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Option Pricing with Quotemedia’s Addon
This article describes various commonly used Options Pricing functions with Quotemedia’s options Data
- 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”)