Yahoo Finance Options

Yahoo Finance Options

Usage

Examples:

market-data download YahooFinanceOptions symbols.txt

market-data reparse  YahooFinanceOptions 20160224

Example of symbols.txt:

YHOO
^VIX

Option data are available only for US exchanges. Use http://finance.yahoo.com/ to find tickers.

Data Source

Yahoo Finance Website.

Examples:

http://finance.yahoo.com/q/op?s=YHOO+Options

http://finance.yahoo.com/q/op?s=^VIX+Options

Output Files

FileDescription
csv\YahooOptions.csvParsed data in CSV format.
You may delete this file after loading data into databases.
zip\YahooOptions.zip
of YahooOptions-yyyymmdd.csv
The complete archive of parsed data by trade dates.
Keep this file to reload data into databases at any time.
zip\YahooOptions-yyyymmdd.zip
of <symbol>-yyyymmdd.csv
Archives by trade dates of parsed data by symbols and expiration dates.
It is for archive purposes only. You may delete these files.
downloads\YahooOptions-yyyymmdd.zip
of <symbol>-yyyymmdd.htm
Archives by trade dates of downloaded data by symbols and expiration dates.
You may delete these files if the data have been parsed correctly.
Otherwise, keep these files to reparse them with a new version of Market Data Downloader.

CSV Fields

Symbol
ExpDate
Strike
Type
Contract Name
Last
Bid
Ask
Change
%Change
Volume
Open Interest
Implied Volatility