Selasa, 17 September 2019

[smf_addin] Digest Number 4617

7 Messages

Digest #4617
1a
Re: Digest Number 4616 by "Fred Wright" fredwwright
1b
Re: Digest Number 4616 by "ThadDz" thadqda
1c
Re: Digest Number 4616 by "Robbie Geary" rgearyiii
2a
Nasdaq change by caleb.mullins25
2b
Re: Nasdaq change by "Randy Harmelink" rharmelink
2c
Re: Nasdaq change by "Higrm" higrm
3a
Re: rchCreateComment() by nautilustech

Messages

Mon Sep 16, 2019 9:22 am (PDT) . Posted by:

"Fred Wright" fredwwright

Robbie,
Something like that would work fine since it would give me where the Implied Volatility is within the range for the past year.
Any ideas?
On Monday, September 16, 2019, 08:48:38 AM EDT, smf_addin@yahoogroups.com <smf_addin@yahoogroups.com> wrote:

EXCEL Stock Market Functions Add-in Group
2 Messages
Digest #4616 1a Anyone have source for the Implied Volatility Range by "Fred Wright" fredwwright 1b Re: Anyone have source for the Implied Volatility Range by "Robbie Geary" rgearyiii


Messages

1a

Anyone have source for the Implied Volatility Range

Sun Sep 15, 2019 9:05 am (PDT) . Posted by:

"Fred Wright" fredwwright
Does anyone have source I could use this wonderful add-in for to pull where a stock options (average) is within the historical range?  Or even just the average implied volatility of the options.
For example, pre-eps the IV moves up to near the top of the range, other times when this happens it can indicate expected news (like FDA decision pending)
Thanks, Fred Reply to sender . Reply to group . Reply via Web Post . All Messages (2) . Top ^
1b

Re: Anyone have source for the Implied Volatility Range

Sun Sep 15, 2019 9:09 am (PDT) . Posted by:

"Robbie Geary" rgearyiii
Are you essentially asking for the 252-day Stochastic Oscillator for the
current IV?

On Mon, Sep 16, 2019 at 2:06 AM Fred Wright fredwwright@yahoo.com
[smf_addin] <smf_addin@yahoogroups.com> wrote:

>
>
> Does anyone have source I could use this wonderful add-in for to pull
> where a stock options (average) is within the historical range? Or even
> just the average implied volatility of the options.
>
> For example, pre-eps the IV moves up to near the top of the range, other
> times when this happens it can indicate expected news (like FDA decision
> pending)
>
> Thanks, Fred
>
>
>

--
Robbie Geary
Reply to sender . Reply to group . Reply via Web Post . All Messages (2) . Top ^ For the Add-in, Documentation, Templates, Tips and FAQs, visit http://ogres-crypt.com/SMF Visit Your Group
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Mon Sep 16, 2019 9:42 am (PDT) . Posted by:

"ThadDz" thadqda

Free acct at https://www.ivolatility.com <https://www.ivolatility.com/> works for me.

From: smf_addin@yahoogroups.com <smf_addin@yahoogroups.com>
Sent: Monday, September 16, 2019 10:21 AM
To: smf_addin@yahoogroups.com; No Reply <notify-dg-smf_addin@yahoogroups..com>
Subject: Re: [smf_addin] Digest Number 4616

Robbie,

Something like that would work fine since it would give me where the Implied Volatility is within the range for the past year.

Any ideas?

On Monday, September 16, 2019, 08:48:38 AM EDT, smf_addin@yahoogroups.com <mailto:smf_addin@yahoogroups.com> <smf_addin@yahoogroups.com <mailto:smf_addin@yahoogroups.com> > wrote:

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2 Messages

Digest #4616

1a

Anyone have source for the Implied Volatility Range by "Fred Wright" fredwwright

1b

Re: Anyone have source for the Implied Volatility Range by "Robbie Geary" rgearyiii

Messages

1a

<https://groups.yahoo.com/neo/groups/smf_addin/conversations/topics/36126;_ylc=X3oDMTJzNGliOXAxBF9TAzk3MzU5NzE1BGdycElkAzE4MDk0NjIwBGdycHNwSWQDMTcwNTYzMjE5OARtc2dJZAMzNjEyNgRzZWMDZG1zZwRzbGsDdm1zZwRzdGltZQMxNTY4NjM4MTEz> Anyone have source for the Implied Volatility Range

Sun Sep 15, 2019 9:05 am (PDT) . Posted by:

