So close...yet not there.

Excel Help for So Close...yet Not There. in Building Market Trading Systems

So Close...yet Not There.

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	Thank you so much for this post. It's almost what I'm looking for... except for two minor (or major) differences....  1) I need quotes on the OPTION, not the STOCK. So, for instance, the Feb $113 Call on SPY has an opra code .SPYBI. I need the Bid, Ask and Mark on that option to stream over into excel. Don't care too much for a lot of historical data, just delayed-20 minutes would be perfect.  2) I also need the option greeks (especially delta) on .SPYBI I couldn't find option pricing on Yahoo! Finance, and while MSN-Money gave me option pricing, I couldn't find delta's there.  I'm hoping the wizards here have an answer to my dilemma...  Thanks!
	Posted by fxsunny on 17 Jan 2010

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