Options Spread Calc.ipynb

{
 "cells": [
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   "cell_type": "code",
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   "metadata": {},
   "outputs": [],
   "source": [
    "import requests\n",
    "from bs4 import BeautifulSoup\n",
    "import csv\n",
    "from itertools import cycle\n",
    "from statistics import mean \n",
    "import random\n",
    "from random import randint\n",
    "import numpy as np\n",
    "import time\n",
    "from datetime import date"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "symbols = []\n",
    "companyNames = []\n",
    "companySectors = []\n",
    "userAgentList = []\n",
    "\n",
    "useragents = open(\"useragents.txt\", \"r\")\n",
    "\n",
    "for line in useragents:\n",
    "    userAgentList.append(line.replace('\\n', ''))   "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "def getProxies(inURL):\n",
    "    \n",
    "    page = requests.get(inURL)\n",
    "    soup = BeautifulSoup(page.text, 'html.parser')\n",
    "    terms = soup.find_all('tr')\n",
    "    IPs = []\n",
    "\n",
    "    for x in range(len(terms)):  \n",
    "        \n",
    "        term = str(terms[x])        \n",
    "        \n",
    "        if '<tr><td>' in str(terms[x]):\n",
    "            pos1 = term.find('d>') + 2\n",
    "            pos2 = term.find('</td>')\n",
    "\n",
    "            pos3 = term.find('</td><td>') + 9\n",
    "            pos4 = term.find('</td><td>US<')\n",
    "            \n",
    "            IP = term[pos1:pos2]\n",
    "            port = term[pos3:pos4]\n",
    "            \n",
    "            if '.' in IP and len(port) < 6:\n",
    "                IPs.append(IP + \":\" + port)\n",
    "                #print(IP + \":\" + port)\n",
    "\n",
    "    return IPs \n",
    "\n",
    "\n",
    "proxyURL = \"https://www.us-proxy.org/\"\n",
    "pxs = getProxies(proxyURL)\n",
    "proxyPool = cycle(pxs)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "Loading data from OptionsTradingStocks.csv\n"
     ]
    }
   ],
   "source": [
    "def getSymbolsCSV(fileName):\n",
    "    \n",
    "    global symbols\n",
    "    \n",
    "    print('\\nLoading data from ' + fileName)\n",
    "\n",
    "    with open(fileName) as csvfile:\n",
    "    \n",
    "        readCSV = csv.reader(csvfile, delimiter=',')\n",
    "        \n",
    "        for row in readCSV:\n",
    "            \n",
    "            symbol  = str(row[0]).replace('ï»¿', '')\n",
    "            \n",
    "            symbols.append(symbol)  \n",
    "                \n",
    "getSymbolsCSV('OptionsTradingStocks.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 74,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "def getOptionsSpreads(sym, exp):\n",
    "    \n",
    "    reload = True\n",
    "    \n",
    "    while reload == True:\n",
    "        \n",
    "        date = ''\n",
    "        \n",
    "        if exp == '2/12': date = 'date=1613088000'\n",
    "        if exp == '2/19': date = 'date=1613692800'\n",
    "        if exp == '2/26': date = 'date=1614297600'\n",
    "        if exp == '3/5': date = 'date=1614902400'\n",
    "            \n",
    "        url = 'https://finance.yahoo.com/quote/' + sym + '/options?' + date\n",
    "\n",
    "        agent = random.choice(userAgentList)\n",
    "        headers = {'User-Agent': agent}\n",
    "\n",
    "        page = requests.get(url, headers=headers, proxies = {\"http\": next(proxyPool)})\n",
    "        soup = BeautifulSoup(page.text, 'html.parser')\n",
    "        s2 = str(soup)\n",
    "        \n",
    "\n",
    "        optionChain = soup.find(id='Col1-1-OptionContracts-Proxy')\n",
    "\n",
    "        if optionChain != None:\n",
    "            \n",
    "            currPrice = s2[s2.find('<span class=\"Trsdu(0.3s) Fw(b) Fz(36px) Mb(-4px) D(ib)\" data-reactid=\"50\">') + 60 : s2.find('<span class=\"Trsdu(0.3s) Fw(b) Fz(36px) Mb(-4px) D(ib)\" data-reactid=\"50\">') + 130]\n",