<mailto:fredwwright@yahoo..com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range> "Fred Wright" fredwwright

Does anyone have source I could use this wonderful add-in for to pull where a stock options (average) is within the historical range? Or even just the average implied volatility of the options.
For example, pre-eps the IV moves up to near the top of the range, other times when this happens it can indicate expected news (like FDA decision pending)
Thanks, Fred

<mailto:fredwwright@yahoo.com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range> Reply to sender . <mailto:smf_addin@yahoogroups.com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range> Reply to group . <https://groups.yahoo.com/neo/groups/smf_addin/conversations/messages/36126;_ylc=X3oDMTJzOHRtMzdpBF9TAzk3MzU5NzE1BGdycElkAzE4MDk0NjIwBGdycHNwSWQDMTcwNTYzMjE5OARtc2dJZAMzNjEyNgRzZWMDZG1zZwRzbGsDcnBseQRzdGltZQMxNTY4NjM4MTEz?act=reply&messageNum=36126> Reply via Web Post . <https://groups.yahoo.com/neo/groups/smf_addin/conversations/topics/36126;_ylc=X3oDMTM4M3IxNmRsBF9TAzk3MzU5NzE1BGdycElkAzE4MDk0NjIwBGdycHNwSWQDMTcwNTYzMjE5OARtc2dJZAMzNjEyNgRzZWMDZG1zZwRzbGsDdnRwYwRzdGltZQMxNTY4NjM4MTEzBHRwY0lkAzM2MTI2> All Messages (2) . Top ^

1b

<https://groups.yahoo.com/neo/groups/smf_addin/conversations/topics/36127;_ylc=X3oDMTJzNnZoc2F1BF9TAzk3MzU5NzE1BGdycElkAzE4MDk0NjIwBGdycHNwSWQDMTcwNTYzMjE5OARtc2dJZAMzNjEyNwRzZWMDZG1zZwRzbGsDdm1zZwRzdGltZQMxNTY4NjM4MTEz> Re: Anyone have source for the Implied Volatility Range

Sun Sep 15, 2019 9:09 am (PDT) . Posted by:

<mailto:rgearyiii@gmail.com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range> "Robbie Geary" rgearyiii

Are you essentially asking for the 252-day Stochastic Oscillator for the
current IV?

On Mon, Sep 16, 2019 at 2:06 AM Fred Wright fredwwright@yahoo.com <mailto:fredwwright@yahoo.com>
[smf_addin] <smf_addin@yahoogroups.com <mailto:smf_addin@yahoogroups.com> > wrote:

>
>
> Does anyone have source I could use this wonderful add-in for to pull
> where a stock options (average) is within the historical range? Or even
> just the average implied volatility of the options.
>
> For example, pre-eps the IV moves up to near the top of the range, other
> times when this happens it can indicate expected news (like FDA decision
> pending)
>
> Thanks, Fred
>
>
>

--
Robbie Geary

<mailto:rgearyiii@gmail.com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range> Reply to sender . <mailto:smf_addin@yahoogroups.com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range> Reply to group . <https://groups.yahoo.com/neo/groups/smf_addin/conversations/messages/36127;_ylc=X3oDMTJzOWk4ZXY0BF9TAzk3MzU5NzE1BGdycElkAzE4MDk0NjIwBGdycHNwSWQDMTcwNTYzMjE5OARtc2dJZAMzNjEyNwRzZWMDZG1zZwRzbGsDcnBseQRzdGltZQMxNTY4NjM4MTEz?act=reply&messageNum=36127> Reply via Web Post . <https://groups.yahoo.com/neo/groups/smf_addin/conversations/topics/36126;_ylc=X3oDMTM4aDB1YXM2BF9TAzk3MzU5NzE1BGdycElkAzE4MDk0NjIwBGdycHNwSWQDMTcwNTYzMjE5OARtc2dJZAMzNjEyNwRzZWMDZG1zZwRzbGsDdnRwYwRzdGltZQMxNTY4NjM4MTEzBHRwY0lkAzM2MTI2> All Messages (2) . Top ^

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Mon Sep 16, 2019 9:53 am (PDT) . Posted by:

