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License: MIT License
Extract and visualize implied volatility from option chain data
License: MIT License
Did standard install described using new anacoda environment, tried the template script and no dice.
(volvis):Volatility $ python volvisualizer\ template.py
URL's extracted
Options data extracted
Traceback (most recent call last):
File "/Users/Documents/Code/python/Finance/Volatility/volvisualizer template.py", line 2, in
imp = Volatility(ticker='SPY', start_date='2022-8-12', wait=0.5, monthlies=True, q=0.013)
File "/Users/opt/anaconda3/envs/volvis/lib/python3.9/site-packages/volvisualizer/volatility.py", line 100, in init
params, tables = Data.create_option_data(params=params, tables=tables)
File "/Users/opt/anaconda3/envs/volvis/lib/python3.9/site-packages/volvisualizer/market_data.py", line 103, in create_option_data
params, tables = DataPrep.transform(params=params, tables=tables)
File "/Users/opt/anaconda3/envs/volvis/lib/python3.9/site-packages/volvisualizer/market_data_prep.py", line 79, in transform
tables['data']['Last Trade Date'])
File "/Users/opt/anaconda3/envs/volvis/lib/python3.9/site-packages/pandas/core/frame.py", line 3761, in getitem
indexer = self.columns.get_loc(key)
File "/Users/opt/anaconda3/envs/volvis/lib/python3.9/site-packages/pandas/core/indexes/range.py", line 349, in get_loc
raise KeyError(key)
KeyError: 'Last Trade Date'
(volvis):Volatility $
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