Yahoo Options Scraper

Yahoo Options Scraper

Yahoo Options Scraper extracts option chains from Yahoo Finance for US stocks, ETFs, and indexes: every call and put with strike, expiration, last price, bid, ask, volume, open interest, and implied volatility. It also calculates Greeks (delta, gamma, theta, vega, rho) and can return one summary row per ticker (put/call ratios, 30-day ATM IV, premium flow, max pain, sentiment) or scan for unusual options activity.

Pull up to 60 expirations per ticker for 50 tickers in one run, filter by moneyness, strike window, volume, open interest, IV, and days to expiration, and get clean numeric fields: IV as a decimal, nulls where Yahoo has no data, never fake zeros.

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Actor: parsebird/yahoo-options-scraper — scrapes option chains from Yahoo Finance (finance.yahoo.com) for US stocks, ETFs and indexes (AAPL, SPY, ^SPX, ^VIX, BRK.B). Input (unknown fields fail the run): {"tickers": ["AAPL","SPY"] (array, max 50; entries may be comma/space separated), "mode": "chain" (chain = one row per contract | summary = one row per ticker | unusual = unusual-activity scan), "contractTypes": ["calls","puts"], "optionsExpirations": 4 (nearest N expirations, 1-60), "expirationDates": ["2026-11-20"] (exact dates, win over range and count), "expirationFrom"/"expirationTo": "YYYY-MM-DD" (inclusive range, wins over count), "includeGreeks": true, "riskFreeRate": 0.043 (decimal; default = ^IRX 13-week T-bill yield), filters: "moneyness" (all|inTheMoney|outOfTheMoney|atTheMoney), "minStrike", "maxStrike", "strikeWindowPercent", "minVolume", "minOpenInterest", "minImpliedVolatility"/"maxImpliedVolatility" (decimal, 0.3 = 30%), "minDaysToExpiration"/"maxDaysToExpiration", "atmEpsilonPercent": 1.5 (min 0.1); "unusualVolumeOiRatio": 5, "unusualPremiumUsd": 50000; "maxItems": 1000 (whole run, max 25000, shared round-robin across tickers), "sortBy": "yahooOrder" (strikeAsc|strikeDesc|volumeDesc|openInterestDesc|impliedVolatilityDesc|impliedVolatilityAsc|premiumDesc|lastTradeNewest|nearestStrike|moneynessAsc), "concurrency": 4, "maxRetries": 3, "requestDelayMs": 0, "proxyConfiguration": {"useApifyProxy": false}}. Run via ApifyClient("YOUR_TOKEN").actor("parsebird/yahoo-options-scraper").call(run_input=input). Contract rows (rowType "contract"): ticker, contractSymbol, type, strike, expiration, expirationTimestamp, daysToExpiration, lastPrice, bid, ask, mid, spread, spreadPercent, change, percentChange, lastTradeDate, impliedVolatility (decimal), delta, gamma, theta (per day), vega (per vol point), rho (per 1% rate), theoreticalPrice, volume, openInterest, volumeOpenInterestRatio, premiumTradedUsd, inTheMoney, moneyness (ITM/OTM/ATM), moneynessPercent, contractSize, unusualScore, underlyingSymbol, underlyingName, underlyingPrice, underlyingChange, underlyingChangePercent, marketState, currency, marketCap, trailingPE, forwardPE, fiftyTwoWeekLow, fiftyTwoWeekHigh, earningsDate, dividendYield, riskFreeRate, scrapedAt. Summary rows (rowType "summary"): volumes, open interest, putCallVolumeRatio, putCallOpenInterestRatio, avgCallIV, avgPutIV, iv30d, ivSkew30d, atmCallIV30d, atmPutIV30d, atmStrike30d, expiration30d, daysToExpiration30d, premium traded and netPremiumFlowUsd, mostActiveContract, maxPainStrike, maxPainWeighting, maxPainExpiration, sentiment, plus underlying fields. null = Yahoo had no data. Pricing: pay per row saved. Get your API token at https://console.apify.com/account#/integrations. Full API spec: https://apify.com/parsebird/yahoo-options-scraper/api

What is Yahoo Options Scraper?

Yahoo Options Scraper is a Yahoo Finance options data extraction tool. It reads the same option chains shown on Yahoo Finance quote pages (for example AAPL options) and turns them into clean rows you can load into a spreadsheet, database, or trading notebook. Yahoo Finance has no official public options API, so this scraper works as a Yahoo Finance options API alternative for traders, quants, analysts, and fintech developers.

The easiest way to try it: keep the prefilled tickers AAPL and SPY, click Start, and open the dataset. You get every contract for the 4 nearest expirations, with Greeks, in a few seconds.