    "            currPrice = '$' + currPrice[currPrice.find('>') + 1 : currPrice.find('<')]\n",
    "            \n",
    "            options = optionChain.find_all('tr', class_='in-the-money')\n",
    "            reload = False\n",
    "            calls = []\n",
    "\n",
    "            for x in options:\n",
    "                \n",
    "                x = str(x)\n",
    "                \n",
    "                quote = x[x.find('href=\"/quote/') : x.find('href=\"/quote/') + 100]\n",
    "                \n",
    "                if 'P00' in quote:\n",
    "                    break\n",
    "                    \n",
    "                else:\n",
    "                    \n",
    "                    strike = x[x.find('options?strike=') + 15 : x.find('options?strike=') + 22]\n",
    "                    strike = strike.replace('&amp', '').replace('&a', '').replace(';', '').replace('m', '')\n",
    "\n",
    "                    askPrice = x[x.find('options?strike=') + 240 : x.find('class=\"data-col6 ')]\n",
    "                    askPrice = askPrice[askPrice.find('>') + 1 : askPrice.find('<')]\n",
    "                    \n",
    "                    #print(sym, strike, askPrice)\n",
    "\n",
    "                    calls.append([strike, askPrice])\n",
    "            \n",
    "            \n",
    "            spreads = []\n",
    "            \n",
    "            \n",
    "            for y in range(len(calls)):\n",
    "                \n",
    "                buyCallStrike = calls[y][0]\n",
    "                buyCallAskPrice = calls[y][1]\n",
    "                \n",
    "                for z in range(y + 1, len(calls)):\n",
    "                \n",
    "                    sellCallStrike = calls[z][0]\n",
    "                    sellCallAskPrice = calls[z][1]\n",
    "                    \n",
    "                \n",
    "                    strikeDiff = float(sellCallStrike) - float(buyCallStrike)\n",
    "                        \n",
    "                    premium = round(((-1 * float(buyCallAskPrice)) + float(sellCallAskPrice)) * 100, 2)\n",
    "                    \n",
    "                    maxProfit = strikeDiff * 100 - abs(premium)\n",
    "                    \n",
    "                    percentReturn = round((maxProfit / abs(premium)) * 100, 2)\n",
    "                    \n",
    "                    spreads.append([buyCallStrike, buyCallAskPrice, sellCallStrike, sellCallAskPrice, strikeDiff, premium, maxProfit, percentReturn])\n",
    "            \n",
    "                    #print('(' + str(buyCallStrike) + ', ' + str(buyCallAskPrice) + ')', '(' + str(sellCallStrike) + ', ' + str(sellCallAskPrice) + ')', strikeDiff, premium, maxProfit)\n",
    "\n",
    "            \n",
    "            \n",
    "            spreads = sorted(spreads,key=lambda l:l[-1], reverse=True)\n",
    "            print('\\n***', sym, '***\\n')\n",
    "            print('Current Price:', currPrice, '\\n')\n",
    "            \n",
    "            for s in spreads[0 : 20]:\n",
    "                print('BTO', str(s[0]) + 'c', 'Cost: ' + str(s[1]))\n",
    "                print('STO', str(s[2]) + 'c', 'Cost: ' + str(s[3]))\n",
    "                print('Entry Cost:', s[5])\n",
    "                print('Max Profit:', s[6], '+' + str(s[7]) + '%')\n",
    "                print('----------------------------\\n')\n",
    "                "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 76,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Enter the stock you want to analyze: COST\n",
      "Enter the expiration date (Ex: 2/12): 2/19\n",
      "\n",
      "*** COST ***\n",
      "\n",
      "Current Price: $359.83 \n",
      "\n",
      "BTO 290c Cost: 65.00\n",
      "STO 300c Cost: 62.00\n",
      "Entry Cost: -300.0\n",
      "Max Profit: 700.0 +233.33%\n",
