| 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. |
AAPL, SPY, ^SPX. Share classes like BRK.B are converted to Yahoo's BRK-B. Up to 50 per run. Only symbols with US-listed options on Yahoo Finance return data.
## `mode` (type: `string`):
Chain: one row per option contract. Summary: one row per ticker with volume, open interest, put/call ratios, average IV, 30-day ATM IV, premium flow, max pain, and a sentiment label. Unusual: only contracts with unusual volume and premium, ranked by score.
## `contractTypes` (type: `array`):
Choose calls, puts, or both.
## `optionsExpirations` (type: `integer`):
How many of the nearest expiration dates to fetch per ticker. The nearest expiration is often 0 to 2 days away, where Greeks mean little; 4 to 12 usually reaches a month out. Each extra expiration is one more request.
## `expirationDates` (type: `array`):
Fetch these expiration dates (YYYY-MM-DD), e.g. 2026-11-20. Takes priority over the range and the number of expirations.
## `expirationFrom` (type: `string`):
Fetch every expiration on or after this date. Takes priority over the number of expirations.
## `expirationTo` (type: `string`):
Fetch every expiration on or before this date.
## `includeGreeks` (type: `boolean`):
Add delta, gamma, theta, vega, rho, and a theoretical price, calculated with Black-Scholes-Merton from Yahoo's implied volatility.
## `riskFreeRate` (type: `number`):
Rate for the Greeks as a decimal, e.g. 0.043. Leave empty to use the 13-week US Treasury bill yield (^IRX) from Yahoo Finance.
## `moneyness` (type: `string`):
Keep only in-the-money, out-of-the-money, or at-the-money contracts. At the money means a strike within the ATM tolerance of the underlying price.
## `minStrike` (type: `number`):
Keep strikes at or above this price.
## `maxStrike` (type: `number`):
Keep strikes at or below this price.
## `strikeWindowPercent` (type: `number`):
Keep strikes within this many percent of the underlying price, e.g. 10.
## `minVolume` (type: `integer`):
Keep contracts that traded at least this many times today.
## `minOpenInterest` (type: `integer`):
Keep contracts with at least this much open interest.
## `minImpliedVolatility` (type: `number`):
Decimal, e.g. 0.3 for 30%. Contracts without IV are dropped.
## `maxImpliedVolatility` (type: `number`):
Decimal, e.g. 1.5 for 150%. Contracts without IV are dropped.
## `minDaysToExpiration` (type: `integer`):
Keep expirations at least this many calendar days away. Without exact dates or a range, the nearest expirations inside this window are fetched.
## `maxDaysToExpiration` (type: `integer`):
Keep expirations at most this many calendar days away.
## `atmEpsilonPercent` (type: `number`):
How close the strike must be to the underlying price to count as at the money, in percent. Minimum 0.1.
## `unusualVolumeOiRatio` (type: `number`):
Unusual mode flags contracts whose volume is at least this many times open interest. Contracts with no open interest yet qualify on volume alone.
## `unusualPremiumUsd` (type: `integer`):
Unusual mode also requires at least this much estimated premium traded (last price x volume x 100).
## `maxItems` (type: `integer`):
Maximum rows for the whole run. With several tickers, rows are shared round-robin so one ticker can't use up the limit.
## `sortBy` (type: `string`):
Order of contract rows within each ticker (chain mode). Unusual mode always ranks by score.
## `concurrency` (type: `integer`):
Tickers and requests fetched in parallel over one session.
## `maxRetries` (type: `integer`):
Retries per request before a ticker fails.
## `requestDelayMs` (type: `integer`):
Wait this long before each request.
## `proxyConfiguration` (type: `object`):
Optional. The Actor switches to Apify Proxy by itself if Yahoo Finance refuses direct requests.
## Actor input object example
```json
{
"tickers": [
"AAPL",
"SPY"
],
"mode": "chain",
"contractTypes": [
"calls",
"puts"
],
"optionsExpirations": 4,
"includeGreeks": true,
"moneyness": "all",
"atmEpsilonPercent": 1.5,
"unusualVolumeOiRatio": 5,
"unusualPremiumUsd": 50000,
"maxItems": 1000,
"sortBy": "yahooOrder",
"concurrency": 4,
"maxRetries": 3,
"requestDelayMs": 0,
"proxyConfiguration": {
"useApifyProxy": false
}
}
```
# Actor output Schema
## `dataset` (type: `string`):
No description
# API
You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup.
## JavaScript example
```javascript
import { ApifyClient } from 'apify-client';
// Initialize the ApifyClient with your Apify API token
// Replace the '