No Yahoo account or API key is needed.

What can Yahoo Options Scraper do?

• 📈 Full option chains: calls and puts for the nearest N expirations, exact dates, or a date range, for up to 50 tickers per run.
• 🧮 Greeks: delta, gamma, theta, vega, rho, and a theoretical price, calculated with Black-Scholes-Merton from Yahoo's implied volatility, the dividend yield, and the live 13-week T-bill rate (^IRX).
• 📊 Ticker summary: total and per-side volume and open interest, put/call ratios, average IV, 30-day ATM IV and skew, premium flow, most active contract, max pain, and a sentiment label.
• 🚨 Unusual options activity: contracts with volume far above open interest and large premium traded, ranked by score.
• 🎯 Filters: moneyness (ITM, OTM, ATM), strike range, strike window around spot, minimum volume and open interest, IV range, and days to expiration.
• ↕️ 11 sort orders: strike, volume, open interest, IV, premium traded, last trade, nearest strike, or moneyness.
• 🧾 Honest numbers: every price, IV, Greek, and volume is a number, and missing data is null, not 0.

Because Yahoo Options Scraper runs on the Apify platform, you also get:

• ⏰ Scheduling to snapshot option chains at the open, the close, or every hour.
• 🔌 API access and client libraries for Python and JavaScript.
• 🔗 Integrations with Google Sheets, Slack, Zapier, Make, webhooks, and more.
• 📁 Exports to JSON, CSV, Excel, XML, or HTML from the dataset.

What data can you extract from Yahoo Finance options?

Field	Description
contractSymbol, type, strike, expiration, daysToExpiration	Contract identity (OCC symbol, call or put)
lastPrice, bid, ask, mid, spread, spreadPercent	Quote. mid and spread need a two-sided quote, otherwise they are null
change, percentChange, lastTradeDate	Change versus the previous close and time of the last trade
impliedVolatility	Yahoo's implied volatility as a decimal (0.32 = 32%)
delta, gamma, theta, vega, rho, theoreticalPrice	Calculated Greeks: theta per calendar day, vega per volatility point, rho per percentage point
volume, openInterest, volumeOpenInterestRatio, premiumTradedUsd	Activity
inTheMoney, moneyness, moneynessPercent	Yahoo's ITM flag, plus a computed ITM / OTM / ATM label
underlyingPrice, marketState, marketCap, trailingPE, forwardPE, earningsDate, dividendYield	Underlying stock or ETF
Summary: putCallVolumeRatio, iv30d, ivSkew30d, maxPainStrike, netPremiumFlowUsd, sentiment	One row per ticker in summary mode

How to scrape Yahoo Finance options

1. Open Yahoo Options Scraper in Apify Console.
2. Enter one or more tickers, such as AAPL, SPY, or ^SPX.
3. Choose a mode: Option chain, Summary, or Unusual options activity.
4. Set how many expirations to fetch, or pick exact dates or a date range.
5. Optional: add filters such as at-the-money only, a strike window, or minimum volume.
6. Click Start, then download the dataset as JSON, CSV, or Excel, or read it through the API.

Input parameters

Parameter	Type	Required	Default	Description
tickers	array	No	["AAPL"]	Symbols, up to 50. Uppercased and de-duplicated. BRK.B becomes BRK-B, Yahoo's spelling. Yahoo quote URLs work too.
mode	string	No	chain	chain, summary, or unusual
contractTypes	array	No	["calls","puts"]	calls, puts, or both
optionsExpirations	integer	No	1	Nearest N expirations per ticker, 1 to 60
expirationDates	array	No	—	Exact YYYY-MM-DD dates. Win over the range and the count
expirationFrom / expirationTo	string	No	—	Inclusive date range. Wins over the count
includeGreeks	boolean	No	true	Calculate Greeks and a theoretical price
riskFreeRate	number	No	^IRX	Decimal, e.g. 0.043. Default: Yahoo's ^IRX quote, or 4.5% if it can't be read
moneyness	string	No	all	all, inTheMoney, outOfTheMoney, atTheMoney
minStrike / maxStrike	number	No	—	Strike bounds
strikeWindowPercent	number	No	—	Keep strikes within N% of the underlying price
minVolume / minOpenInterest	integer	No	—	Liquidity floors
minImpliedVolatility / maxImpliedVolatility	number	No	—	Decimal IV bounds. Contracts without IV are dropped
minDaysToExpiration / maxDaysToExpiration	integer	No	—	DTE window. With a count, picks the nearest expirations inside the window
atmEpsilonPercent	number	No	1.5	Strike distance from spot that counts as ATM, in %. Minimum 0.1
unusualVolumeOiRatio	number	No	5	Unusual mode: minimum volume / open interest
unusualPremiumUsd	integer	No	50000	Unusual mode: minimum premium traded
maxItems	integer	No	1000	Rows for the whole run, max 25,000, shared round-robin across tickers
sortBy	string	No	yahooOrder	strikeAsc, strikeDesc, volumeDesc, openInterestDesc, impliedVolatilityDesc, impliedVolatilityAsc, premiumDesc, lastTradeNewest, nearestStrike, moneynessAsc
concurrency	integer	No	4	Parallel requests over one session, max 8
maxRetries	integer	No	3	Retries per request, max 5
requestDelayMs	integer	No	0	Wait before each request
proxyConfiguration	object	No	none	Optional. The scraper moves to Apify Proxy on its own if Yahoo refuses requests

