Yahoo Finance Options & Volatility Intelligence
Pricing
Pay per event
Yahoo Finance Options & Volatility Intelligence
Full option chains from Yahoo Finance plus derived signals: put/call ratios, ATM implied volatility, IV skew, max pain and unusual-activity flags. Keyless, any US-listed ticker.
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Pay per event
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Yahoo Finance Options & Volatility Intelligence 📈
Full option chains from Yahoo Finance — plus the derived signals traders actually screen on: put/call ratios, at-the-money IV, volatility skew, max pain, and unusual-activity flags. Any optionable US-listed ticker. No API key.
Most scrapers hand you a wall of contracts and leave the analysis to you. This one ships the metrics layer too, so a run answers "how is this name positioned?" — not just "what strikes exist?"
Built for options traders, quant researchers, trading-tool builders, newsletter writers and risk dashboards.
Modes
| Mode | What you get | Rows |
|---|---|---|
| metrics | The intelligence layer: put/call ratio (OI & volume), ATM implied volatility, IV skew, max pain, totals, most-active contract. | 1 per expiration |
| chain | Every contract: strike, bid/ask/mid, spread %, last price, IV, open interest, volume, moneyness, ITM flag. | 1 per contract |
| unusual | Only contracts where today's volume outruns standing open interest — the classic fresh-positioning tell. | 1 per flagged contract |
What the metrics mean
| Field | Reading |
|---|---|
put_call_ratio_oi / _volume | >1 = puts outweigh calls (defensive positioning). <1 = call-heavy. |
atm_iv_pct | Implied volatility at the money — the market's expected move. |
iv_skew_10pct | OTM put IV minus OTM call IV, in IV points. Positive = downside protection bid up (normal for equities); a spike means hedging demand. |
max_pain_strike | Strike where option holders collectively collect the least at expiry. max_pain_vs_spot_pct shows how far that sits from the current price. |
vol_oi_ratio | Volume ÷ open interest. Above 1 = today's trading exceeded every standing contract. |
Examples
Positioning snapshot across a watchlist
{ "symbols": ["AAPL", "SPY", "NVDA"], "mode": "metrics", "maxExpirations": 3 }
Near-the-money chain for one expiration
{ "symbols": ["TSLA"], "mode": "chain", "maxExpirations": 1, "strikeRangePct": 10 }
Unusual activity sweep
{ "symbols": ["NVDA", "AMD"], "mode": "unusual", "minVolume": 500, "minVolOiRatio": 2 }
A specific expiration, puts only
{ "symbols": ["SPY"], "mode": "chain", "expirationDates": ["2026-09-18"], "optionType": "puts" }
Controlling run size
A single liquid chain can run to 1,500+ contracts. Two inputs keep it sane:
strikeRangePct(default25) — keep only strikes within ±X% of spot. The far wings rarely trade. Set0for the entire chain.maxExpirations(default3) — how many of the nearest expiries to pull. Or name exact dates withexpirationDates.
Notes
- No API key. Yahoo gates its options endpoint behind a per-session cookie + crumb handshake; the actor performs it automatically and re-negotiates if the crumb expires mid-run.
- Proxy is on by default and recommended. Yahoo rate-limits the handshake per IP. If you see handshake warnings, keep the proxy enabled.
- Skew is moneyness-based, not delta-based. Yahoo publishes no greeks, so
iv_skew_10pctcompares strikes by distance from spot rather than by 25-delta. Tune the distance withskewPct. - Metrics mode needs both sides of the chain — leave
optionTypeonallfor it, since ratios and skew are undefined otherwise. - Index options work using their Yahoo symbols (
^SPX,^VIX). Tickers with no listed options are reported and skipped rather than failing the run. - Data is delayed per Yahoo's public feed and is provided for research — not investment advice.