clj-yfinance.experimental.options — com.github.clojure-finance/clj-yfinance 0.1.6

EXPERIMENTAL: Fetch options chain data from Yahoo Finance.

This namespace provides access to options chains via Yahoo's authenticated v7 options endpoint. Authentication is handled automatically via the shared session in clj-yfinance.experimental.auth.

WARNING: This is experimental and may break at any time. Yahoo can change or block authentication without notice.

For production use, consider stable alternatives:

• AlphaVantage (free tier, options data available)
• Polygon.io (professional-grade, comprehensive options)
• Tradier (options-focused API)

Implementation notes:

• Uses /v7/finance/options endpoint (different from quoteSummary)
• Without :expiration returns nearest expiry + full list of available dates
• With :expiration (epoch seconds) returns full calls/puts chain for that date
• Each contract map includes: strike, bid, ask, lastPrice, impliedVolatility, openInterest, volume, inTheMoney, contractSymbol, expiration, lastTradeDate
• Session auto-refreshes every hour
• MAX 1 retry on authentication failure

fetch-options clj

(fetch-options ticker & {:keys [expiration]})

Fetch options chain for a ticker (simple API).

Returns the options data map or nil on failure. Options: :expiration - epoch seconds for a specific expiry date. For error details, use fetch-options* instead.

Example: (fetch-options "AAPL") => {:underlying-symbol "AAPL" :expiration-dates [1771372800 ...] :strikes [195.0 200.0 ...] :expiration-date 1771372800 :calls [{:strike 210.0 :bid 44.6 :ask 47.6 ...} ...] :puts [{:strike 195.0 :bid 0.01 :ask 0.08 ...} ...]}

(fetch-options "AAPL" :expiration 1771372800) => {:calls [<31 contracts>] :puts [<32 contracts>] ...}

fetch-options* clj

(fetch-options* ticker & {:keys [expiration]})

Fetch options chain for a ticker (verbose API).

Parameters:

• ticker - Ticker symbol string (e.g. "AAPL")
• :expiration - Epoch seconds (integer) for a specific expiry date. Omit to get the nearest expiry + list of all available dates.

Returns {:ok? true :data {...}} or {:ok? false :error {:}}.

:data map keys:

• :underlying-symbol - Ticker symbol
• :expiration-dates - Vector of all available expiry dates (epoch seconds)
• :strikes - Vector of all available strike prices
• :expiration-date - Epoch seconds of the returned chain's expiry
• :calls - Vector of call contract maps
• :puts - Vector of put contract maps
• :quote - Current quote data for the underlying

Each contract map includes:

• :contractSymbol - e.g. "AAPL260218C00210000"
• :strike - Strike price (number)
• :bid, :ask - Current bid/ask (number)
• :lastPrice - Last traded price (number)
• :impliedVolatility - IV (number, e.g. 0.35 = 35%)
• :openInterest - Open interest (integer)
• :volume - Volume (integer)
• :inTheMoney - Boolean
• :expiration - Contract expiry (epoch seconds)
• :lastTradeDate - Last trade timestamp (epoch seconds)
• :percentChange, :change - Price change fields

Error types: :auth-failed, :session-failed, :api-error, :http-error, :rate-limited, :parse-error, :missing-data, :request-failed, :exception

Example - nearest expiry: (fetch-options* "AAPL") => {:ok? true :data {:underlying-symbol "AAPL" :expiration-dates [1771372800 1771545600 ...] ; 23 dates :strikes [195.0 200.0 ... 335.0] ; 41 strikes :expiration-date 1771372800 :calls [{:contractSymbol "AAPL260218C00210000" :strike 210.0 :bid 44.6 :ask 47.6 :impliedVolatility 1.447 :inTheMoney true ...} ...] :puts [{:contractSymbol "AAPL260218P00195000" :strike 195.0 :bid 0.01 :ask 0.08 :impliedVolatility 1.453 :inTheMoney false ...} ...]}}

Example - specific expiry: (fetch-options* "AAPL" :expiration 1771372800) => {:ok? true :data {:calls [<31 contracts>] :puts [<32 contracts>] ...}}