How to Load Option Chains from Yahoo Finance to CSV

Contents

• Option Chains at Yahoo Finance
• Undocumented URLs to Download Option Chains from Yahoo Finance
• Loading Option Chains from Yahoo Finance with Batch Files
• Downloading Option Chains from Yahoo Finance using MARKET.CSV

Option Chains at Yahoo Finance

Yahoo Finance publishes US stock option chains.

You can open https://finance.yahoo.com/, search a ticker like YHOO, and click the 'Options' tab.

You can use URLs like https://finance.yahoo.com/quote/AAPL?p=AAPL to open pages with option chains directly.

Yahoo Finance has no links to download option chains to CSV.

Undocumented URLs to Download Option Chains from Yahoo Finance

Yahoo Finance uses a web service to load option chains into web pages.

The web service returns JSON and has URLs like these:

https://query1.finance.yahoo.com/v7/finance/options/YHOO

https://query1.finance.yahoo.com/v7/finance/options/YHOO?date=1510876800

Specify the expiration date as a Unix timestamp.

You can use specialized download and parser utilities like gsqlcmd to download and convert JSON data to CSV.

For example, to get option chains use the command:

gsqlcmd convert ^
    "https://query1.finance.yahoo.com/v7/finance/options/YHOO" ^
    yhoo.csv /delay=200 /echoOutputFileName /pages=20 /rootPath=*.*.*.calls,*.*.*.puts

gsqlcmd in the webtocsv mode loads web data (JSON, XML, HTML, CSV) and converts the data to CSV.

Specify the /rootPath=*.*.*.calls,*.*.*.puts parser parameter that points to the JSON roots of call and put option chains.

gsqlcmd loads option chains for all expiration dates automatically. Just specify the /page=20 option.

Loading Option Chains from Yahoo Finance with Batch Files

Create a text file like 'task.txt' and place tickers one by line like:

TICKERS.TXT

AAPL
FB
GOOGL
YHOO

Create a batch file like 'load.cmd' with the following commands:

LOAD.CMD

@echo off

@for /F %%i in (tickers.txt) do (
    gsqlcmd convert ^
        "https://query1.finance.yahoo.com/v7/finance/options/%%i" ^
        %%i.JSON %%i.CSV /delay=200 /echoOutputFileName /pages=20 /rootPath=*.*.*.calls,*.*.*.puts
)

Run it. You will see the result:

C:>load.cmd

AAPL.CSV - 1210 rows
FB.CSV - 960 rows
GOOGL.CSV - 1814 rows
YHOO.CSV - 384 rows

Pay attention to the /delay parameter. Use the delay to avoid banning your IP due to frequent multiple automatic requests.

Downloading Option Chains from Yahoo Finance using MARKET.CSV

MARKET.CSV is a specialized tool for loading data from Yahoo Finance and MSN Money.

You place the required tickers to a file like tickers.txt.

TICKERS.TXT

AAPL
FB
GOOGL
YHOO

Then you execute commands to download data using the required data providers:

C:\MarketData

market.csv.exe download YahooOptions

The tool downloads data, archives the data to zip files and converts the data to CSV.

You can get results in the YahooOptions.csv output file.

Moreover, you can download option chains from MSN Money in the same way.

Also, MARKET.CSV includes ready-to-use SQL codes and format files to import CSV data into a Microsoft SQL Server database.

Downloads

Disclaimer

Yahoo Finance is a logo and registered trademark of Yahoo! Inc.