yfinance

name	yfinance
description	Fetch stock data and financial information — quotes, price history, company financials, option chains, market sectors, institutional holders, insider transactions, and news. Use this skill when the user asks about stocks, company financials, options, or market analysis, even if they don't mention a ticker symbol or Yahoo Finance.
compatibility	Requires yfinance MCP server connection.
allowed-tools	yfinance_*

Yahoo Finance

Access real-time and historical stock data, company information, and financial news.

Tools

Get Ticker Info

yfinance_get_ticker_info(symbol="AAPL") — Comprehensive company and trading data.

Key fields: currentPrice, marketCap, trailingPE, forwardPE, dividendYield, earningsGrowth, profitMargins, sector, industry, fiftyTwoWeekHigh, fiftyTwoWeekLow, beta, targetMeanPrice, recommendationKey.

Full output covers company profile, price, valuation, trading, dividends, financials, returns, balance sheet, and analyst ratings. See the tool's JSON response for all available fields.

Calculated Metrics

Use these formulas with data from yfinance_get_ticker_info or yfinance_get_financials:

Metric	Formula
P/B	priceToBook or currentPrice / bookValue
P/TB	currentPrice / (tangibleBookValue / sharesOutstanding)
Dividend Yield	dividendYield
FCF Yield	freeCashflow / marketCap
EV/EBITDA	enterpriseValue / ebitda
EV/FCF	enterpriseValue / freeCashflow
Earnings Yield	1 / trailingPE
Net Debt	totalDebt - totalCash
Debt/Equity	debtToEquity
ROIC	(EBIT × (1 - Tax Rate)) / Invested Capital where Tax Rate = Tax Provision / Pretax Income

Get Financials

yfinance_get_financials(symbol="AAPL", frequency="annual") — Historical income statement, balance sheet, and cash flow data. Frequency: annual, quarterly, or ttm.

Use annual data to calculate CAGRs and multi-year averages. The tool returns ebit, netIncome, totalRevenue, operatingIncome, ebitda, totalDebt, totalCash, freeCashFlow, capitalExpenditure, and more.

Get Price History

yfinance_get_price_history(symbol="AAPL", period="1mo", interval="1d", chart_type="price_volume") — Historical prices with optional charts.

Period: 1d–max. Interval: 1m–1mo (minute intervals require short periods). Chart types: price_volume, vwap, volume_profile.

Returns: Date, Open, High, Low, Close, Volume, Dividends, Stock Splits.

To get price history for an individual option contract, pass the full contract symbol from yfinance_get_option_chain (e.g., WEAT270115C00035000).

Get Ticker News

yfinance_get_ticker_news - Recent news and press releases for a stock.

Example: yfinance_get_ticker_news(symbol="TSLA")

Search

yfinance_search - Find ticker symbols by company name or keywords.

• search_type: "all", "quotes", or "news"

Example: yfinance_search(query="Nvidia", search_type="quotes")

Get Holders

yfinance_get_holders(symbol="AAPL", max_rows=10) — Ownership and insider data.

Returns: major_holders (insider/institutional %), institutional_holders (top investors by shares), mutualfund_holders, insider_transactions (recent trades), insider_purchases (6-month summary), insider_roster (known insiders by position).

Use for: insider ownership %, institutional concentration, insider trading patterns.

Get Top (Sector Data)

yfinance_get_top - Top-ranked entities within a sector:

• top_etfs: Popular ETFs for a sector
• top_mutual_funds: Popular mutual funds
• top_companies: Largest by market cap
• top_growth_companies: Fastest revenue/earnings growth
• top_performing_companies: Best stock price performance

Example: yfinance_get_top(sector="Technology", top_type="top_companies", top_n=10)

Valid sectors: Basic Materials, Communication Services, Consumer Cyclical, Consumer Defensive, Energy, Financial Services, Healthcare, Industrials, Real Estate, Technology, Utilities

Get Option Dates

yfinance_get_option_dates - Available expiration dates for a stock's options.

Example: yfinance_get_option_dates(symbol="AAPL")

Returns: Array of expiration dates in YYYY-MM-DD format.

Get Option Chain

yfinance_get_option_chain(symbol="AAPL", expiration_date="2025-05-16", option_type="calls") — Calls and puts with strikes and pricing.

Returns per contract: strike, lastPrice, bid, ask, volume, openInterest, impliedVolatility, inTheMoney.

Workflow: Use yfinance_get_option_dates first to find valid dates, then yfinance_get_option_chain for the full chain.

Gotchas

• Interval/period compatibility — minute intervals (1m, 5m, 15m, 30m) only work with short periods (1d, 5d). Using 1m with 1y returns an error.
• Option expiration dates — call yfinance_get_option_dates first to get valid dates. Passing an invalid or expired date to yfinance_get_option_chain silently returns empty data.
• Missing fields — yfinance_get_ticker_info field availability varies by security type. ETFs lack some fields (e.g., pegRatio). Check for null before using.
• Sector names are exact — yfinance_get_top requires exact sector names from the list below. "Tech" or "finance" won't match — use "Technology", "Financial Services".

Options Formulas

Use data from yfinance_get_option_chain. Both formulas share the same algebra; they differ in derivation and robustness.

d1 = (ln(S/K) + (r + σ²/2)T) / (σ√T)
d2 = d1 - σ√T

Call = S·N(d1) - K·e^(-rT)·N(d2)
Put = K·e^(-rT)·N(-d2) - S·N(-d1)

Where: S = stock price, K = strike, T = years to expiry, r = risk-free rate (~5%), σ = IV from option chain (decimal), N() = std normal CDF.

Black-Scholes-Merton

Derived via continuous dynamic hedging in a Gaussian world. Assumes one constant σ for all strikes. The hedge argument removes drift; all moments must be finite. Fragile to fat tails. Historically never used by traders as intended (Haug & Taleb, 2008).

Bachelier-Thorp (per Taleb/Haug: strike-specific IV, realized vol)

Same formula, same math, same computation. Do not substitute a different formula. Do not use the Bachelier (1900) arithmetic Brownian motion model — that is a different thing entirely.

The only change: use σ at each strike from the option chain (the "volatility smile") rather than a single σ for all strikes. Removes drift via put-call parity, no distributional assumption, no dynamic hedging required. σ is a quoting convention, not an estimate. Works under fat tails, jumps, any distribution.

Realized volatility from yfinance_get_price_history:

log_returns = ln(close_t / close_{t-1})
σ_realized = std(log_returns) * sqrt(252)

Substitute σ_realized for market-implied σ to get a model-free price from historical data. Annualize with sqrt(periods) for other sampling frequencies.

The Greeks

Delta = N(d1) (call) or N(d1) - 1 (put)
Gamma = N'(d1) / (S·σ·√T)
Theta = -[S·N'(d1)·σ / (2√T)] - r·K·e^(-rT)·N(d2) (call)
       or -[S·N'(d1)·σ / (2√T)] + r·K·e^(-rT)·N(-d2) (put)
Vega  = S·√T·N'(d1)
Rho   = K·T·e^(-rT)·N(d2) (call) or -K·T·e^(-rT)·N(-d2) (put)

Put-Call Parity

Call - Put = S - K·e^(-rT)

Quick Estimates

From	Formula
Break-even (call)	strike + premium paid
Break-even (put)	strike - premium paid
Intrinsic value (call)	max(0, S - K)
Intrinsic value (put)	max(0, K - S)
Time value	premium - intrinsic value

See references/ticker-suffixes.md for complete ticker suffix reference by exchange.