--create-dirs
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When used in conjunction with the --output option, curl creates the necessary local directory hierarchy as needed. This option creates the directories mentioned with the --output option combined with the path possibly set with --output-dir. If the combined output filename uses no directory, or if the directories it mentions already exist, no directories are created.
Created directories are made with mode 0750 on Unix-style file systems.
To create remote directories when using FTP or SFTP, try --ftp-create-dirs.