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Download Now!Excel Options monitor and strategy analyzer using Google Finance as data source
Submitter: gztanwei Date: 2011/3/17
Description:
The file can
1. download options data from Google Finance, and show you the price and Greeks in a straddle view.
2. let you run your options strategies in the Strategy tab, and show you the 3D diagram of price and Greeks along time and price.

To-Dos:
1. add volatility skew into consideration, as IV of very out of money options may be very skewed.
2. try to factor in discrete dividend better by changing to Binomial option pricing
3. ultimate goal: strategy selector after you feed in 4 parameters: target time, target price, target volatility and target IV skew

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Downloaded 3395 times  3395  File Size 0 bytes  Supported Platforms Excel  Home Page http://homeless
Rating: 10.00 (1 vote)
Rate this File | Modify | Delete | Report Broken File | Tell a Friend | Comments (80)

Poster Thread
Anonymous
Posted: 2011/2/23 13:05  Updated: 2011/2/23 13:05
 download options chain prices from Google Finance JSON file
thanks for sharing the file. do i need to install json in order to run the file?

Poster Thread
Anonymous
Posted: 2011/3/3 22:59  Updated: 2011/3/3 22:59
 download options chain prices from Google Finance JSON file
JSON is a format. You do need to parse it however. I checked out the app today and it is an awesome start. I have been working on an app in C# connecting to Bloomberg, but I may use this instead.

Poster Thread
gztanwei
Posted: 2011/3/17 3:27  Updated: 2011/3/17 10:00
Just popping in
Joined: 2011/2/17
From:
Posts: 3
 Re: download options chain prices from Google Finance JSO...
I updated the file. I hope you could give me some idea on how to better it. :)

Poster Thread
Anonymous
Posted: 2011/3/5 5:14  Updated: 2011/3/5 5:14
 download options chain prices from Google Finance JSON file
how 4by 4 symmetric matrix can be decomposed into two in excel by cholesky decomposition

Poster Thread
gztanwei
Posted: 2011/3/17 1:14  Updated: 2011/3/17 10:00
Just popping in
Joined: 2011/2/17
From:
Posts: 3
 Re: download options chain prices from Google Finance JSO...
what do you mean by that? my file did not cover the decomposition.

Poster Thread
Anonymous
Posted: 2011/6/3 12:59  Updated: 2011/6/3 12:59
 Excel Options monitor and strategy analyzer using Google Finance as data source
I am new in trading options and would like to find out if this workbook can help me in analysing and hence developing my trading strategies. I would welcome any tutorial support or such spreadsheets that can assist. thankyou

Poster Thread
Anonymous
Posted: 2011/7/10 10:41  Updated: 2011/7/10 11:58
 Excel Options monitor and strategy analyzer using Google Finance as data source
Thanks for sharing the code. I would like to download Option Chain data, I realize the Google option chain does not supply the IV. Is it possible to derive in an easy way? (Perhaps from Black Scholes one can get from mid-price, Strike, Stock value and time for expiration. But it is not easy!). Any advice on how to get IV or download it. Thanks - Mahesh

Poster Thread
Anonymous
Posted: 2011/7/12 11:06  Updated: 2011/7/14 10:48
 Excel Options monitor and strategy analyzer using Google Finance as data source
Trying to download ticker "SPY", macro stops in XMLHttpReturnText at XMLHttpRequest.send, too many strikes?

Poster Thread
Anonymous
Posted: 2012/3/27 7:33  Updated: 2012/5/6 19:23
 Excel Options monitor and strategy analyzer using Google Finance as data source
I am not able to update the file clicking the Get Prices button
msg: Runtime error '1004' unable to set the NumberFormatLocal property of the Range class

What would that mean ?

Poster Thread
Anonymous
Posted: 2012/4/13 5:55  Updated: 2012/5/6 19:27
 Excel Options monitor and strategy analyzer using Google Finance as data source
Hi i would like to get option chains for multiple stocks upto a 100. Would i able to do that with a single click?

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