Option-Data-Scraper
Scrapes option contract data from Yahoo Finance or Google Finance
Prerequisites
- Python 3.x
Configuration
- Add/Remove any symbols from stock_list.txt. This file is used to capture option data.
- Defaults to Yahoo. To use Google, change option_scrapper.py
To Run
$ python option_scraper.py
Output
Folder "option_data" will be created.
Inside, folders will be created with names of all the available contract expiration dates across all stocks (EX: 6-19-15, 6-26-15).
Inside each one will be a folder named after the current date (EX: 6-4-15). Inside that will have csv files with the data.
Each stock will have a calls and puts csv.
COLUMNS: STRIKE, LAST PRICE, BID, ASK, VOLUME, OPEN_INT, IV
Java Based program
See options