想要弄点数据要求高的可以找收费的数据服务商，例如wind，东方财富，后者便宜点，tushare也提供了期权行情数据，但是门槛是有积分限制，其他的地方只能爬取了。做期权策略分析没有数据怎么行，没钱就写一个吧。

数据源

主要涉及的接口

当前交易的期权合约月份

{"result":{"status":{"code":0},"data":{"cateList":["50ETF","50ETF","300ETF"],"contractMonth":["2020-06","2020-06","2020-07","2020-09","2020-12"],"stockId":"510050","cateId":"510050C2006A02800"}}}

当前标的月份下的期权合约

var hq_str_OP_UP_5100502006="CON_OP_10002421,CON_OP_10002401,CON_OP_10002402,CON_OP_10002291,CON_OP_10002292,CON_OP_10002293,CON_OP_10002294,CON_OP_10002083,CON_OP_10002009,CON_OP_10002084,CON_OP_10001989,CON_OP_10002085,CON_OP_10001990,CON_OP_10002086,CON_OP_10001991,CON_OP_10002087,CON_OP_10001992,CON_OP_10002088,CON_OP_10001993,CON_OP_10002089,CON_OP_10001994,CON_OP_10002090,CON_OP_10001995,CON_OP_10002091,CON_OP_10001996,CON_OP_10002107,CON_OP_10001997,CON_OP_10002115,CON_OP_10002007,CON_OP_10002213,";

当前期权合约行情

var hq_str_CON_OP_10002086="10,0.0614,0.0615,0.0615,24,102344,15.38,2.8500,0.0533,0.0550,0.3411,0.0001,0.0619,3,0.0618,26,0.0617,3,0.0616,1,0.0615,24,0.0614,10,0.0613,25,0.0612,65,0.0611,5,0.0610,161,2020-06-05 15:00:00,0,E 01,EBS,510050,50ETF购6月2850,29.83,0.0615,0.0456,121255,63182460.00,M,0.0533,C,2020-06-24,19,2,0.042,0.0195";

python实现

import requests

import json

from itertools import product

import pandas as pd

get_option_months_api = "http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getStockName"

get_option_quot = 'http://hq.sinajs.cn/list='

underlying = ['510050', '510300']

call_put_type = ['OP_UP_', 'OP_DOWN_']

col = ['买量', '买价', '最新价', '卖价', '卖量', '持仓量', '涨跌幅', '行权价', '昨收', '今开', '涨停', '跌停', '卖5价', '卖5量', '卖4价', '卖4量', '卖3价',

'卖3量', '卖2价', '卖2量', '卖1价', '卖1量', '买1价', '买1量', '买2价', '买2量', '买3价', '买3量', '买4价', '买4量', '买5价', '买5量', '闭市时段',

'未知', '未知', '未知', '标的', '名称', '振幅', '时间价值', '最低价', '成交量', '未知', '未知', '昨结算', '类型', '行权日', '距离行权', '未知', '内在价值',

'未知', '编码']

def get_contract_months():

"""

获取合约月

:return:

"""

resp = requests.get(get_option_months_api)

result = json.loads(resp.text)

months = result['result']['data']['contractMonth']

format_funtion = lambda month: str(month).replace("-", '')[2:]

months = [format_funtion(month) for month in months]

return list(set(months))

def get_contracts(months):

"""

获取合约月

:return:

"""

result = {}

resp = requests.get('{}{}'.format(get_option_quot, ','.join(months)))

lines = resp.text.splitlines()

for line in lines:

temp = line.split('=')

key_name = temp[0].split('_')[-1]

value = temp[1].split('\"')[1].split(',')[:-1]

if key_name in result:

result[key_name].extend(value)

else:

result[key_name] = value

return result

def get_contract_quot(month_contract, writer):

"""

获取行情详情

:param month_contract:

:param writer:

:return:

