How to pull live option prices with Python (Code Included)

Published: 20 April 2024
on channel: Algovibes

2,529

In this video we are going to pull option metrics from the Binance Websocket API. In specific we pull the whole option chain for Bitcoin including all expiries, strike prices as well as pulling the greeks (delta, gamma, Vega,...) for a specific option (defined expiry/strike).

Let me know if that kind of content is interesting for you by dropping a like, comment and share - helps a lot. Thanks!

Check out my website here:
https://www.pythonforfinance.info

Get access to the Notebooks as well as support the channel by becoming a member here:
Get the Notebook/Source code by becoming a Tier-3 Channel member:
/ @algovibes

I recommend to watch my Option mini series here:
• Option Basics and How To Price Option...

Binance API docs:
https://binance-docs.github.io/apidoc...

Websocket docs:
https://pypi.org/project/websocket-cl...

#python #options #binance

00:00 - 01:57 Options on Binance
01:57 - 11:46 Pulling Option prices / premiums
11:46 - 14:38 Pulling metrics (greeks)

On this page of the site you can watch the video online How to pull live option prices with Python (Code Included) with a duration of hours minute second in good quality, which was uploaded by the user Algovibes 20 April 2024, share the link with friends and acquaintances, this video has already been watched 2,529 times on youtube and it was liked by 89 viewers. Enjoy your viewing!