Unknown input fields are rejected: a misspelled key such as maxItem fails the run with the list of valid fields instead of being silently ignored.

Quick start: full chains for three tickers.

{
    "tickers": ["AAPL", "SPY", "NVDA"],
    "optionsExpirations": 4,
    "maxItems": 2000
}

Near-the-money contracts about a month out, most traded first.

{
    "tickers": ["TSLA"],
    "minDaysToExpiration": 20,
    "maxDaysToExpiration": 45,
    "optionsExpirations": 2,
    "strikeWindowPercent": 10,
    "minVolume": 100,
    "sortBy": "volumeDesc"
}

Unusual options activity scan

{
    "tickers": ["SPY", "QQQ", "TSLA", "NVDA", "AMD", "AAPL"],
    "mode": "unusual",
    "optionsExpirations": 6,
    "maxItems": 200
}

Output example

A contract row (AAPL, October 2026, market closed):

{
    "rowType": "contract",
    "ticker": "AAPL",
    "contractSymbol": "AAPL261019C00332500",
    "type": "call",
    "strike": 332.5,
    "expiration": "2026-10-19",
    "expirationTimestamp": 1792368000,
    "daysToExpiration": 8,
    "lastPrice": 6.3,
    "bid": 4.65,
    "ask": 5.7,
    "mid": 5.175,
    "spread": 1.05,
    "spreadPercent": 20.29,
    "change": -2.1,
    "percentChange": -25.0,
    "lastTradeDate": "2026-10-09T13:30:44Z",
    "impliedVolatility": 0.153329,
    "delta": 0.717068,
    "gamma": 0.042637,
    "theta": -0.179677,
    "vega": 0.175024,
    "rho": 0.055647,
    "theoreticalPrice": 5.8451,
    "volume": 3,
    "openInterest": null,
    "volumeOpenInterestRatio": null,
    "premiumTradedUsd": 1890.0,
    "inTheMoney": true,
    "moneyness": "ATM",
    "moneynessPercent": 1.2298,
    "contractSize": "REGULAR",
    "unusualScore": null,
    "underlyingSymbol": "AAPL",
    "underlyingName": "Apple Inc.",
    "underlyingPrice": 336.64,
    "underlyingChange": -3.78,
    "underlyingChangePercent": -1.1104,
    "marketState": "CLOSED",
    "currency": "USD",
    "marketCap": 4912984883200,
    "trailingPE": 38.6055,
    "forwardPE": 35.1117,
    "fiftyTwoWeekLow": 243.42,
    "fiftyTwoWeekHigh": 345.34,
    "earningsDate": "2026-11-02T20:00:00Z",
    "dividendYield": 0.0032,
    "riskFreeRate": 0.04057,
    "scrapedAt": "2026-10-11T05:03:06.845Z"
}

A summary row (AAPL, 12 expirations; the underlying fields repeat as in contract rows and are trimmed here):

{
    "rowType": "summary",
    "ticker": "AAPL",
    "expirationsAvailable": 23,
    "contractsCount": 1137,
    "totalVolume": 734634,
    "callVolume": 436903,
    "putVolume": 297731,
    "totalOpenInterest": 3213116,
    "putCallVolumeRatio": 0.6815,
    "putCallOpenInterestRatio": 0.7178,
    "avgCallIV": 0.653764,
    "avgPutIV": 0.629438,
    "iv30d": 0.27108,
    "ivSkew30d": -0.028351,
    "atmCallIV30d": 0.285255,
    "atmPutIV30d": 0.256904,
    "atmStrike30d": 335.0,
    "expiration30d": "2026-11-13",
    "daysToExpiration30d": 33,
    "premiumTradedUsd": 270022369.0,
    "netPremiumFlowUsd": 152948329.0,
    "mostActiveContract": "AAPL261012C00340000",
    "mostActiveContractVolume": 34369,
    "maxPainStrike": 337.5,
    "maxPainWeighting": "openInterest",
    "maxPainExpiration": "2026-10-12",
    "sentiment": "bullish",
    "underlyingPrice": 336.64,
    "marketState": "CLOSED"
}

Modes

Chain (default): one row per contract, calls and puts, across every selected expiration.

