Yahoo Finance Options Chain Scraper

Get the Yahoo Finance options chain as structured contract rows for US-listed stocks, ETFs and indices. Choose tickers, expiration dates, calls or puts, and strike or moneyness filters. Each delivered row includes the contract identity, prices and the underlying quote, ready to export or join with your own analysis.

What the Yahoo Finance options chain contains

This Actor collects the option contracts that Yahoo Finance reports for each requested symbol. It returns one row for each contract, rather than a separate summary row for each company or expiration. Calls and puts remain separate records, identified by contract_symbol. The underlying symbol, price, quote time and market state travel with every contract so that a saved dataset can be interpreted later.

Use the dataset to compare bid and ask spreads, track open interest, inspect reported implied volatility or maintain an option watchlist. Selecting explicit expirations makes it easier to join successive runs by contract symbol. Selecting all expirations lets you build a broader view of the reported chain, subject to the total result limit you choose.

Yahoo options data is delayed by 15 minutes. Outside market hours, the underlying regular-market price represents the closing market quote. The retrieval timestamp does not imply that a contract traded at that moment: last_trade_at records its actual last reported trade. This distinction matters for thinly traded contracts and historical comparisons.

Input

Provide tickers as a list of Yahoo Finance symbols, for example the captured request below. Comma-separated ticker text is also accepted. Symbols are trimmed, converted to uppercase and deduplicated. Use the Yahoo symbol form for indices and share classes, such as ^SPX and BRK-B. At most 100 distinct symbols are accepted in one run.

For share classes, use BRK-B instead of BRK.B. A dotted symbol with no listed expirations receives a reminder about this convention. Exchange suffixes such as .AS remain part of their Yahoo symbol; the Actor does not automatically replace dots or retry a different symbol.

The default expirations selection is nearest, with both calls and puts. Choose next_n and set max_expirations to select the first N listed dates, or choose all for every listed expiration. With dates, provide expiration_dates as valid YYYY-MM-DD strings. A date that is valid but not listed for a ticker produces a warning rather than an invented contract.

contract_type accepts both, call or put. The inclusive min_strike and max_strike fields select an absolute strike range. moneyness accepts all, in_the_money or out_of_the_money and follows Yahoo's reported flag. strike_window_percent selects a symmetric percentage window around the underlying market price. If that price is unavailable, the affected ticker cannot satisfy this window and receives a warning.

Optional min_days_to_expiration and max_days_to_expiration bound the number of calendar days until expiration. Both use the initial run date in UTC, including zero days for today's expiration. With nearest or next_n, the first one or N listed expirations are selected within this inclusive days window. max_results defaults to 1,000 and is a total limit across all tickers and expirations, up to 100,000 contracts. All enabled filters apply together.

{
  "tickers": [
    "AAPL"
  ]
}

This input was used for the real source capture in the output example. Its October 2026 contract values are historical evidence of the output shape; a new run returns the currently reported chain.

Output

The default dataset contains contract rows. A real captured AAPL contract, projected into the Actor's field names, is shown below. The complete corresponding source response and example are preserved with this product.

{
  "source": "yahoo-options-chain",
  "fetched_at": "2026-10-12T00:13:26.393Z",
  "contract_symbol": "AAPL261012C00250000",
  "underlying_symbol": "AAPL",
  "option_type": "call",
  "strike": 250,
  "expiration_date": "2026-10-12",
  "expiration_timestamp": 1791763200,
  "days_to_expiration": 0,
  "last_price": 86.8,
  "bid": 85.5,
  "ask": 88.15,
  "volume": 10,
  "open_interest": 13,
  "implied_volatility": 1.818360283203125,
  "in_the_money": true,
  "currency": "USD",
  "underlying_price": 336.64,
  "mid": 86.825,
  "spread": 2.6500000000000057,
  "change": -1.8099976,
  "percent_change": -2.042656,
  "last_trade_at": "2026-10-09T19:44:27.000Z",
  "contract_size": "REGULAR",
  "underlying_price_at": "2026-10-09T20:00:00.000Z",
  "underlying_market_state": "CLOSED",
  "underlying_name": "Apple Inc."
}

expiration_date is the readable UTC date and expiration_timestamp is the source epoch in seconds. implied_volatility is a fraction: a value of 0.25 means 25 percent. percent_change uses Yahoo's percentage value. mid is computed only when both bid and ask are positive; spread is ask minus bid when both values exist.

Missing source values remain null. A missing trading volume, bid or open interest is not silently changed into zero. A source zero stays zero. This lets you distinguish unavailable information from a reported lack of activity. The Actor reports source values and these simple arithmetic fields; Greeks are not included.

The OUTPUT record in the default key-value store contains run counts and delivery status. Diagnostic warnings describe unknown tickers, unsupported instruments, unlisted dates and requests that could not finish. Warnings are separate from dataset records and do not count as option contracts. A ticker without matches contributes no contract rows. When another ticker has matches, those real rows are retained.

Use cases

• Volatility analysis. Collect implied_volatility for several expirations of one ticker and compare the term structure across strikes, or follow one expiration over repeated runs.
• Options screening. Filter by call or put, strike window and days to expiration, then rank the delivered rows by volume or open_interest in your own tool.
• Trading tools and dashboards. Feed a spreadsheet, database or notebook with one row per contract, each carrying the underlying price so no second lookup is needed.
• Liquidity checks. Use bid, ask, mid and spread to find contracts that are cheap to enter and exit, and to spot zero-bid contracts.
• Research datasets. Store dated captures with fetched_at and join them on contract_symbol to study how open interest and quotes evolve.

How this compares with other options on Apify

Some Yahoo options Actors add calculated Greeks, an unusual-activity mode or many sort orders. This Actor takes a narrower approach: it returns the contract values Yahoo reports, plus a few plain arithmetic fields (mid, spread, days_to_expiration), with filters for expiration, call or put, strike range, moneyness and days to expiration. Missing values stay null instead of being filled in, and you pay only for contracts that land in the dataset. If you need Greeks or a ranked list of unusual trades, calculate them from these rows or choose a tool built for that.

Pricing and delivery limits

Billing is per delivered option contract, under the option_contract event. Only rows actually delivered to the default dataset count toward this event. An empty result contributes no billable contract. The current event price is displayed in this Actor's pricing tab; consult it when estimating the cost of a scheduled run.

Users without a paid Apify plan receive at most ten contract rows per run. This is a delivery cap, and delivered rows still follow the displayed event price. Paid-plan users can request the full selected volume up to max_results. The Actor follows continuation pages automatically, combines contract rows by their identity, and charges for the final delivered dataset once.

FAQ

Which instruments have options?

The supported source coverage is US-listed stocks, ETFs and indices with reported Yahoo options. A valid ticker may have no option chain. The research capture for ASML.AS and BTC-USD had no options, while AAPL and ^SPX had contract rows. Coverage and listed dates can change.

Does all mean an unlimited number of contracts?

It selects all listed expiration dates, while max_results still limits the total delivered contracts. Raise that field if the default 1,000 rows is too small. The run may report partial delivery when a source request or the available run time prevents completion; review OUTPUT and warnings before treating it as a complete chain.

Can I use these values as live execution prices?

The source data is delayed by 15 minutes, and individual contracts can have older last trades or zero bids. Read the source quote time, last trade time and market state alongside each price. Retrieval time describes when the record was fetched, not when every reported value changed.

How do repeated runs join together?

Use contract_symbol for the same option contract and underlying_symbol to group its company or index. Preserve fetched_at when comparing captures over time. Prices can change between continuation pages, so one run is a sequence of retrieved source responses rather than a guaranteed atomic market snapshot.