Is there any way of setting up a web alert of some sort (or API with IB) that triggers when new expiry dates open up for a particular option chain?
if u know programming u can write something that queries for a stock's option expiries, then check the diff everyday
I only know VLookups unfortunately Where can I find a source file to query? or how could I retrieve that with the IB DDE api?
i used ib insync (python) def chains(self, symbol): stock = Stock(symbol, 'SMART', 'USD') ib.qualifyContracts(stock) # need this for conId chains = self.ib.reqSecDefOptParams(symbol, '', stock.secType, stock.conId) filtered_chains = next(c for c in chains if c.exchange == 'SMART') return filtered_chains
Option maturities are algorithmic. You can find the algorithm on the cboe website or occ website I think.