Option Pricing with Quotemedia’s Addon

Last Updated On December 15, 2018
You are here:
< Back

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

=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”)