July 22, 2018

Real Time Stock Option Pricing in Excel (Any version)

 Option Pricing with Quotemedia's Addon

Use MarketXLS to stream real time or delayed live Pricing (Last, Bid, Ask and so on) for getting Stock Option Prices in Excel. You will need any version of plan of MarketXLS along with a data subscription for Options Pricing. 

See the pricing page at the link below for further details...

This article describes various commonly used Options Pricing functions with Quotemedia's options Data

  1. To Get all option chain of a stock symbol


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") 

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")