python - 如何在 Python 中使用 pandas-datareader 提取看涨期权/看跌期权价格？

Question

我有以下代码。我尝试从雅虎和谷歌获取数据，但都不起作用。它抛出以下消息

from pandas_datareader.data import Options

fb_options = Options('TSLA', 'yahoo')
options_df = fb_options.get_options_data(expiry=fb_options.expiry_dates[0])

print(options_df.tail())

Error Message: Yahoo Options has been immediately deprecated due to large breaks in the API without theintroduction of a stable replacement. Pull Requests to re-enable these dataconnectors are welcome.

还有其他方法可以检索期权价格吗？

Answer 1

以下内容现在对我有用

import yfinance as yf # https://github.com/ranaroussi/yfinance
aapl= yf.Ticker("AAPL")
# aapl.options # list of dates 
DF_calls, DF_puts = aapl.option_chain(aapl.options[0]) # returns 2 DataFrames

替代方法

import  pandas_datareader as pdr
aapl = Options('aapl')
calls = aapl.get_call_data() 

部分输出:

Last    Bid Ask Chg Vol Open_Int    IV  Underlying_Price    Last_Trade_Date                                 
200.0   2020-07-02  call    AAPL200702C00200000 164.50  151.60  156.20  0.000000    13.0    13.0    1.962891    353.63  2020-06-23 13:30:03

Link to my project code