Option Pricing with Quotemedia
This article describes various commonly used Options Pricing functions with Quotemedia’s options Data.
To get all option chain of a stock symbol
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 year01: two-digit Contract Date month22: two-digit Contract Date day of the monthC: “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)
To get the expiry date of a contract
To see if the contract is a call or a put
To extract the strike price of an option
To get the highest price of an options contract
To get the lowest price of an options contract
To get the Open Interest for an options contract
To get all options chains of a stock symbol that are In-the-Money
To get all the option contracts use the following function