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snhu1 avatar image
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How to pull out historical option chain for SPY options?

for example, can I download option Chain data for SPY call/put options on Jan 10, 2024?

Thanks.

#technologypython apichain-ric
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raksina.samasiri avatar image   raksina.samasiri

Hi @snhu1 ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

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aramyan.h avatar image
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Hi @snhu1 ,


On top of what my colleague already shared I would advice looking into this article as well which is more tailored towards the RIC reconstruction not only for OPRA (e.g SPY) traded but also options traded on other markets.

Unfortunately there is no direct way to ingest historical (exoired) options chain data.

Best regards,

Haykaz

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jason.ramchandani01 avatar image
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@snhu1 Thanks for your question. Please find the following article on how to reconstruct historical (expired) option RICs. Its a multi-step process outlined in Section 1 of the article - all the Python function code is available.
1708331450071.png

I hope this can help.


1708331450071.png (138.2 KiB)
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djurenko avatar image djurenko

@Drift Boss Thank you.But also options traded on other markets.

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