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Option Pricing with Quotemedia

This article describes various commonly used Options Pricing functions with Quotemedia’s options Data.

  1. To get all option chain of a stock symbol

    getOptionChain - table with data
  2. To get the last price of an option symbol

    MarketXLS internally is able to understand both symbologies as shown below…

    Quotemedia’s option Symbols are structured as follows…

    Example: 2011 Jan 22 20.00 Call for Microsoft Corp.

    Symbol: @MSFT 110122C00020000

    @: All Options begin with the ” @ ” character.

    MSFT (and two spaces): Six character option root symbol using any prefix/suffix as defined by the OSI definition; left-justified, space-padded.

    In the case where the option root symbol is three characters, it will be followed by three spaces.

    11: two least significant digits of the Contract Date year
    01: two-digit Contract Date month
    22: two-digit Contract Date day of the month
    C: “C” for CALL or “P” for PUT

    00020: five-digit whole portion of the strike price; right-justified and padded with zeros on the left; for instance, if the strike price is $26.50, then this field would contain 00026

    000: three-digit fractional portion of the strike price; left-justified and padded with zeros on the right; for instance, if the strike price is $26.50, then this field would contain 500

    MarketXLS also understands option symbols structured as follows…

    Root Symbol + Expiration Year(yy) + Expiration Month(mm) + Expiration Day(dd) + Call/Put Indicator (C or P) + Strike Price Dollars + Strike Price Fraction of Dollars (which can include decimals)

  3. To get the expiry date of a contract

  4. To see if the contract is a call or a put

  5. To extract the strike price of an option

  6. To get the highest price of an options contract

  7. To get the lowest price of an options contract

  8. To get the Open Interest for an options contract

  9. To get all options chains of a stock symbol that are In-the-Money

    To get all the option contracts use the following function