I am trying the tutorial for options in the research environment.
When I type:
opt = Options('spy', 'yahoo')
I get the error message: error name 'Options' is not defined
Do I need a library to import? How do I get data for options in the research environment?
Link Liang
Hi Rupert,
I believe you are working with this, correct me if I'm wrong. This tutorial was written in a few years ago, and the main purpose is to introduce the ideas and mathematics behind Historical Volatility and Implied Volatility. And it was not written in our research environment, so you could run it as normal python script on your computer. Meanwhile, pandas.io.data has been replaced by pandas_datareader since pandas 0.19.0, so for Options you might want to import like this:
```from pandas_datareader.data import Options```
However, pandas_datareader has annouced that Yahoo! and Google have been immediately deprecated due to large changes in their API and no stable replacement. You could check back on their website for latest update and run the tutorial example once they resume support for Yahoo options.
Hope it helps!
Rupert
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