因此,标题为“期权”的字典在下面按罢工价格、询问价格、增量和隐含波动率吐出结果(可交易期权)。但我不需要它来吐出所有可交易的选项。我只希望输出显示 1 个具有最高implicit_volatility (IV) 的可交易期权,因此例如,结果应该只显示具有最高 IV 的期权:
行使价:43.0000,卖价:0.030000,买价:0.000000,Delta:0.008705,IV:1.449510 - 因为这里的 IV 是下面整个输出中的最高值。
我怎样才能做到这一点?
import config
import robin_stocks as r
r.login(config.USERNAME,config.PASSWORD)
#specify criteria to search for options of a given symbol and its exp date
symbol = 'GDX'
expirationDate = '2020-06-19'
search_option = r.find_options_for_stock_by_expiration(symbol,expirationDate,optionType='call')
for option in search_option:
print("Strike Price: {}, Ask: {}, Bid: {}, Delta: {}, IV: {}".format(option['strike_price'],option['ask_price'],option['bid_price'],option['delta'], option['implied_volatility']))
**OUTPUT**:
Strike Price: 42.0000, Ask: 0.030000, Bid: 0.000000, Delta: 0.009354, IV: 1.335719
Strike Price: 43.0000, Ask: 0.030000, Bid: 0.000000, Delta: 0.008705, IV: 1.449510
Strike Price: 35.5000, Ask: 0.060000, Bid: 0.040000, Delta: 0.073395, IV: 0.634361
Strike Price: 36.5000, Ask: 0.030000, Bid: 0.020000, Delta: 0.041370, IV: 0.743600