I saw smth on the CBOE site, but couldn't figure it out... Also, optionistics.com seems to do it, but I haven't really verified if it's all correct.
SPX Dec 27 expiry question
- Thread starter Meb2017
- Start date
Barchart.com will give you nicely formatted json option chains with delta and vol. For , e.g. AAPL chain, enter the following link in your browser's address bar:
https://core-api.barchart.com/v1/op...=field.shortName,field.type,field.description
For other names, change the "symbol=AAPL" in the above link to whatever symbol you are interested in.
Note that the vol/delta calcs appear to be some variation of Black-Scholes, which will not be fully accurate for American options on stocks paying discrete dividents (such as AAPL).
Thanks for the suggestions. The Bloomberg one was most helpful :->O
The barcharts link didn't work so I did it manually. Changing symbols involved too many clicks. Maybe it was me but not important since I didn't like the display.
While the Optionistics site doesn't offer everything, I like the "slide bar" for selecting the strike price width and number of expirations displayed. Also, it displays puts and calls side by side which makes it easier for pricing condors, butterflies, etc - versus Yahoo or the CBOE where you have to scroll up and down the page to find them. It's a good replacement for the optionXpress quote chain that went poof when Schwab acquired them.
The barcharts link didn't work so I did it manually. Changing symbols involved too many clicks. Maybe it was me but not important since I didn't like the display.
While the Optionistics site doesn't offer everything, I like the "slide bar" for selecting the strike price width and number of expirations displayed. Also, it displays puts and calls side by side which makes it easier for pricing condors, butterflies, etc - versus Yahoo or the CBOE where you have to scroll up and down the page to find them. It's a good replacement for the optionXpress quote chain that went poof when Schwab acquired them.