Options

New

Options Premium Curve - 2025

Jun 3, 2025 5:52 PM

Jose_Henrique

Multi Options Calculator - 2024

Nov 18, 2024 2:54 AM

Jose_Henrique

Historical Options Chains

Nov 5, 2024 9:52 PM

Jose_Henrique

1

Options Expected Movement 2025

Oct 9, 2025 9:23 AM

Jose_Henrique

New

Historical Options Chains

Created by

Jose_Henrique

Created at

Nov 5, 2024 9:52 PM

About

These scripts was developed to scrap, download and save the daily OPTIONS CHAINS in SQLite in order to accumulate a historical database for backtests purposes.

The scripts are running in a personal public repository and the new daily rows are being constantly added in the files below.

Navicat or DBeaver are good softwares to browser data into ".db" file.

Links

1.

Yahoo Finance: https://github.com/jhvissotto/Scrap-YF-Opt-Chain/raw/refs/heads/main/Filebase.db

2.

Market Watch: https://github.com/jhvissotto/Scrap-MW-Opt-Chain/raw/refs/heads/main/Filebase.db

3.

ADVFn: https://github.com/jhvissotto/Scrap-AF-Opt-Chain/raw/refs/heads/main/Filebase.db

SQL Browsers

1.

Navicat: https://www.softpedia.com/get/Internet/Servers/Database-Utils/Navicat-Premium.shtml

2.

DBeaver: https://www.softpedia.com/get/Internet/Servers/Database-Utils/DBeaver.shtml

Navicat Preview

Technical Variables

🆔 Tickers:

•

ETF: SPY, DIA, QQQ, XLF, XLC, XLE, XLU, XLP, XLK, XLV, XLI, XLY, XLB, XOP, XBI, XRT, XHB, XME, XLRE, IWM, IYR, NOBL, AMLP, OIH, KRE, VNQ, ITB, KBE, IBB, SMH

•

SPX: Top 50

🔁 Procedures: Downloaded via Python and automated via Github Actions

🗓️ Frequency: 1 time per day, at midnight

⛔ Skip: Weekend and US Holidays

📂 File: SQLite

🚩 Started: 2024-11-06

💿 Providers: Yahoo Finance, Market Watch, ADVFn

1

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