"Robbie Geary" rgearyiii

http://gtr1.net/2013/?lf-1lp-1h1::min%28iv30m.o,IV30mHC252,IV30mLC252%29gt0:max%28IV30mSO252,PR252IV30m%29tn1:IV30mHC252:tsmax%28ifgt%28iv30m.o,0,iv30m.o,-HUGE_VAL%29,0,252,1,step0%29:IV30mLC252:tsmin%28ifgt%28iv30m.o,0,iv30m.o,HUGE_VAL%29,0,252,1,step0%29:IV30mSO252:ratio%28linear%28100,iv30m.o,-100,IV30mLC252%29,linear%281,IV30mHC252,-1,IV30mLC252%29,50%29:PR252IV30m:tspcntl%28iv30m.o,0,0,252,1,1,step0%29

Click "Run Screener" and download the spreadsheet report.

iv30m.o is the 30-day at-the-money implied volatility as of the last close.
IV30mHC252 is the 252-day highest close of iv30m.o.
IV30mLC252 is the 252-day lowest close of iv30m.o.
IV30mSO252 is the 252-day Stochastic Oscillator of iv30m.o as of last close..
PR252IV30m is the 252-day percnetile rank of iv30m.o as of the last close.

It's not SMF-friendly, but at least it gives you the data on all optionable
stocks at once for download and copy and paste into your spreadsheet.

On Tue, Sep 17, 2019 at 2:28 AM Fred Wright fredwwright@yahoo.com
[smf_addin] <smf_addin@yahoogroups.com> wrote:

>
>
> Robbie,
>
> Something like that would work fine since it would give me where the
> Implied Volatility is within the range for the past year.
>
> Any ideas?
>
> On Monday, September 16, 2019, 08:48:38 AM EDT, smf_addin@yahoogroups.com
> <smf_addin@yahoogroups.com> wrote:
>
>
> [image: Yahoo! Groups]
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> EXCEL Stock Market Functions Add-in Group
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> 2 Messages
> Digest #4616
> 1a
> Anyone have source for the Implied Volatility Range
> <#m_-5748642622624492224_1a> by "Fred Wright" fredwwright
> 1b
> Re: Anyone have source for the Implied Volatility Range
> <#m_-5748642622624492224_1b> by "Robbie Geary" rgearyiii
>
> Messages
> 1a Anyone have source for the Implied Volatility Range
> <https://groups.yahoo.com/neo/groups/smf_addin/conversations/topics/36126;_ylc=X3oDMTJzNGliOXAxBF9TAzk3MzU5NzE1BGdycElkAzE4MDk0NjIwBGdycHNwSWQDMTcwNTYzMjE5OARtc2dJZAMzNjEyNgRzZWMDZG1zZwRzbGsDdm1zZwRzdGltZQMxNTY4NjM4MTEz>
> Sun Sep 15, 2019 9:05 am (PDT) . Posted by: "Fred Wright" fredwwright
> <fredwwright@yahoo..com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range>
> Does anyone have source I could use this wonderful add-in for to pull
> where a stock options (average) is within the historical range? Or even
> just the average implied volatility of the options.
> For example, pre-eps the IV moves up to near the top of the range, other
> times when this happens it can indicate expected news (like FDA decision
> pending)
> Thanks, Fred
> Reply to sender
> <fredwwright@yahoo.com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range> .
> Reply to group
> <smf_addin@yahoogroups.com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range> .
> Reply via Web Post
> <https://groups.yahoo.com/neo/groups/smf_addin/conversations/messages/36126;_ylc=X3oDMTJzOHRtMzdpBF9TAzk3MzU5NzE1BGdycElkAzE4MDk0NjIwBGdycHNwSWQDMTcwNTYzMjE5OARtc2dJZAMzNjEyNgRzZWMDZG1zZwRzbGsDcnBseQRzdGltZQMxNTY4NjM4MTEz?act=reply&messageNum=36126> .
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> 1b Re: Anyone have source for the Implied Volatility Range
> <https://groups.yahoo.com/neo/groups/smf_addin/conversations/topics/36127;_ylc=X3oDMTJzNnZoc2F1BF9TAzk3MzU5NzE1BGdycElkAzE4MDk0NjIwBGdycHNwSWQDMTcwNTYzMjE5OARtc2dJZAMzNjEyNwRzZWMDZG1zZwRzbGsDdm1zZwRzdGltZQMxNTY4NjM4MTEz>
> Sun Sep 15, 2019 9:09 am (PDT) . Posted by: "Robbie Geary" rgearyiii
> <rgearyiii@gmail.com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range>
> Are you essentially asking for the 252-day Stochastic Oscillator for the
> current IV?
>
> On Mon, Sep 16, 2019 at 2:06 AM Fred Wright fredwwright@yahoo.com
> [smf_addin] <smf_addin@yahoogroups.com> wrote:
>
> >
> >
> > Does anyone have source I could use this wonderful add-in for to pull
> > where a stock options (average) is within the historical range? Or even
> > just the average implied volatility of the options.
> >
> > For example, pre-eps the IV moves up to near the top of the range, other
> > times when this happens it can indicate expected news (like FDA decision
> > pending)
> >
> > Thanks, Fred
> >
> >
> >
>
> --
> Robbie Geary
> Reply to sender
> <rgearyiii@gmail.com?subject=Re%3A%20Anyone%20have%20source%20for%20the%20Implied%20Volatility%20Range> .
> Reply to group
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--
Robbie Geary

