Yahoo Finance Options & Volatility Intelligence avatar

Yahoo Finance Options & Volatility Intelligence

Pricing

Pay per event

Go to Apify Store
Yahoo Finance Options & Volatility Intelligence

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.

Pricing

Pay per event

Rating

0.0

(0)

Developer

Dev D

Dev D

Maintained by Community

Actor stats

0

Bookmarked

2

Total users

1

Monthly active users

2 days ago

Last modified

Share

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

ModeWhat you getRows
metricsThe intelligence layer: put/call ratio (OI & volume), ATM implied volatility, IV skew, max pain, totals, most-active contract.1 per expiration
chainEvery contract: strike, bid/ask/mid, spread %, last price, IV, open interest, volume, moneyness, ITM flag.1 per contract
unusualOnly contracts where today's volume outruns standing open interest — the classic fresh-positioning tell.1 per flagged contract

What the metrics mean

FieldReading
put_call_ratio_oi / _volume>1 = puts outweigh calls (defensive positioning). <1 = call-heavy.
atm_iv_pctImplied volatility at the money — the market's expected move.
iv_skew_10pctOTM put IV minus OTM call IV, in IV points. Positive = downside protection bid up (normal for equities); a spike means hedging demand.
max_pain_strikeStrike 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_ratioVolume ÷ 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 (default 25) — keep only strikes within ±X% of spot. The far wings rarely trade. Set 0 for the entire chain.
  • maxExpirations (default 3) — how many of the nearest expiries to pull. Or name exact dates with expirationDates.

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_10pct compares strikes by distance from spot rather than by 25-delta. Tune the distance with skewPct.
  • Metrics mode needs both sides of the chain — leave optionType on all for 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.