# Using phpadmin to load mysql by importing from some of these sources # http://www.cboe.com/delayedquote/quote-table # https://datashop.cboe.com/option-quotes-end-of-day-with-calcs # https://www.stock-data-solutions.com/download.htm # https://www.worldtradingdata.com/services import mysql.connector optionsdb = mysql.connector.connect( host="localhost", user="root", #passwd="" database="CSV_DB" ) optionscursor = optionsdb.cursor() optionscursor.execute("select convert(`expiration`, CHAR) as expiration, `option_type` as `T`,
convert(`strike`, CHAR) as `strike`, convert(`delta_1545`, CHAR) as `delta`, convert(`vega_1545`,
CHAR) as `vega`, convert(`theta_1545`, CHAR) as `theta` FROM `GREEKS` where `open_interest` > 50 and
ABS(`delta_1545`) > .20 and ABS(`theta_1545`) < 1
order by `expiration` asc, `option_type` asc, `strike` asc limit 100") optionsresult = optionscursor.fetchall() colheaders = [] colwidths = [] coldivider = '|' colseparator = '+' for names in optionscursor.description: colwidths.append(11) colheaders.append(names[0]) for w in colwidths: coldivider += " %-"+"%ss |" % (w,) colseparator += '-'*w + '--+' print(colseparator) print(coldivider % tuple(colheaders)) print(colseparator) for coldata in optionsresult: print(coldivider % coldata)
After running, one may get something that looks like this:
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