Summary: one row per ticker, aggregated over the contracts that pass your filters:

• putCallVolumeRatio and putCallOpenInterestRatio: put total divided by call total.
• avgCallIV / avgPutIV: simple average over contracts with a usable IV. Far-from-the-money wings pull it up, so use iv30d for a headline number.
• iv30d, ivSkew30d, atmCallIV30d, atmPutIV30d: ATM IV for the fetched expiration closest to 30 days, only if it is within 20 to 40 days. Otherwise these fields are null. daysToExpiration30d shows the actual DTE. atmStrike30d is the strike nearest spot, iv30d averages its call and put IV, and ivSkew30d is put IV minus call IV.
• netPremiumFlowUsd: call premium traded minus put premium traded.
• maxPainStrike: the strike where option holders' total payout at expiry is lowest, weighted by open interest (or by volume if the chain has no open interest; maxPainWeighting says which). It always uses the full, unfiltered nearest expiration (maxPainExpiration), so a filter can't leave too few contracts for a meaningful number.
• sentiment: a vote of three signals. Each put/call ratio votes bearish above 1.2 and bullish below 0.8. Net premium flow counts only when a ratio points the same way, because premium flow alone is a weak signal. More bullish votes = bullish, more bearish = bearish, a tie = mixed, no directional signal = neutral.

Unusual: contracts with volume at least unusualVolumeOiRatio times open interest and at least unusualPremiumUsd in premium traded. A contract with no open interest yet qualifies on volume alone. Rows are ranked by unusualScore = 0.4 × log10(volume / open interest) + 0.6 × log10(premium traded), then by premium, within each ticker, and tickers are interleaved.

How it works

1. The scraper opens one Yahoo Finance session (cookie and crumb handshake) and reuses it for every request. With includeGreeks on, it reads the ^IRX 13-week Treasury bill yield once for the risk-free rate.
2. For each ticker, the first request returns the nearest expiration and the list of all expirations. Each additional expiration is one more request. For example, the quick start (3 tickers, 4 expirations) used 15 requests in total.
3. Greeks use Black-Scholes-Merton with the ticker's dividend yield as a continuous yield, and time to expiry measured to 4:00 pm New York time on the expiration day. The implementation is tested against textbook values (Hull) and put-call parity.
4. Filters are applied, rows are sorted per ticker, and maxItems is shared round-robin across tickers, so with 3 tickers and maxItems: 50 you get 17, 17, and 16 rows.
5. If Yahoo returns errors or rate limits, the scraper renews the session and, after repeated failures, switches to Apify Proxy (datacenter, then residential).
6. A ticker that fails after retries fails the run (rows already collected are still saved). Tickers with no options on Yahoo, such as crypto or FX pairs, are skipped with a warning. If nothing is saved, the run fails with the reason.

Data quality notes

These numbers come from our own sample of 4,059 contracts (AAPL, SPY, NVDA, TSLA, AMD, KO, nearest 6 expirations), taken on Sunday, October 11, 2026, with US markets closed.

• Missing IV: 190 contracts (4.7%) had an implied volatility below 1%. All of these were Yahoo's near-zero placeholder (about 0.00001). The scraper treats IV below 1% as missing: impliedVolatility and all Greeks are null for those contracts.
• Very high IVs on the wings: the median IV was 51.9%, and 23% of contracts had IV above 100% (the maximum was about 1,890%). In the quick-start sample, contracts above 100% IV were a median 45.5% away from the underlying price, and none were at the money. Far-from-the-money contracts close to expiry carry these extreme values, so filter with strikeWindowPercent or maxImpliedVolatility if they skew your analysis.
• Market closed: with markets closed, at-the-money IVs for the nearest expirations were low (median 10.4% for AAPL, SPY, and NVDA). Quotes and IVs reflect Yahoo's last published values, so for analysis that depends on IV, run during US market hours and check marketState on each row.
• Greeks inherit the IV: they are model output, only as good as Yahoo's IV. On contracts expiring today or tomorrow, Greeks move fast and mean little.
• Premium traded is an estimate: premiumTradedUsd = lastPrice × volume × 100. A stale last price can overstate it, so volumeOpenInterestRatio is often the more reliable activity signal.

How much does it cost to scrape Yahoo Finance options?

