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

   =QM_List(“getOptionChain”,”Symbol”,”MSFT”)
   
   

2. To get the last price of an option symbol

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

   =QM_Last(“@MSFT 180629P00090000”)
   
   
   =QM_Last(“MSFT180629P00090000”)

   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

   =QM_ExpiryDate(“@MSFT 180629P00090500”)
   
   
   =QM_ExpiryDate(“MSFT180629P00090000”)

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

   =QM_CallPut(“@MSFT 180629P00090500”)

5. To extract the strike price of an option

   =QM_Strike(“@MSFT 180629P00090500”)

6. To get the highest price of an options contract

   =QM_ContractHigh(“@MSFT 180629P00090500”)

7. To get the lowest price of an options contract

   =QM_ContractLow(“@MSFT 180629P00090500”)

8. To get the Open Interest for an options contract

   =QM_OpenInterest(“@MSFT 180629P00090500”)

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

   =QM_List("getOptionChain","Symbol","FDX","money","In")