      "----------------------------\n",
      "\n",
      "BTO 340c Cost: 21.05\n",
      "STO 342.5c Cost: 20.00\n",
      "Entry Cost: -105.0\n",
      "Max Profit: 145.0 +138.1%\n",
      "----------------------------\n",
      "\n",
      "BTO 290c Cost: 65.00\n",
      "STO 305c Cost: 56.95\n",
      "Entry Cost: -805.0\n",
      "Max Profit: 695.0 +86.34%\n",
      "----------------------------\n",
      "\n",
      "BTO 350c Cost: 11.70\n",
      "STO 352.5c Cost: 10.35\n",
      "Entry Cost: -135.0\n",
      "Max Profit: 115.0 +85.19%\n",
      "----------------------------\n",
      "\n",
      "BTO 290c Cost: 65.00\n",
      "STO 310c Cost: 51.95\n",
      "Entry Cost: -1305.0\n",
      "Max Profit: 695.0 +53.26%\n",
      "----------------------------\n",
      "\n",
      "BTO 290c Cost: 65.00\n",
      "STO 315c Cost: 47.15\n",
      "Entry Cost: -1785.0\n",
      "Max Profit: 715.0 +40.06%\n",
      "----------------------------\n",
      "\n",
      "BTO 350c Cost: 11.70\n",
      "STO 355c Cost: 8.10\n",
      "Entry Cost: -360.0\n",
      "Max Profit: 140.0 +38.89%\n",
      "----------------------------\n",
      "\n",
      "BTO 335c Cost: 25.65\n",
      "STO 342.5c Cost: 20.00\n",
      "Entry Cost: -565.0\n",
      "Max Profit: 185.0 +32.74%\n",
      "----------------------------\n",
      "\n",
      "BTO 350c Cost: 11.70\n",
      "STO 357.5c Cost: 6.00\n",
      "Entry Cost: -570.0\n",
      "Max Profit: 180.0 +31.58%\n",
      "----------------------------\n",
      "\n",
      "BTO 290c Cost: 65.00\n",
      "STO 320c Cost: 42.10\n",
      "Entry Cost: -2290.0\n",
      "Max Profit: 710.0 +31.0%\n",
      "----------------------------\n",
      "\n",
      "BTO 347.5c Cost: 14.25\n",
      "STO 352.5c Cost: 10.35\n",
      "Entry Cost: -390.0\n",
      "Max Profit: 110.0 +28.21%\n",
      "----------------------------\n",
      "\n",
      "BTO 290c Cost: 65.00\n",
      "STO 325c Cost: 36.50\n",
      "Entry Cost: -2850.0\n",
      "Max Profit: 650.0 +22.81%\n",
      "----------------------------\n",
      "\n",
      "BTO 347.5c Cost: 14.25\n",
      "STO 355c Cost: 8.10\n",
      "Entry Cost: -615.0\n",
      "Max Profit: 135.0 +21.95%\n",
      "----------------------------\n",
      "\n",
      "BTO 347.5c Cost: 14.25\n",
      "STO 357.5c Cost: 6.00\n",
      "Entry Cost: -825.0\n",
      "Max Profit: 175.0 +21.21%\n",
      "----------------------------\n",
      "\n",
      "BTO 345c Cost: 16.55\n",
      "STO 352.5c Cost: 10.35\n",
      "Entry Cost: -620.0\n",
      "Max Profit: 130.0 +20.97%\n",
      "----------------------------\n",
      "\n",
      "BTO 290c Cost: 65.00\n",
      "STO 330c Cost: 31.40\n",
      "Entry Cost: -3360.0\n",
      "Max Profit: 640.0 +19.05%\n",
      "----------------------------\n",
      "\n",
      "BTO 355c Cost: 8.10\n",
      "STO 357.5c Cost: 6.00\n",
      "Entry Cost: -210.0\n",
      "Max Profit: 40.0 +19.05%\n",
      "----------------------------\n",
      "\n",
      "BTO 345c Cost: 16.55\n",
      "STO 357.5c Cost: 6.00\n",
      "Entry Cost: -1055.0\n",
      "Max Profit: 195.0 +18.48%\n",
      "----------------------------\n",
      "\n",
      "BTO 345c Cost: 16.55\n",
      "STO 355c Cost: 8.10\n",
      "Entry Cost: -845.0\n",
      "Max Profit: 155.0 +18.34%\n",
      "----------------------------\n",
      "\n",
      "BTO 340c Cost: 21.05\n",
      "STO 352.5c Cost: 10.35\n",
      "Entry Cost: -1070.0\n",
      "Max Profit: 180.0 +16.82%\n",
      "----------------------------\n",
      "\n"
     ]
    }
   ],
   "source": [
    "stock = input('Enter the stock you want to analyze: ')\n",
    "expiration = input('Enter the expiration date (Ex: 2/12): ')\n",
    "getOptionsSpreads(stock, expiration)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
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   "source": []
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