More In-Depth Option Data

[alvestoradmin]

Yahoo Finance includes historical data for individual options contracts just as they do for stocks. Maybe not as thorough, but the data is there & usable. I was trying to use the API to automate the creation of HV vs. IV comparison charts, as they can say a lot about what the market has priced in, and there wasn't even a detour I could've taken to make it work.

[alvestoradmin]

Just an add-on here, I thought I should mention that for more complex modeling even the small amount of data shown here can make a difference. This is the single best free API I've come across; this is the only shortcoming I've noticed.

[ericpien]

is there anything you need that's not available via:

import yfinance as yf
op = yf.Ticker('NVDA241011C00050000')
op.history()

	Open	High	Low	Close	Volume	Dividends	Stock Splits
Date
2024-09-09 00:00:00-04:00	54.150002	57.099998	54.150002	57.099998	2	0.0	0.0
2024-09-11 00:00:00-04:00	65.599998	65.599998	65.599998	65.599998	2	0.0	0.0
2024-09-12 00:00:00-04:00	69.300003	69.300003	69.300003	69.300003	2	0.0	0.0
2024-09-16 00:00:00-04:00	66.470001	66.470001	66.470001	66.470001	1	0.0	0.0
2024-09-18 00:00:00-04:00	65.449997	65.449997	63.889999	63.889999	47	0.0	0.0
2024-09-24 00:00:00-04:00	66.550003	66.550003	65.660004	65.660004	2	0.0	0.0
2024-09-30 00:00:00-04:00	68.949997	68.949997	68.949997	68.949997	1	0.0	0.0
2024-10-04 00:00:00-04:00	74.529999	74.930000	73.000000	74.930000	43	0.0	0.0
2024-10-07 00:00:00-04:00	75.000000	79.099998	75.000000	79.099998	6	0.0	0.0

[alvestoradmin]

I see. I didn't even think to try that. I guess I assumed that yf.Ticker() was only for non-derivative asset symbols. Thanks!