Stock Options Chain

Discussion in 'Pre-Sale Questions' started by Bob, May 20, 2017.

Stock Options Chain

  1. Bob

    Bob New Member

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    Hi:
    I would like to know that the Stock options chain are live data.
    How many expiration days the tool retrieves into excel for the stock Option chains? For example for AAPL I want to get the option chains for the first 6 expiration days in one shot, is it possible?

    Thanks
     
  2. marketxls

    marketxls Administrator
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    Hi Bob,

    You get all option chains in one shot

    Kind regards
    Ankur
     
  3. Bob

    Bob New Member

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    Hi Ankur, Thanks for your answer, I have another question,
    Stocks Options data are EOF (end of day) or streaming data (live data), please let me know,
    Thanks.
     
  4. Bob

    Bob New Member

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    Hi:

    Hi Ankur:
    Too bad you don't have answer to my question I posted May,20, I am interested in the product.
    I am interested in getting the bundle of the OPTIONS CHAIN of a stock but in REAL TIME,
    for example I will retrieve the complete option chain of AAPL, into Excel and and then the prices
    MUST BE IN REAL TIME (for example the option prices in Excel will change every minute )
    Can your product do that?

    Thanks.
     
  5. marketxls

    marketxls Administrator
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    Hi Bob,

    Option chain feature will download for you all the open valid options for a stock with most of the details.

    There are other functions that are available like =Option_Last_Price("OptionSymbol") which will get you the last price of that option. Also there are other functions for options like Bid, Ask etc. The pricing is delayed by 15 mins or so not real time.

    Let me know if this clarifies.

    Kind regards
    Ankur
     
  6. Bob

    Bob New Member

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    Hi:
    I am looking for real time options price in Excel, The Delayed 15 min options price I can get from Yahoo,
    or any Financial site.

    Thanks.
     
  7. marketxls

    marketxls Administrator
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    Hi Bob,

    Real time options are now available in MarketXLS using Barchart's additional addon. Please see the link below...
    Barchart Advanced Option Functions - Optional Addon

    This will get you the Option History, Real time option price, and all the Greeks. It will require a direction subscription from Barchart.

    Kind regards
    Ankur
     
  8. marketxls

    marketxls Administrator
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    Hi Bob,

    You can get Option Chains, Live Real Time Pricing for Options using the Quotemedia Data addons.
    To buy the data bundle please use this link.

    Kind regards
    Ankur for MarketXLS

    Option Pricing with Quotemedia's Addon
    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")

    [​IMG]
    2. To get the last price of an option symbol

    =QM_Last("@MSFT 180629P00090000") or =QM_Last("MSFT180629P00090000")

    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 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")
    or
    =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")
     

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