Pulls Options data from Tradier and organizes it in a dataframe/csv of form:

					-20  -19  -18  ...  18  19  20
date1 expiry_dist1
	  expiry_dist2
	  expiry_dist3
date2 expiry_dist1
	  expiry_dist2
	  expiry_dist3

Where index is multi-index of date and the distance between that date and the expiration date of the option. The columns are -20 to +20, which correlates to the distance the option strike price is from the underlying stock price on a particular day.

Also included is a script called golden_cross.py which analyzes underlying stock prices and checks to see if golden cross TA can predict price increases.

Versions and packages used for this project:

Python 3.8.5
requests==2.24.0 numpy==1.19.1 pandas==1.1.0