[Python] currentPrice doesn't return values for SPY but does for AAPL

I am writing a python script to various information off of yfinance. When I pull option chain info for individual stocks using the code, it works. When trying SPY as the ticker, it breaks.

The stock.info 'currentPrice' seems to be breaking for SPY (and other ETFs as well). I have looked into documentation but I cannot find anything that shows that SPY or other ETFs have a different nomenclature for current price.

import yfinance as yf
import pandas as pd

def get_option_chain(ticker, date=None):
"""
Fetch option chain data for a specific security from Yahoo Finance

Parameters:
ticker (str): Stock ticker symbol (e.g., 'AAPL', 'MSFT')
date (str): Optional expiration date in 'YYYY-MM-DD' format

Returns:
tuple: (calls_df, puts_df) DataFrames containing calls and puts data
"""
try:
# Create ticker object
stock = yf.Ticker(ticker)

# Get option chain
if date:
opt = stock.option_chain(date)
else:
# Get the first available expiration date if none specified
expirations = stock.options
if not expirations:
raise ValueError(f"No options available for {ticker}")
opt = stock.option_chain(expirations[0])

# Extract calls and puts
calls = opt.calls
puts = opt.puts

# Add some useful calculated columns
current_price = stock.info['currentPrice']
calls['moneyness'] = (current_price / calls['strike']).round(3)
puts['moneyness'] = (current_price / puts['strike']).round(3)

# Format the output
for df in [calls, puts]:
df['impliedVolatility'] = (df['impliedVolatility'] * 100).round(2)
df['lastPrice'] = df['lastPrice'].round(2)
df['bid'] = df['bid'].round(2)
df['ask'] = df['ask'].round(2)

return calls, puts

except Exception as e:
print(f"Error fetching option chain: {str(e)}")
return None, None

def main():
# Example usage
ticker = 'SPY' # Change this to your desired ticker

# Get all available expiration dates
stock = yf.Ticker(ticker)
expiration_dates = stock.options

print(f"\nAvailable expiration dates for {ticker}:")
for date in expiration_dates:
print(date)

# Loop through each expiration date and get the option chain
all_calls = []
all_puts = []
for date in expiration_dates:
calls, puts = get_option_chain(ticker, date)
if calls is not None and puts is not None:
calls['expirationDate'] = date # Add expiration date to calls DataFrame
puts['expirationDate'] = date # Add expiration date to puts DataFrame
all_calls.append(calls)
all_puts.append(puts)

# Concatenate all calls and puts DataFrames
all_calls_df = pd.concat(all_calls, ignore_index=True)
all_puts_df = pd.concat(all_puts, ignore_index=True)

# Display some basic information or save to CSV
print(f"\nAll Calls for {ticker}:")
print(all_calls_df[['strike', 'lastPrice', 'bid', 'ask', 'volume', 'impliedVolatility', 'moneyness', 'expirationDate']].head())

print(f"\nAll Puts for {ticker}:")
print(all_puts_df[['strike', 'lastPrice', 'bid', 'ask', 'volume', 'impliedVolatility', 'moneyness', 'expirationDate']].head())

# Optionally save to CSV
all_calls_df.to_csv(f"{ticker}_all_calls.csv", index=False)
all_puts_df.to_csv(f"{ticker}_all_puts.csv", index=False)

if __name__ == "__main__":
main()


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