Registered: Jan 2012
Posts: 31

Is there a free or cheap service that offers realtime or delayed option quotes, specifically the greeks? At the moment I am really interested in volatility and delta.

I see iVolatility.com as a service but it looks antiquated. And I can find others that are outrageously expensive.

I am able to screenscrape if there is a simple website providing the data too.

Thanks

Registered: Nov 2005
Posts: 293

You can register for a free account (unfunded) at optionshouse.com and get delayed greek quotes - although I don't know off hand I'm sure there are other brokers that do the same.

ps at OH you should use the custom chain and then select whichever greeks you want ~

Registered: Apr 2011
Posts: 2618

Use your brokers API to get the quotes into excel and calculate them yourself.

Registered: Jan 2012
Posts: 31

Was hoping to do something quick and dirty.
Thanks for the help

Registered: Dec 2011
Posts: 343

http://www.schaeffersresearch.com/s...ons/greeks.aspx

Registered: Jan 2012
Posts: 31

sweet. thank you

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