Option Pricing with Quotemedia
This article describes various commonly used Options Pricing functions with Quotemedia’s options Data.
  1. 1.
    To get all option chain of a stock symbol
1
=QM_List(“getOptionChain”,”Symbol”,”MSFT”)
Copied!
2. To get the last price of an option symbol
MarketXLS internally is able to understand both symbologies as shown below…
1
=QM_Last(“@MSFT 180629P00090000”)
2
=QM_Last(“MSFT180629P00090000”)
Copied!

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 the 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
1
=QM_ExpiryDate(“@MSFT 180629P00090500”)
2
=QM_ExpiryDate(“MSFT180629P00090000”)
Copied!
4. To see if the contract is a call or a put
1
=QM_CallPut(“@MSFT 180629P00090500”)
Copied!
5. To extract the strike price of an option
1
=QM_Strike(“@MSFT 180629P00090500”)
Copied!
6. To get the highest price of an options contract
1
=QM_ContractHigh(“@MSFT 180629P00090500”)
Copied!
7. To get the lowest price of an options contract
1
=QM_ContractLow(“@MSFT 180629P00090500”)
Copied!
8. To get the Open Interest for an options contract
1
=QM_OpenInterest(“@MSFT 180629P00090500”)
Copied!
9. To get all options chains of a stock symbol that are In-the-Money
To get all the option contracts use the following function
1
=QM_List("getOptionChain","Symbol","FDX","money","In")
Copied!