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excel.py

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+'''
+Name : Alex Habegger
+Link : https://www.geeksforgeeks.org/working-with-excel-spreadsheets-in-python/
+Goal: Experiment with Black Scholes in Python
+'''
+
+from blackscholes import *
+from model import Option, options_chain
+import pandas as pd
+import openpyxl
+
+def write_options(ticker):
+    excel_sheet = ticker + ".xlsx"
+
+    # Call a Workbook() function of openpyxl
+    # to create a new blank Workbook object
+    workbook = openpyxl.load_workbook(excel_sheet)
+
+    sheet = workbook.active
+
+    # Setting up the Header for the Analysis
+    sheet.cell(1,1).value = "Contract_Name"
+    sheet.cell(1,2).value = "Ticker"
+    sheet.cell(1,3).value = "Underlying_Asset_Price"
+    sheet.cell(1,4).value = "Call / Put"
+    sheet.cell(1,5).value = "Expire_Date"
+    sheet.cell(1,6).value = "Days_Until_Expire"
+    sheet.cell(1,7).value = "Last_Trade_Date"
+    sheet.cell(1,8).value = "Strike_Price"
+    sheet.cell(1,9).value = "Last_Price"
+    sheet.cell(1,10).value = "Bid"
+    sheet.cell(1,11).value = "Volume"
+    sheet.cell(1,12).value = "Open_Interest"
+    sheet.cell(1,13).value = "Implied_Volatility"
+    sheet.cell(1,14).value = "In_The_Money"
+    sheet.cell(1,15).value = "Delta"
+    sheet.cell(1,16).value = "Gamma"
+    sheet.cell(1,17).value = "Vega"
+    sheet.cell(1,18).value = "Theta"
+    sheet.cell(1,19).value = "Rho"
+    sheet.cell(1,20).value = "Calculated_Price"
+
+    option_list = options_chain(ticker)
+    asset_price = option_list[0].updateAssetPrice()
+
+    completed_option_list = []
+    for x in range(2, sheet.max_row):
+        completed_option_list.append(sheet.cell(x, 1).value)
+
+    row = sheet.max_row + 1
+    for option in option_list:
+        if (option.contractSymbol not in completed_option_list):
+            sheet.cell(row, 1).value = str(option.contractSymbol)
+            sheet.cell(row, 2).value = ticker
+            sheet.cell(row, 3).value = asset_price
+            sheet.cell(row, 4).value = str(option.type)
+            sheet.cell(row, 5).value = str(option.expire)
+            sheet.cell(row, 6).value = int(option.daysUntilExpire())
+            sheet.cell(row, 7).value = str(option.lastTradeDate)
+            sheet.cell(row, 8).value = str(option.strike)
+            sheet.cell(row, 9).value = str(option.lastPrice)
+            sheet.cell(row, 10).value = str(option.bid)
+            sheet.cell(row, 11).value = str(option.volume)
+            sheet.cell(row, 12).value = str(option.openInterest)
+            sheet.cell(row, 13).value = str(option.impliedVolatility)
+            sheet.cell(row, 14).value = str(option.inTheMoney)
+            sheet.cell(row, 15).value = str(option.delta())
+            sheet.cell(row, 16).value = str(option.gamma())
+            sheet.cell(row, 17).value = str(option.vega())
+            sheet.cell(row, 18).value = str(option.theta())
+            sheet.cell(row, 19).value = str(option.rho())
+            sheet.cell(row, 20).value = str(option.calculated_price())
+            sheet.cell(row, 21).value = option.lastPrice - option.calculated_price()
+
+            workbook.save(filename=excel_sheet)
+            print("Completed Contract {0}".format(option.contractSymbol))
+            row+=1
+
+
+
+    # Anytime you modify the Workbook object
+    # or its sheets and cells, the spreadsheet
+    # file will not be saved until you call
+    # the save() workbook method.
+    workbook.save(filename=excel_sheet)
+
+
+
+if __name__ == "__main__":
+    write_options("MSFT")
+