passing the url or clone the repo.

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