How to Load Option Chains
There are several free data sources to get option chain data for further processing:
- Yahoo Finance.
- MSN Money.
- Trading platforms like thinkorswim.
Trading platforms have a complete set of option data fields including greeks and calculated volatilities, probabilities, etc.
MSN Money publishes the basic data only. Yahoo Finance, also, publishes implied volatility.
There are typical target applications:
- Microsoft Excel.
- Other applications that import CSV.
Please read articles specific for target applications and data sources:
- KB: How to Load Option Chains from Yahoo Finance to Microsoft Excel
- KB: How to Load Option Chains from Yahoo Finance to Databases
- KB: How to Load Option Chains from Yahoo Finance to CSV
- KB: How to Load Option Chains from thinkorswim to Databases
Yahoo Finance is a logo and registered trademark of Yahoo! Inc.
MSN and Microsoft Excel are logos and registered trademarks of Microsoft Corporation
thinkorswim is a registered trademark of TD Ameritrade IP Company.