jknaudt21/Option-Scraper-BlackScholes
Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies
This tool helps financial analysts and traders gather crucial options data for S&P500 companies without needing expensive subscriptions or exceeding data quotas. It takes a list of S&P500 companies and outputs a CSV file containing option prices, strike prices, time to maturity, underlying stock prices, dividend yields, and implied volatility for all current call contracts. This is ideal for quantitative researchers, students, or anyone needing bulk option data for models like Black-Scholes.
No commits in the last 6 months.
Use this if you need to gather detailed options data for S&P500 companies to use in financial models and analysis, especially if you're working with a limited budget or data access.
Not ideal if you require real-time options data, need data for companies outside the S&P500, or if you prefer a pre-packaged data feed without running a script.
Stars
20
Forks
6
Language
Jupyter Notebook
License
—
Category
Last pushed
Jul 07, 2022
Commits (30d)
0
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