Historical Option Chain
Returns the full options chain data (calls and puts) for a symbol as of a historical date.
Syntax
=mxls.opt_HistoricalOptionChain(Symbol, Date)Parameters
underlyingstringRequired
onDatedateRequired
Examples
=mxls.opt_HistoricalOptionChain("AAPL", DATE(2024,1,15))When to Use
- Historical options analysis
- Backtesting strategies
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Current chain | opt_OptionChain() |
Excel Templates Using Historical Option Chain
These ready-made MarketXLS templates call opt_HistoricalOptionChain() in their worksheet formulas. Open one to see the function working inside a complete model.
Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
- Historical Rho (Options)
- Historical Theta (Options)
- Historical Vega (Options)
- Implied Volatility
- Implied Volatility (10 Day)
- Implied Volatility (20 Day)
- Implied Volatility (30 Day)
- Implied Volatility 1 Year
See opt_HistoricalOptionChain used in a complete workbook: SPX Options Historical Data: Complete Guide to In-Depth Analysis and Trends
Get Access to 1 Billion Usable Market data points IN YOUR EXCEL SHEETS WITH EASY TO USE EXCEL FUNCTIONS
Get started today
▶
How does MarketXLS work?