Mon Sep 16, 2019 11:01 am (PDT) . Posted by:

caleb.mullins25

Hi Randy,
I am trying to pick short interest data from nasdaq.com but nothing seems to be working for the new link i.e. https://www.nasdaq.com/market-activity/stocks/aapl/short-interest https://www.nasdaq.com/market-activity/stocks/aapl/short-interest


Can you please provide me formula to pick data from the first row e.g. 08/30/2019.


Thanks

Mon Sep 16, 2019 12:49 pm (PDT) . Posted by:

"Randy Harmelink" rharmelink

There is no first row to pick it up from. The data isn't in the source code
of the web page itself. The web page is built dynamically from data
retrieved from a JSON file.

Try these extractions from the JSON file:

=smfStrExtr(smfWord(RCHGetWebData("
https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks
"),3,"settlementDate"),""":""","""",1)

=smfStrExtr(smfWord(RCHGetWebData("
https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks
"),3,"interest"),""":""","""",1)

=smfStrExtr(smfWord(RCHGetWebData("
https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks
"),3,"avgDailyShareVolume"),""":""","""",1)

=smfStrExtr(smfWord(RCHGetWebData("
https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks
"),3,"daysToCover"),":","}",1)

On Mon, Sep 16, 2019 at 11:28 AM naeem_4tk@... wrote:

> I am trying to pick short interest data from nasdaq.com but nothing seems
> to be working for the new link i.e.
> https://www.nasdaq.com/market-activity/stocks/aapl/short-interest
>
> Can you please provide me formula to pick data from the first row
> e.g. 08/30/2019.
>
>
>

Tue Sep 17, 2019 2:57 am (PDT) . Posted by:

"Higrm" higrm

Hi Randy,
In the equations you provided below, can you tell me how you got the URL "https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks" ?  I looked at the source code for "https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks" but it wasn't anywhere inside that.  If ever I would want to try to get information using the formulae you've provided here on a different web site, I would need to be able to find the correct URL to use.  I'm sure the slightest typo would cause the formula to fail, so I need to know where to get the correct URL to capture the JSON for interpretation.

Thanks,Higrm

On Monday, September 16, 2019, 9:50:19 PM GMT+2, Randy Harmelink rharmelink@gmail.com [smf_addin] <smf_addin@yahoogroups.com> wrote:

 

There is no first row to pick it up from. The data isn't in the source code of the web page itself. The web page is built dynamically from data retrieved from a JSON file.
Try these extractions from the JSON file:
=smfStrExtr(smfWord(RCHGetWebData("https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks"),3,"settlementDate"),""":""","""",1)

=smfStrExtr(smfWord(RCHGetWebData("https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks"),3,"interest"),""":""","""",1)

=smfStrExtr(smfWord(RCHGetWebData("https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks"),3,"avgDailyShareVolume"),""":""","""",1)

=smfStrExtr(smfWord(RCHGetWebData("https://api.nasdaq.com/api/quote/AAPL/short-interest?assetClass=stocks"),3,"daysToCover"),":","}",1)

On Mon, Sep 16, 2019 at 11:28 AM naeem_4tk@... wrote:

I am trying to pick short interest data from nasdaq.com but nothing seems to be working for the new link i.e. https://www.nasdaq.com/market-activity/stocks/aapl/short-interest

Can you please provide me formula to pick data from the first row e.g. 08/30/2019. 

Mon Sep 16, 2019 11:11 am (PDT) . Posted by:

nautilustech

As far as my version of Excel, I purchased Office 2019 a few weeks ago. However, the splash screen says Office365. So, I'n not sure which version I have.


Regardless, the formula is working just fine now. Cell contents have changed from #VALUE to "Chart" & all's OK. Go figure...





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