options_work_progress.py

#from yahoo_fin import options
import pandas as pd


# Define the ticker symbol for which you want to pull the options data
ticker_symbol = "AAPL"

# Get the list of expiration dates for the ticker
expiration_dates = options.get_expiration_dates(ticker_symbol)

# Initialize a DataFrame to hold all options data
all_options_data = pd.DataFrame()

# Loop through each expiration date and get the options data for that date
for date in expiration_dates:
    options_data = options.get_options_chain(ticker_symbol, date)
    
    # Convert the options data for each date into a pandas DataFrame
    calls_data = pd.DataFrame(options_data['calls'])
    puts_data = pd.DataFrame(options_data['puts'])
    
    # Add the expiration date and type of the option as columns to the DataFrames
    calls_data['Expiration Date'] = date
    calls_data['Option Type'] = 'Call'
    puts_data['Expiration Date'] = date
    puts_data['Option Type'] = 'Put'
    
    # Concatenate the calls and puts data
    combined_data = pd.concat([calls_data, puts_data])
    
    # Append the combined data to the all_options_data DataFrame
    all_options_data = pd.concat([all_options_data, combined_data], ignore_index=True)

# Save the options data to a CSV file
all_options_data.to_csv(f'{ticker_symbol}_options_data.csv', index=False)