Yahoo Options Scraper uses pay-per-event pricing. You pay per row saved to the dataset: one contract in chain or unusual mode, one ticker in summary mode. Compute and proxy costs are included in the price, so there are no extra platform usage charges.

Event	Free plan	Bronze	Silver	Gold
row-scraped: per row saved	$0.00109	$0.00099	$0.00089	$0.00089
Per 1,000 rows	$1.09	$0.99	$0.89	$0.89

For example, a full 4-expiration chain for AAPL and SPY (1,215 contracts in our test) costs about $1.32 on the Free plan, while a summary of 50 tickers costs about $0.05. Use maxItems, filters, or a spending limit to cap a run; the scraper never saves more rows than the limit allows. Apify's Free plan includes monthly platform credits you can use to try the scraper.

Use Yahoo Options Scraper with the API

Python

from apify_client import ApifyClient

client = ApifyClient("YOUR_APIFY_TOKEN")
run = client.actor("parsebird/yahoo-options-scraper").call(run_input={
    "tickers": ["AAPL", "MSFT", "NVDA"],
    "mode": "summary",
    "optionsExpirations": 12,
})
for row in client.dataset(run["defaultDatasetId"]).iterate_items():
    print(row["ticker"], row["putCallVolumeRatio"], row["iv30d"], row["maxPainStrike"], row["sentiment"])

JavaScript

import { ApifyClient } from 'apify-client';

const client = new ApifyClient({ token: 'YOUR_APIFY_TOKEN' });
const run = await client.actor('parsebird/yahoo-options-scraper').call({
    tickers: ['SPY'],
    optionsExpirations: 3,
    moneyness: 'atTheMoney',
    sortBy: 'volumeDesc',
});
const { items } = await client.dataset(run.defaultDatasetId).listItems();
for (const c of items) console.log(c.contractSymbol, c.bid, c.ask, c.impliedVolatility, c.delta);

See the API tab for all endpoints and the Apify API client docs for more options.

Is it legal to scrape Yahoo Finance options data?

Yahoo Options Scraper only reads option quotes that Yahoo Finance shows publicly to logged-out visitors. It does not log in or access paid data. Market data belongs to Yahoo and its data providers, so check Yahoo's terms before redistributing it, and make sure your use complies with the laws and exchange rules that apply to you. Consult a lawyer if in doubt. Read more in Apify's post Is web scraping legal? This data is for research and information, not investment advice.

Other finance scrapers

• Yahoo Finance Scraper: quotes, historical prices, fundamentals, analyst ratings, news, and screeners.
• Stocktwits Sentiment Scraper: trending tickers and bullish or bearish chatter.
• SEC Insider Scraper: SEC Form 4 insider buys and sells.
• Congress Stock Trades & Financial Disclosures: U.S. Congress members' stock trades.
• PR Newswire Scraper: earnings and corporate press releases with tickers.
• Polymarket Market Scraper: prediction market prices and volumes.

FAQ

Which tickers have options data? US-listed stocks and ETFs with listed options, and indexes such as ^SPX, ^NDX, ^RUT, and ^VIX. In our tests, Yahoo listed no options for ^GSPC (use ^SPX), futures (ES=F), crypto (BTC-USD), FX pairs (EURUSD=X), or non-US listings such as SHOP.TO and VOD.L. Those tickers are skipped with a warning.

How many expirations can I get? Up to 60 per ticker, which covers every listed expiration in our tests (^SPX had the most: 53). Use optionsExpirations for the nearest N, expirationDates for exact dates, or expirationFrom / expirationTo for a range. If an exact date doesn't exist, the run log lists the available dates.

Why is mid null when bid and ask are 0? Yahoo shows 0 when there is no two-sided quote, which is common outside market hours. A mid price or spread built from that would be a false claim about the market, so mid, spread, and spreadPercent are null unless both bid and ask are above 0.

How is moneyness calculated? moneyness is ATM when the strike is within atmEpsilonPercent (default 1.5%) of the underlying price, otherwise ITM or OTM. moneynessPercent is how far the contract is in the money, as a percent of the underlying price (positive = in the money, negative = out of the money). inTheMoney is Yahoo's own flag.

Is the data real time? Quotes are what Yahoo Finance publishes, which can be delayed. Yahoo Options Scraper takes a snapshot when it runs. There is no historical options data; schedule runs to build your own history.

Is the contract multiplier always 100? premiumTradedUsd assumes 100, the standard for US equity options. Adjusted contracts (after splits or mergers) can differ, and contractSize shows what Yahoo reports.

Something isn't working or I need a field? Open an issue in the Issues tab and tell us what you need.