options watch list with Delta, possible?

Discussion in 'Options' started by ts888, Jun 11, 2008.

  1. ts888

    ts888

    looking for software that can accomplish the following.....

    view specific options and their delta together in one watch list. I do NOT want to see the whole chain. I want to see individual options from different underlying and view their delta.

    for example:

    SPX Jul 1370 call and NDX Jul 1800 put with delta visible for both.

    I know this is not possible (to my knowledge) in Think or Swim or OptionsXpress.

    thanks for any help or ideas.
     
  2. I am surprised TOS doesn't offer greeks on the quote pages. Many quote services offer greeks. You can pump IB's data into an excel add-in.
     
  3. Nanook

    Nanook

  4. Using TOS, on the "trade grid" , click the print icon, then click "DDE help" . It will give you a list of all of the available fields.

    Pipe this into excel :

    =TOS|DELTA!'.LYHRD&N'

    Delta of the LEH Jun '08 20 put.

    Hope that helps.
     
  5. ts888

    ts888

    thanks a bunch, will play around with this.
     
  6. We use "Think Pipes" which is the professional package from TOS and its very easy to set up what you're looking for. They have all the data in TOS too so I cant imagine you would not be able to set it up.
     
  7. magicz

    magicz

    so how is thinkpipe? other then the profolio risk management part is the option analysis better than regular TOS?
     
  8. Ive never used regular TOS platform so I can’t really comment.
     
  9. dmo

    dmo

    Neat trick! I also like the flexibility of arranging data the way I like in Excel spreadsheets.

    I find Hoadley add-in option functions a very useful tool - and a great deal at about $100.

    DDE works to get price info into spreadsheets, but is clumsy if you're dealing with more than a few prices. Hoadley has additional support for certain info vendors.

    I also use a program called XLQ, which makes it very easy to get data directly into Excel spreadsheets.
     
  10. opt789

    opt789

    I have used both, besides time and sales and some more market depth info, there is no advantage for the individual trader to use pipes. The regular platform has several good things that pipes doesn't.
     
    #10     Jun 12, 2008