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add net call & put

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This commit is contained in:
MuslemRahimi 2025-02-05 17:58:18 +01:00
parent 8a5f920404
commit e382dc2251
1 changed files with 6 additions and 5 deletions
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11
app/cron_options_stats.py
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@ -95,14 +95,14 @@ async def main():
with open(f"json/options-historical-data/companies/{symbol}.json", "r") as file: with open(f"json/options-historical-data/companies/{symbol}.json", "r") as file:
past_data = orjson.loads(file.read())[0] past_data = orjson.loads(file.read())[0]
previous_open_interest = past_data['total_open_interest'] #previous_open_interest = past_data['total_open_interest']
iv_rank = past_data['iv_rank'] iv_rank = past_data['iv_rank']
iv = past_data['iv'] iv = past_data['iv']
total_open_interest = call_open_interest+put_open_interest total_open_interest = call_open_interest+put_open_interest
changesPercentageOI = round((total_open_interest/previous_open_interest-1)*100, 2) if previous_open_interest > 0 else 0 #changesPercentageOI = round((total_open_interest/previous_open_interest-1)*100, 2) if previous_open_interest > 0 else 0
changeOI = total_open_interest - previous_open_interest #changeOI = total_open_interest - previous_open_interest
put_call_ratio = round(put_volume/call_volume,2) if call_volume > 0 else 0 put_call_ratio = round(put_volume/call_volume,2) if call_volume > 0 else 0
net_premium = net_call_premium + net_put_premium net_premium = net_call_premium + net_put_premium
@ -120,12 +120,12 @@ async def main():
"put_volume": round(put_volume,0), "put_volume": round(put_volume,0),
"putCallRatio": round(put_volume/call_volume,0), "putCallRatio": round(put_volume/call_volume,0),
"total_open_interest": round(total_open_interest,0), "total_open_interest": round(total_open_interest,0),
"changeOI": round(changeOI,0),
"changesPercentageOI": changesPercentageOI,
"iv": round(iv,2), "iv": round(iv,2),
"iv_rank": round(iv_rank,2), "iv_rank": round(iv_rank,2),
"putCallRatio": put_call_ratio, "putCallRatio": put_call_ratio,
"premium_ratio": premium_ratio, "premium_ratio": premium_ratio,
"net_call_premium": round(net_call_premium),
"net_put_premium": round(net_put_premium),
"net_premium": round(net_premium), "net_premium": round(net_premium),
} }
@ -134,5 +134,6 @@ async def main():
except: except:
pass pass
if __name__ == "__main__": if __name__ == "__main__":
asyncio.run(main()) asyncio.run(main())