Yahoo Finance Options Data

[sglyon]

Add functionality to pd.io.DataReader that collects options data from yahoo finance for a given stock.

Would rely on BeatifulSoup to parse html data.

[sglyon]

I have code for a class that will retrieve, parse, and return call/put data into a DataFrame object for a given ticker and a given option expiration month-year.

[wesm]

Funny, I have a example of this in my book, could just use that (it uses lxml but easy to adapt for BS)

[sglyon]

I actually got the idea there. I took what you had in your book and added a few things (like allowing the user to specify expiration month/date for the options).

Do you have an implementation of your book's method written?

[sglyon]

See pull request and associated issue #1748