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Some contracts missing in option_chain

Open valankar opened this issue 1 year ago • 0 comments

Describe the bug There appears to be some contracts that show up on the Yahoo website but not when querying with yahooquery.

To Reproduce

https://finance.yahoo.com/quote/%5ESPX/options/?date=1742515200&strike=5900

shows SPX250321C05900000:

https://finance.yahoo.com/quote/SPX250321C05900000/

But when querying this:

>>> option_chain = yahooquery.Ticker('^SPX').option_chain
>>> option_chain.loc[lambda df: df["contractSymbol"] == 'SPX250321C05900000']
Empty DataFrame
Columns: [contractSymbol, strike, currency, lastPrice, change, percentChange, openInterest, bid, ask, contractSize, lastTradeDate, impliedVolatility, inTheMoney, volume]
Index: []
>>> option_chain.loc[lambda df: df["contractSymbol"].str.startswith('SPX250321C059')]
                                  contractSymbol  strike currency  lastPrice     change  percentChange  openInterest    bid    ask contractSize       lastTradeDate  impliedVolatility  inTheMoney  volume
symbol expiration optionType                                                                                                                                                                              
^SPX   2025-03-21 calls       SPX250321C05905000  5905.0      USD     235.20   0.000000       0.000000          1455  276.5  280.4      REGULAR 2024-12-20 16:06:49           0.176964        True  2073.0
                  calls       SPX250321C05910000  5910.0      USD     240.00   0.000000       0.000000          1717  272.1  276.5      REGULAR 2024-12-23 21:04:05           0.176098        True   201.0
                  calls       SPX250321C05915000  5915.0      USD     218.00   0.000000       0.000000          1276  269.9  272.6      REGULAR 2024-12-20 15:41:52           0.175219        True  1074.0
                  calls       SPX250321C05920000  5920.0      USD     228.32   0.000000       0.000000             0  264.9  268.7      REGULAR 2024-12-20 16:12:55           0.174327        True  1338.0
...

Expected behavior 5900 strike price should show up above, but it only starts from 5905.

Screenshots Screenshot_25-12-2024_13039_finance yahoo com Screenshot_25-12-2024_125847_finance yahoo com

valankar avatar Dec 25 '24 12:12 valankar