Option Greeks Excel Add-in

Discussion in 'Options' started by maninjapan, Dec 18, 2012.

  1. I was wondering if anyone knew of a good excel add-in or similar for calculating greeks on an intraday basis for futures options? (I know of Hoadleys and looking into if this meets my needs) It doesnt need to be in real time but I do need to be able to get regular updates during the day.

    Thanks in advance
  2. TskTsk


  3. justTrading, Thanks I will have a look. How are you using Hoadley?
  4. TskTsk, thankyou for the link I will def take a look at this. Sounds like it might be just what Im after
  5. Downloading options chains from Interactive Brokers, which is painfully slow, or else from MSN which is faster but does not have current pricing.

    I'm not day trading options so it is manageable, if tedious.

    If you are doing futures options, the chains from eSignal work better than IB.
  6. 2rosy


  7. sle


    Out of curiosity, does MSN have some sort of API or you are webscraping?
  8. Built into Hoadley so I take it that it is an API, but that's just a guess. Outside my area of expertise.
  9. froluis


    Bought Hoadley but never really used it. I find it clunky and not really user friendly. I realised that I can get more or less what I need with Ib risk navigator/whatif and excel api with dde
    #10     Dec 22, 2012