Option Pricing Spread Sheet

Rick R

New member
This Excel spreadsheet displays 12 months of active options pricing. For those that do not want the expense of Microsoft Office or Office 365, this spreadsheet will paste directly into OpenOffice. (Download from OpenOffice.org)

The spreadsheet that was here has been replaced by Option Data, below.
 

Rick R

New member
This spreadsheet displays options data for 285 strikes for the month you specify one month at a time. You may need assistance in obtaining some of them from your broker.

Using the strike filter on the heading you can select a range of strike values that meet your criteria. You provide the month day and year (mm/dd/yyyy) of the option month you are interested in.

The attached file has been updated to the new TOS data format, adding the second digit of the year and the exchange they are using for the transaction.

What can be done with this spreadsheet? For the long-term trader look at all the option prices at one time. Used the project move values to determine your trade. Change the option month to see when your strike exit target is met. Since this range is based on volatility and price you know it will change day to day. If the price goes up or down add or subtract that price from you opening strike to get an idea what your option will be it that should occur.

For the 50-35 day trader, you can do the same as the long-term trade.

This file has been updated to meet TD Ameritrade's new options format to get option information.
Updated 20190418
 

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Nabire

New member
I guess the above mentioned spreadsheets don't work due to the new format inserting a "1" after month code.
 

Rick R

New member
I guess the above mentioned spreadsheets don't work due to the new format inserting a "1" after month code.
They added more than the second digit for the year for Futures and Future Options. The additional digit was the easy part. The addition of an exchange is the one no one was will to share. Each Future product has a different exchange. The Future contracts will return prices without the exchange. Option prices require the exchange to be included when submitting an option symbol when using RTD commands.
 

Rick R

New member
I guess the above mentioned spreadsheets don't work due to the new format inserting a "1" after month code.
h
Sorry for the delay the spreadsheet does support the new TOS naming convention. The current download has been updated with new features.
 
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