"""

for key, value in month_contract.items():

resp = requests.get('{}{}'.format(get_option_quot, ','.join(value)))

result_temp = []

lines = resp.text.splitlines()

for line in lines:

temp = line.split('=')

code = temp[0].split('_')[-1]

value = temp[1].split('\"')[1].split(',')

value.append(code)

result_temp.append(value)

df = pd.DataFrame(result_temp, columns=col)

df.to_excel(writer, key)

if __name__ == '__main__':

contract_months = get_contract_months()

underlying_months_param = ['{}{}{}'.format(call_put_type_item, underlying_item, contract_month) for

call_put_type_item, underlying_item, contract_month in

product(call_put_type, underlying, contract_months)]

print(underlying_months_param)

month_contract = get_contracts(underlying_months_param)

print(month_contract)

writer = pd.ExcelWriter('output.xlsx')

get_contract_quot(month_contract=month_contract, writer=writer)

writer.save()

结果如下

其他可用的接口

A股股票&基金

http://hq.sinajs.cn/list=sh601006

http://hq.sinajs.cn/list=sh502007

A股指数

http://hq.sinajs.cn/list=s_sz399001

港股股票

http://hq.sinajs.cn/list=hk02333

http://hq.sinajs.cn/list=rt_hkCSCSHQ #沪港通资金流量

港股指数

http://hq.sinajs.cn/list=int_hangseng

http://hq.sinajs.cn/list=rt_hkHSI

http://hq.sinajs.cn/list=hkHSI,hkHSCEI,hkHSCCI #恒生指数，恒生国企指数，恒生红筹指数

美股股票&基金

http://hq.sinajs.cn/list=gb_amzn

http://hq.sinajs.cn/list=usr_amzn

http://hq.sinajs.cn/list=usr_russ

美股指数

http://hq.sinajs.cn/list=int_nasdaq

http://hq.sinajs.cn/list=gb_ixic #纳斯达克指数

http://hq.sinajs.cn/list=int_dji

http://hq.sinajs.cn/list=int_sp500

http://hq.sinajs.cn/list=int_ftse #伦敦指数

http://hq.sinajs.cn/list=int_bloombergeuropean500 #彭博欧洲500指数

http://hq.sinajs.cn/list=int_dax30,int_djstoxx50

外汇行情

http://hq.sinajs.cn/list=XAUUSD

http://hq.sinajs.cn/list=DINIW #美元指数

黄金&白银

http://hq.sinajs.cn/list=hf_XAU

http://hq.sinajs.cn/list=hf_XAG

http://hq.sinajs.cn/list=hf_GC #COMEX黄金

http://hq.sinajs.cn/list=hf_SI #COMEX白银

http://hq.sinajs.cn/list=hf_AUTD #黄金TD

http://hq.sinajs.cn/list=hf_AGTD #白银TD

http://hq.sinajs.cn/list=AU0 #黄金期货

http://hq.sinajs.cn/list=AG0 #白银期货

http://hq.sinajs.cn/list=hf_CL #NYMEX原油

期货

http://hq.sinajs.cn/list=CFF_LIST #金融期货合约

http://finance.sina.com.cn/iframe/futures_info_cff.js #商品与金融期货合约

http://hq.sinajs.cn/?list=CFF_RE_IF1705 #合约行情

期权合约的月份

http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getStockName

期权合约到期日

http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getRemainderDay?date=201705

看涨期权合约

http://hq.sinajs.cn/list=OP_UP_5100501705

看跌期权合约

http://hq.sinajs.cn/list=OP_DOWN_5100501705

期权行情

http://hq.sinajs.cn/list=CON_OP_10000869

http://hq.sinajs.cn/list=CON_ZL_10000869

http://hq.sinajs.cn/list=CON_SO_10000869

热门股票

http://finance.sina.com.cn/realstock/company/hotstock_daily_a.js

新股日历

http://vip.stock.finance.sina.com.cn/corp/view/iframe/vAK_NewStockIssueFrame_2015.php?num=10

定增列表

http://vip.stock.finance.sina.com.cn/corp/view/vAK_IncreaseStockIssueFrame_2015.php?num=10

基金公司

http://vip.stock.finance.sina.com.cn/fund_center/api/jsonp.php/var%20companyList=/NetValue_Service.getAllCompany