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Learning pandas - Second Edition by Michael Heydt

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Retrieving options data from Google Finance

Pandas provides experimental support for Google Finance Options data to be retrieved via the Options class. In the following example, the .get_all_data() method is used to download options data for AAPL from Google:

With this result, it is possible to determine the expiration dates by using the .expiry_dates property:

The actual data is read using .get_options_data():

The resulting DataFrame object ...

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