Yahoo-Option-Prices

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Yahoo-Option-Prices

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Get option chains from Yahoo Finance

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.gitignore
LICENSE
option_chain_fetch.py
option_plots.py
option_summary.py
README.md
timing_util.py
xget_option_prices.py

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## Yahoo-Option-prices

Download option chains (calls + puts) from Yahoo Finance via `yfinance` and write CSVs. Supports single or multiple symbols, single expiry or all expirations, optional expiration range, and optional implied-volatility plotting. [Implied-Vol-Surface](https://github.com/vivek-v-rao/Implied-Vol-Surface) is my project to fit implied vol curves to option prices downloaded here.

## Requirements

- Python 3
- `pandas`
- `yfinance`
- `matplotlib` (only for `--plot-iv`)

## Usage

```
python xget_option_prices.py SYMBOL [YYYYMMDD] [outfile.csv] [--expiry YYYYMMDD|YYYYMMDD:YYYYMMDD] [--plot-iv] [--timing] [--exp-range N:M]
python xget_option_prices.py SYMBOL1 SYMBOL2 ... [YYYYMMDD] [--expiry YYYYMMDD|YYYYMMDD:YYYYMMDD] [--plot-iv] [--timing] [--exp-range N:M]
```

### Arguments

- `SYMBOL`: one or more tickers. If the symbol starts with `^`, it will be stripped in output filenames and summary labels.
- `YYYYMMDD` (optional): specific expiration date to fetch. If omitted and `--expiry` is not given, all expirations are fetched.
- `outfile.csv` (optional): output filename for a single symbol. Ignored for multi-symbol runs. If no expiry is supplied, a trailing `.csv` argument is treated as the output file for a single symbol.

### Options

- If a symbol starts with `^`, wrap it in quotes (e.g., `"^SPX"`) so the shell passes it through.
- `--expiry YYYYMMDD|YYYYMMDD:YYYYMMDD`: select a single expiration or a date range.
- `--exp-range N:M`: filter expirations by days from today (inclusive). Empty side means open-ended (e.g., `:30` or `7:`).
  If `YYYYMMDD`, `--expiry`, and/or `--exp-range` are provided, expirations are the union.
- `--plot-iv`: plot implied volatility vs. strike for the fetched chain. **Beware that the implied vols are those reported by Yahoo Finance, and I think they are often wrong.**
- `--timing`: print timing summary at the end.

## Output

- Writes a CSV per symbol (or to your custom `outfile.csv`).
- The default output filename is:
  - `SYMBOL_YYYY-MM-DD.csv` when a single expiry is requested, or
  - `SYMBOL_all.csv` when all expiries are fetched.

- A per-expiration summary is printed to stdout when volume/open interest fields are present.

## Examples

Fetch all expirations for one symbol:
```
python xget_option_prices.py "^SPX"
```

Fetch all expirations and write to a custom file:
```
python xget_option_prices.py "^SPX" spx.csv
```

Fetch one expiration and write to a custom file:
```
python xget_option_prices.py "^SPX" 20260220 spx_20260220.csv
```

Fetch a date range using `--expiry`:
```
python xget_option_prices.py "^SPX" --expiry 20260201:20260320
```

Fetch multiple symbols (all expirations):
```
python xget_option_prices.py SPY QQQ IWM
```

Fetch expirations 0–30 days out and plot IV:
```
python xget_option_prices.py "^SPX" --exp-range 0:30 --plot-iv
```

## Notes

- Data source is Yahoo Finance via `yfinance`.
- If `--plot-iv` is used, the script pulls a spot price to focus the plot around the current level.
- The output CSV includes both calls and puts with an `option_type` column.

Yahoo-Option-Prices

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