I frequently need to look at large number of calls and puts in varying strike price and dates, however in my brokerage account it is not always possible and is dictated strictly by how brokerage's implements its GUI.
ITs UI is quite comprehensive but still can not compile a data or graph, if one wants to look at following:
graph of greeks using varying number of strikes at current time.
graph of greeks using varying number of expiration date etc.,
now i am thinking about some programming, looked at etrade api https://developer.etrade.com, so they do appear to return option information but still basic info:
https://developer.etrade.com/ctnt/dev-portal/getArticleByCategory?category=Documentation-MarketAPI
There is one site I found that can calculate all or most of the greeks which I Can easily program, but it needs to input following parameters into the equation:
S0 = underlying price ($$$ per share)
X = strike price ($$$ per share)
σ = volatility (% p.a.)
r = continuously compounded risk-free interest rate (% p.a.)
q = continuously compounded dividend yield (% p.a.)
t = time to expiration (% of year)
THe etrade api definitely does not appear to return these type information after inspecting their return API return data format in json, xml. So I am in quest for joining these two ends: If i manage to get a hold of some interface that acquires all values for give stocks options strike, expiration date, I feel I Can really do some powerfull number crunching and graphs visualization.
ITs UI is quite comprehensive but still can not compile a data or graph, if one wants to look at following:
graph of greeks using varying number of strikes at current time.
graph of greeks using varying number of expiration date etc.,
now i am thinking about some programming, looked at etrade api https://developer.etrade.com, so they do appear to return option information but still basic info:
https://developer.etrade.com/ctnt/dev-portal/getArticleByCategory?category=Documentation-MarketAPI
There is one site I found that can calculate all or most of the greeks which I Can easily program, but it needs to input following parameters into the equation:
S0 = underlying price ($$$ per share)
X = strike price ($$$ per share)
σ = volatility (% p.a.)
r = continuously compounded risk-free interest rate (% p.a.)
q = continuously compounded dividend yield (% p.a.)
t = time to expiration (% of year)
THe etrade api definitely does not appear to return these type information after inspecting their return API return data format in json, xml. So I am in quest for joining these two ends: If i manage to get a hold of some interface that acquires all values for give stocks options strike, expiration date, I feel I Can really do some powerfull number crunching and graphs visualization.
