Analyze an options chain and price theoretical value
Когда использовать: You want to look at AAPL options, compare IV to historical vol, and spot-check Black-Scholes values.
Предварительные требования
- Massive.com API key — massive.com signup — free tier
Поток
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Find the right endpointSearch endpoints: 'options chain for a given ticker and expiry'.✓ Скопировано→ Best-match endpoint + params
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Pull chainCall the endpoint for AAPL with the next monthly expiry. Store as DataFrame 'aapl_chain'.✓ Скопировано→ DataFrame stored; head preview
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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.✓ Скопировано→ Table of strikes with BS-vs-market
Итог: Hands-on options screen without writing Python yourself.
Подводные камни
- Delayed data on free tier — Check data timestamps; paid tier for real-time