Covered call screens
Compare strikes, expirations, premiums, yield, and downside assumptions in one repeatable workbook.
MarketXLS for Excel
Options Data in Excel
Bring options data into Excel with MarketXLS: option chains, quotes, Greeks, expiration analysis, Black-Scholes tools, and strategy worksheets.
- Option chain formulas in Excel
- Live Greeks per contract
- Real-time options on Advanced and Business
The short version
How to get options data in Excel
MarketXLS is an Excel add-in that pulls option chains, option quotes, and Greeks into Excel with formulas. =QM_GetOptionChain("SPY") returns the chain for a symbol, =OptionSymbol builds the symbol for one contract, and streaming functions such as =QM_Stream_Delta return live Greeks for that contract.
Options data speed depends on the plan: the Standard plan includes end-of-day options data, and the Advanced and Business plans include real-time streaming options data. Options tracking is limited to 300 symbols, and each streamed contract uses one live symbol subscription.
What you can build
Keep the data connected to the decision
MarketXLS is most useful when the market data is part of the workbook, not a separate export you have to clean up before every decision.
Spread analysis
Model verticals, calendars, and multi-leg trades with quote data and Greeks next to payoff calculations.
Risk monitoring
Track delta, theta, vega, expiration exposure, and underlying moves without rebuilding a chain by hand.
How it works
From blank sheet to live model
Choose the underlying
Start with the stock or ETF you want to analyze, such as SPY, AAPL, or QQQ.
Pull the chain
Use MarketXLS options formulas to bring strikes, expirations, quotes, and chain data into Excel.
Add Greeks and scenarios
Place Greeks, volatility, pricing assumptions, and payoff calculations beside the contracts you are comparing.
Build the strategy sheet
Use the data for covered calls, spreads, expiration review, risk monitoring, and trade selection inside the same workbook.
Excel-native
Start with a formula, not another export
Put quotes, history, fundamentals, options, and screening fields directly where your model already lives.
=QM_GetOptionChain("SPY")Returns an option chain for a symbol so you can analyze strikes and expirations in Excel.
MarketXLS Advanced=QM_Stream_Delta("Option Symbol")Streams the delta of one option contract. QM_Stream_Gamma, QM_Stream_Theta, QM_Stream_Vega, and QM_Stream_Rho work the same way.
MarketXLS Advanced=BlackScholes(...)Calculates a theoretical option value from price, strike, time, volatility, and rate inputs.
=OptionSymbol(...)Builds the symbol for one contract from a ticker, expiry date, call or put flag, and strike price.
=Last("SPY")Adds the underlying stock or ETF price to option strategy sheets.
=HistoricalVolatility("AAPL")Returns historical volatility for the underlying, to compare with implied volatility.
Which MarketXLS plan to choose for options data
Choose by how fresh the options data must be. The Standard plan includes end-of-day options data, which suits research and end-of-day review. The Advanced and Business plans include real-time streaming options data for active trading.
- Choose MarketXLS Standard ($70/month billed annually) if end-of-day option chains are enough.
- Choose MarketXLS Advanced ($125/month billed annually) for real-time streaming option quotes and Greeks.
- Choose MarketXLS Business ($200/month billed annually) if you also need real-time forex and index data.
Before you choose
How MarketXLS compares to the usual workarounds
| Need | Broker export | Free quote sites | MarketXLS |
|---|---|---|---|
| Option chain access | Often tied to a broker workflow and not model-friendly. | Manual tables that do not belong to your workbook. | Option chains return into Excel cells with =QM_GetOptionChain, so the analysis refreshes with the data. |
| Greeks | Available in some platforms, but hard to reuse in Excel. | Often missing or not export-ready. | Use Greeks beside positions, spreads, payoff tables, and risk calculations. |
| Strategy analysis | Good for placing orders, weaker for custom models. | Requires copy and paste. | Build covered call, spread, volatility, and expiration worksheets around live data (Advanced and Business plans). |
| Plan fit | Depends on broker. | No commercial workflow. | Standard: end-of-day options. Advanced and Business: real-time streaming options. |
Common objections
When the built-in tools stop being enough
How do I get options data in Excel?
Install the MarketXLS Excel add-in and use its options functions: =QM_GetOptionChain("SPY") for the chain, =OptionSymbol to build a contract symbol, and streaming functions such as =QM_Stream_Last for live quotes on the Advanced or Business plan.
How do I pull an option chain into Excel?
Type =QM_GetOptionChain("SPY") in a cell. The MarketXLS function returns the contracts for the symbol, with strikes and expirations, into the worksheet.
Can Excel show real-time options chains?
Yes, with a data add-in. MarketXLS streams real-time options data into Excel on the Advanced and Business plans. The Standard plan provides end-of-day options data.
Explore more
Related Excel market data pages
Useful guides
Go deeper on the workflow
Frequently asked questions
How do I get options data in Excel?
Install the MarketXLS Excel add-in and use its options functions: =QM_GetOptionChain("SPY") for the chain, =OptionSymbol to build a contract symbol, and streaming functions such as =QM_Stream_Last for live quotes on the Advanced or Business plan.
How do I pull an option chain into Excel?
Type =QM_GetOptionChain("SPY") in a cell. The MarketXLS function returns the contracts for the symbol, with strikes and expirations, into the worksheet.
Can Excel show real-time options chains?
Yes, with a data add-in. MarketXLS streams real-time options data into Excel on the Advanced and Business plans. The Standard plan provides end-of-day options data.
How do I calculate options Greeks in Excel?
MarketXLS returns Greeks with streaming functions such as =QM_Stream_Delta("Option Symbol"). To calculate theoretical values from your own inputs, use the MarketXLS Black-Scholes functions.
Does Google Finance provide options data?
Google Finance, through the GOOGLEFINANCE function in Google Sheets, returns stock data but not option chains or Greeks. MarketXLS returns option chains and Greeks in Excel.
Can I analyze covered calls or spreads in Excel?
Yes. MarketXLS can provide the option chain and quote data that covered call, vertical spread, calendar spread, and payoff worksheets need.
Which MarketXLS plan includes options data?
All US plans include options data. Standard provides end-of-day options data; Advanced and Business provide real-time streaming options data. Professional users have different entitlements and exchange fees.
Can I screen option contracts in Excel?
Yes. MarketXLS options workflows can support filtering and comparison across contracts, strikes, expirations, premiums, and Greeks inside Excel.
Can I use MarketXLS for covered call analysis?
Yes. Covered call users can compare premiums, strikes, expirations, underlying prices, and return assumptions in one spreadsheet.
Can I combine options data with stock data in the same workbook?
Yes. MarketXLS can place underlying stock data and options data in the same Excel workflow, which is useful for spreads, covered calls, volatility review, and risk monitoring.