Analyze an options chain and price theoretical value
Wann einsetzen: You want to look at AAPL options, compare IV to historical vol, and spot-check Black-Scholes values.
Voraussetzungen
- Massive.com API key — massive.com signup — free tier
Ablauf
-
Find the right endpointSearch endpoints: 'options chain for a given ticker and expiry'.✓ Kopiert→ Best-match endpoint + params
-
Pull chainCall the endpoint for AAPL with the next monthly expiry. Store as DataFrame 'aapl_chain'.✓ Kopiert→ DataFrame stored; head preview
-
AnalyzeRun SQL: SELECT strike, iv, bid, ask FROM aapl_chain WHERE expiry=... ORDER BY strike. Price Black-Scholes for each and show deltas to market mid.✓ Kopiert→ Table of strikes with BS-vs-market
Ergebnis: Hands-on options screen without writing Python yourself.
Fallstricke
- Delayed data on free tier — Check data timestamps; paid tier for real-time