Options chains URL

Discussion in 'Options' started by Mitch89, Jan 7, 2013.

  1. Mitch89


    Does anyone know were can I find a Url that dislays Options chains, beside Yahoo (problem with data) and MSN (also not accurate)?
  2. barney-


  3. Options12

    Options12 Guest

  4. Mitch89


    I'll check it, seems to be good sources
    Thanks a lot,
  5. What about your brokers website?
    I'm with Schwab, and when i want an accurate quote, I go to their option website.
  6. I guess the OP asked about a way to pull the quotes automatically or do some sort of batch processing.
  7. Mitch89


    As I posted in another post, I work with IB, and after trading hours I am not able to get the options chains from them, so...

    Thanks Barney, I'll wait for you code, it will sure be helpful.

    Thanks for all the replies
  8. Brighton


    As an FYI, if you're scraping a site and using their Greeks, and precision is important, make sure you know the expiration date and pricing model they use.

    If you look at IB's Option Chain or Option Trader, for equity options (individual stocks), they display the 3rd Friday as the expiration date. If you go to the Option Industry Council (OIC) site, they use data from Ivolatility.com and display the 3rd Saturday as the expiration date.
  9. Mitch89


    Thanks Brighton,

    I didn't know that.
    I'll check it.
    #10     Jan 8, 2013