Options chains URL

[sle]

Quote from Brighton:

As an FYI, if you're scraping a site and using their Greeks, and precision is important, make sure you know the expiration date and pricing model they use.

If you look at IB's Option Chain or Option Trader, for equity options (individual stocks), they display the 3rd Friday as the expiration date. If you go to the Option Industry Council (OIC) site, they use data from Ivolatility.com and display the 3rd Saturday as the expiration date.

Time to expiry is pretty damn hard to properly calculate especially if you are dealing with really short dated options. Would you only care about the business (trading time)? Would you care about the night hours?
Anyway, in 99% of cases, it's not the time to expiry that's gonna f*ck you up, it's the dividends and the borrow which are going to effect everything. Not a single retail option broker that I've dealt with has bothered with bootstrapping the forwards properly, check it out for yourself. In terms of time to expiry, as long as you are consistent and are not making markets, you will be ok either way.

 

[surfer25]

Quote from Mitch89:

As I posted in another post, I work with IB, and after trading hours I am not able to get the options chains from them, so...

Thanks Barney, I'll wait for you code, it will sure be helpful.

Thanks for all the replies

If you can get the real time quotes during the day, you should see the closing prices when the market is closed.