Jumat, 07 Oktober 2016

[smf_addin] Digest Number 3813

7 Messages

Digest #3813
2a
Re: Index Calls by bob_15861586
2b
Re: Index Calls by "Randy Harmelink" rharmelink
2c
Re: Index Calls by bob_15861586
2d
Re: Index Calls by "Randy Harmelink" rharmelink
2e
Re: Index Calls by "Tim Young" timy2matoe

Messages

Thu Oct 6, 2016 5:10 am (PDT) . Posted by:

ghart21

N/A appears everywhere. I have tried both IE11 and Chrome. Any idea why this is occurring?

Thu Oct 6, 2016 10:37 am (PDT) . Posted by:

"Randy Harmelink" rharmelink

Hopefully just a glitch on end-of-month updates?

On Thu, Oct 6, 2016 at 5:10 AM, ghart23@
​...wrote:

> N/A appears everywhere. I have tried both IE11 and Chrome. Any idea why
> this is occurring?
>
>

Thu Oct 6, 2016 2:12 pm (PDT) . Posted by:

bob_15861586

Randy,

I do not see any valid quotes for SPX options on Yahoo. Having said that, the following macro call does appear to work. At the moment, it might be off by 5 cents.
=smfGetOptionQuotes("SPX 1/20 2017 $1500 Put","A",,"OX2")


I do not know why. Could it be luck?


I did notice the following site gives SPX option calls:


http://www.marketwatch.com/investing/index/spx/options http://www.marketwatch.com/investing/index/spx/options



I do not think it would be easy to extract prices from this website.


Bob





Thu Oct 6, 2016 3:09 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

I don't think it's luck that OX has the data and Yahoo does not.
OptionsXPress is a trading platform. Yahoo is not. Yahoo is missing a lot
of option quotes. I currently have a limit order on an option that isn't
listed on Yahoo.

MarketWatch used to be a source the add-in used. Until they changed their
option ticker symbols. They have characters in their option ticker symbol
that I've not figured out how to generate. It used to be a good source
before that, because ALL options are on a single page. So for example, this:

=RCHGetTableCell("
http://www.marketwatch.com/investing/index/SPX/options?showAll=True
",5,"SPXWM31172150000")

...would retrieve the "SPX 1/31 2017 $1500 Put". I don't see a Jan 20 put
option on their page though, so that would be a problem.

But I can't break that ticker symbol up into pieces that are all
meaningful, at least to me. For example, "SPXWM31172150000":

SPX = the ticker symbol
W = no idea what this is
M = Put with January expiration date
31 = day of expiration date
17 = year of expiration date
2 = I suspect it has to do with the magnitude of the strike price, since
normal rules can't apply, but haven't pursued it
150000 = $1500 strike price

On Thu, Oct 6, 2016 at 2:12 PM, bob_15861586@yahoo.com [smf_addin] <
smf_addin@yahoogroups.com> wrote:

>
> I do not see any valid quotes for SPX options on Yahoo. Having said that,
> the following macro call does appear to work. At the moment, it might be
> off by 5 cents.
> =
> ​​
> smfGetOptionQuotes(
> ​​
> "
> ​​
> SPX 1/20 2017 $1500 Put","A",,"OX2")
>
> I do not know why. Could it be luck?
>
> I did notice the following site gives SPX option calls:
>
> http://www.marketwatch.com/investing/index/spx/options
>
> I do not think it would be easy to extract prices from this website.
>
>
>

Thu Oct 6, 2016 3:36 pm (PDT) . Posted by:

bob_15861586

Randy,

One thing about index calls is that they do not settle in stock but instead they settle in cash. The W means that it is a weekly option. By the way, this option is out of the money and it is very likely to expire worthless.


Do you have a desire to support these index options? I know that it would help me but I am not sure how many other users it would help.


Bob

Thu Oct 6, 2016 3:53 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

When I was doing my testing today, I was finding response times from
OptionsXpress running between 59 and 193 seconds apiece.

​It may be more of a matter of finding a good source of index options and
utilizing it, rather than trying to force fit it into the current data
sources.

So I guess it's more of a convenience issue than anything else. For the
most part, the smfGetOptionQuotes() function just uses a common ticker
symbol defined by me, a more readable one, to communicate with the various
sources. It then calls other add-in functions to get the actual data. The
other functions could be used directly by anyone, similar to the
RCHGetTableCell() one I just gave you in the other message.

On Thu, Oct 6, 2016 at 3:36 PM, bob_15861586@yahoo.com [smf_addin] <
smf_addin@yahoogroups.com> wrote:

>
> Do you have a desire to support these index options? I know that it would
> help me but I am not sure how many other users it would help.
>
>
>

Thu Oct 6, 2016 5:34 pm (PDT) . Posted by:

"Tim Young" timy2matoe

Randy,
Here is some info on the "W" after SPX...   Appreciate what you do, thx.Tim

The Chicago Board Options Exchange (CBOE) trades options on the S&P 500 Index (SPX) with two types of expirations and settlements.
SPX options ordinarily cease trading on the business day (usually a Thursday) preceding the day on which the exercise-settlement value is calculated. The exercise-settlement value is calculated using the opening sales price in the primary market of each component stock on the last business day (usually a Friday) before the expiration date. This is called "AM settlement." SPXW options are weekly options that generally start trading on Thursdays and expire on Fridays, except in some circumstances.1 SPXW options trade until 4:00 p.m. ET on expiration day. Unlike SPX options, SPXW options are "PM-settled," meaning the exercise-settlement value is calculated using the last (closing) reported sales price in the primary market of each component stock on the expiration date. 1 Weekly options are not listed if they would expire on the third Friday of the month or if a quarterly option is set to expire on the same day.

From: "Randy Harmelink rharmelink@gmail.com [smf_addin]" <smf_addin@yahoogroups.com>
To: smf_addin@yahoogroups.com
Sent: Thursday, October 6, 2016 5:53 PM
Subject: Re: [smf_addin] Re: Index Calls

  When I was doing my testing today, I was finding response times from OptionsXpress running between 59 and 193 seconds apiece.

​It may be more of a matter of finding a good source of index options and utilizing it, rather than trying to force fit it into the current data sources.

So I guess it's more of a convenience issue than anything else. For the most part, the smfGetOptionQuotes() function just uses a common ticker symbol defined by me, a more readable one, to communicate with the various sources. It then calls other add-in functions to get the actual data. The other functions could be used directly by anyone, similar to the RCHGetTableCell() one I just gave you in the other message.

On Thu, Oct 6, 2016 at 3:36 PM, bob_15861586@yahoo.com [smf_addin] <smf_addin@yahoogroups.com> wrote:

Do you have a desire to support these index options? I know that it would help me but I am not sure how many other users it would help.

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