Hi all, so I've noticed that quite a few of you are wanting a reliable source of earnings data and dates. Also implied volatility and historical vol. This is not an ad as we have no fiscal relationship with them, It's just a clean, easy and accurate alternative to the other sources we use. Here's the link. www.hedginglab.com they have api's and csv downloads. Also a LOT of other data we use to bench check other sources. For $10/ month it's working for us. They also have a $108 annual plan ( that's the one we use). They also have stock screeners and option earnings trade screener that seem to be pretty useful for the odd binary event strangle. sand
Here's an example of curl to try out the demo curl "https://www.hedginglab.com/api/beta/v1/hvi_daily/?apikey=demo" and the python equivalent import requests x = requests.get("https://www.hedginglab.com/api/beta/v1/hvi_daily/?apikey=demo&format=csv") print(x.text)