Meanwhile, we calculate the actual trailing twelve month volatility (considering the last 251 trading day closing values as well as today's price of $259.41) to be 60%. If an investor was to purchase shares of TSLA stock at the current price.
The implied volatility in the put contract example above is 67%. Turning to the calls side of the option chain, the call contract at the 305.00 strike price has a current bid of 7.75. Should the covered call contract expire worthless, the premium would represent a 2.99% boost of extra return to the investor, or 25.36% annualized, which we refer to as the YieldBoost. options expirations msft.options show news msft.news get option chain. Click to view the complete TSLA options chain, showing volume, open interest, and other data points for all option strikes and expirations. msft.quarterlycashflow see Ticker.getincomestmt() for more options. On our website under the contract detail page for this contract, Stock Options Channel will track those odds over time to see how they change and publish a chart of those numbers (the trading history of the option contract will also be charted). Tesla TSLA - Options Chain InvestorsHub Home Investing Stocks USA NASDAQ Tesla Inc (TSLA) Tesla Inc (TSLA) Options TSLA Tesla Inc 253.18 -11.43 ( -4.32 ) Closed Delayed. TSLA has 4058 option chains across 19 expirations. The current analytical data (including greeks and implied greeks) suggest the current odds of that happening are 99%. Any help is appreciated.Considering the fact that the $305.00 strike represents an approximate 18% premium to the current trading price of the stock (in other words it is out-of-the-money by that percentage), there is also the possibility that the covered call contract would expire worthless, in which case the investor would keep both their shares of stock and the premium collected. It doesn't have to happen to the first ticker on the list, and not exactly sure what triggers the error, but usually the longer the list of tickers, the more inconsistencies with the expiration dates.
#Tsla options chain code#
OptionsX = optionsX.append(opt, ignore_index=True)Įn example of an error: If I run the code as is, it seemingly runs fine and I get this for DIS: DISīut if I try adding another ticker to the list, for example TSLA, I now get this for DIS: DIS Opt = pd.DataFrame().append(opt.calls).append(opt.puts)
This is my first go at it and tried to use similar examples to debug, but nothing worked or I wasn't applying them correctly. It may happen on the first tickers or towards the end, or randomly, but there's always some tickers with wrong expirations, especially as the list grows. The code below sometimes works fine, but not always, and especially as I add tickers it seems like variables get reassigned on each loop? - For example, by the time it gets to RKT the expiration dates for RKT look nothing like its actual expirations dates. So my code should loop over each ticker, get expiration dates, loop over each date, get options chain, then jump to next ticker and repeat. It comes with two different sections: call and put. I'm trying to use yfinance to pull option chains per stock from a list of tickers and for all the available expirations per ticker. An option chain can be defined as the listing of all option contracts.
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