Option Spreadsheet Request

Quote from atticus:

I don't use excel (unix sheets).

No, if you're arbing a calendar, fly or vert, for example, the skew is immaterial if you're long from a credit. These are all going to be minimum-strike spreads and sourced from microstructure. It's simply a decent add-in with pre-built templates and uses IB data.
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So you saying these are good stuff for a beginner but you don't use it yourself.

ok got it. Thanks Atticus.
 
Optionstar does not work with new Microsoft Excel 2013 (some
new macro protection changes or something) and Optionstar
is not being maintained and they do not answer their technical
question email. I could not figure out how to order an older version
of Excel which I would prefer anyway.
 
I have a library of VBA functions, probably more useful and extensive then Hoadley that I've built over the years. Happy to share :)
 
Quote from sle:

I have a library of VBA functions, probably more useful and extensive then Hoadley that I've built over the years. Happy to share :)
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Please do.
 
Sle,
I remember you had also offered to scan your notes and pass it to the community. You mentioned it was a lot of work. Just saying many of us are waiting for those gems. Thanks in Advance!
 
you can as well use Rexcel within excel... bring all the functionality of R into your sheets as well..


Transferring data between R and Excel interactively from within Excel, using Excel as data editor for data to be analyzed with R
Using Excel as container (and simple code editor) for R commands, and running R commands from Excel
Running R commands from Excel VBA macros allowing to create Excel based applications and Excel add-ins using R for other users
Using R functions in Excel worksheets functions, integrating R functionality into the automatic recalculation engine of Excel


http://www.statconn.com/products.html
 
Quote from Ironplates:

Would anyone be willing and able to share some option spreadsheets that they have developed for the following tactics:

Backspreads (Ratio)
Bull Spreads
Bear Spreads
Back Spreads
Butterfly
Straddle
Strangles
Condors

thank you in advance, and much appreciated.

I use open office.
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Are you just looking to quote/price various spreads? Or do you want to scan for spread opportunities using various inputs? It is best to build your own sheets, pulling r/t data from whatever front-end/software you use. That way you can manipulate the data however you see fit. Plus, you will intuitively understand how the model works from the ground up.
 
Quote from Doobs789:

Are you just looking to quote/price various spreads? Or do you want to scan for spread opportunities using various inputs? It is best to build your own sheets, pulling r/t data from whatever front-end/software you use. That way you can manipulate the data however you see fit. Plus, you will intuitively understand how the model works from the ground up.
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+1
 
How do you guys manage getting r/t options data into excel? I want to input a list of options on various tickers to quote and analyze various spreads but im having a couple of problems.
Firstly If I want a chain of say ten options on each stock, I'm having trouble getting the data as I have symbol limits. I use esignal which has a 500 symbol limit. So that limits me to 50 tickers. I use IB and that has an even lower symbol limit. I can higher esignal to 1000 but i use it for other stuff as well. so it prob still wouldnt be enough. Where do you guys get your data?

Also, how do you deal with the fact that the ATM is always changing so as a result the list of options to follow and collect data on is always changing.

Curious how others deal with these problems.
 
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