Yahoo-Option-prices

Download option chains (calls + puts) from Yahoo Finance via yfinance and write CSVs. Supports single or multiple symbols, single expiry or all expirations, optional expiration range, and optional implied-volatility plotting. Implied-Vol-Surface is my project to fit implied vol curves to option prices downloaded here.

Requirements

• Python 3
• pandas
• yfinance
• matplotlib (only for --plot-iv)

Usage

python xget_option_prices.py SYMBOL [YYYYMMDD] [outfile.csv] [--expiry YYYYMMDD|YYYYMMDD:YYYYMMDD] [--plot-iv] [--timing] [--exp-range N:M]
python xget_option_prices.py SYMBOL1 SYMBOL2 ... [YYYYMMDD] [--expiry YYYYMMDD|YYYYMMDD:YYYYMMDD] [--plot-iv] [--timing] [--exp-range N:M]

Arguments

• SYMBOL: one or more tickers. If the symbol starts with ^, it will be stripped in output filenames and summary labels.
• YYYYMMDD (optional): specific expiration date to fetch. If omitted and --expiry is not given, all expirations are fetched.
• outfile.csv (optional): output filename for a single symbol. Ignored for multi-symbol runs. If no expiry is supplied, a trailing .csv argument is treated as the output file for a single symbol.

Options

• If a symbol starts with ^, wrap it in quotes (e.g., "^SPX") so the shell passes it through.
• --expiry YYYYMMDD|YYYYMMDD:YYYYMMDD: select a single expiration or a date range.
• --exp-range N:M: filter expirations by days from today (inclusive). Empty side means open-ended (e.g., :30 or 7:). If YYYYMMDD, --expiry, and/or --exp-range are provided, expirations are the union.
• --plot-iv: plot implied volatility vs. strike for the fetched chain. Beware that the implied vols are those reported by Yahoo Finance, and I think they are often wrong.
• --timing: print timing summary at the end.

Output

• Writes a CSV per symbol (or to your custom outfile.csv).

• The default output filename is:

  • SYMBOL_YYYY-MM-DD.csv when a single expiry is requested, or
  • SYMBOL_all.csv when all expiries are fetched.

• A per-expiration summary is printed to stdout when volume/open interest fields are present.

Examples

Fetch all expirations for one symbol:

python xget_option_prices.py "^SPX"

Fetch all expirations and write to a custom file:

python xget_option_prices.py "^SPX" spx.csv

Fetch one expiration and write to a custom file:

python xget_option_prices.py "^SPX" 20260220 spx_20260220.csv

Fetch a date range using --expiry:

python xget_option_prices.py "^SPX" --expiry 20260201:20260320

Fetch multiple symbols (all expirations):

python xget_option_prices.py SPY QQQ IWM

Fetch expirations 0–30 days out and plot IV:

python xget_option_prices.py "^SPX" --exp-range 0:30 --plot-iv

Notes

• Data source is Yahoo Finance via yfinance.
• If --plot-iv is used, the script pulls a spot price to focus the plot around the current level.
• The output CSV includes both calls and puts with an option_type column.