Scraping Historical Stock Options and Derivatives Data with Python

Scraping Historical Stock Options and Derivatives Data with Python Options and derivatives data is essential for quantitative analysis, backtesting strategies, and risk modeling. While premium data feeds cost thousands monthly, much of this data is publicly accessible on financial websites. What Data Are We After? Strike prices and expiration dates Bid/ask spreads and volume Open interest across chains Historical implied volatility Setup import requests from bs4 import BeautifulSoup import pandas as pd import time from datetime import datetime , timedelta PROXY_URL = " https://api.scraperapi.com " API_KEY = " YOUR_SCRAPERAPI_KEY " Financial sites are aggressive with anti-bot measures. ScraperAPI handles fingerprinting and rate limiting automatically. Scraping Options Chains def get_options_chain ( ticker , expiration = None ): url = f " https://finance.yahoo.com/quote/ { ticker } /options/ " if expiration : url += f " ?date= { expiration } " params = { " api_key " : API_KEY , " url " :