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jmfernandes / robin_stocks

This is a library to use with Robinhood Financial App. It currently supports trading crypto-currencies, options, and stocks. In addition, it can be used to get real time ticker information, assess the performance of your portfolio, and can also get tax documents, total dividends paid, and more. More info at
http://www.robin-stocks.com
MIT License
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Option greeks returning as null #104

Closed liamtsang closed 4 years ago

liamtsang commented 4 years ago

When I call find_options_for_list_of_stocks_by_expiration_date() for qqq I've found that usually about 1-3% of the options are missing (in my case) a gamma value. I understand that this is probably an issue with robinhood and not your code, but is there any workaround you've found for this?

jd-bartlett96 commented 4 years ago

Have you checked the greeks reported for those options on the Robinhood website/app? There are many low-volume options for which Robinhood does not have any greeks, so no "workaround" is going to produce values for those (other than finding another source or calculating them yourself)

jmfernandes commented 4 years ago

Since there has been no update to this issue, I will assume that @jd-bartlett96 is correct. closing the issue.