I frequently need to look at large number of calls and puts in varying strike price and dates, however in my brokerage account it is not always possible and is dictated strictly by how brokerage's implements its GUI. ITs UI is quite comprehensive but still can not compile a data or graph, if one wants to look at following: graph of greeks using varying number of strikes at current time. graph of greeks using varying number of expiration date etc., now i am thinking about some programming, looked at etrade api https://developer.etrade.com, so they do appear to return option information but still basic info: https://developer.etrade.com/ctnt/dev-portal/getArticleByCategory?category=Documentation-MarketAPI There is one site I found that can calculate all or most of the greeks which I Can easily program, but it needs to input following parameters into the equation: S0 = underlying price ($$$ per share) X = strike price ($$$ per share) σ = volatility (% p.a.) r = continuously compounded risk-free interest rate (% p.a.) q = continuously compounded dividend yield (% p.a.) t = time to expiration (% of year) THe etrade api definitely does not appear to return these type information after inspecting their return API return data format in json, xml. So I am in quest for joining these two ends: If i manage to get a hold of some interface that acquires all values for give stocks options strike, expiration date, I feel I Can really do some powerfull number crunching and graphs visualization.
You can just do all this in excel... What do you exactly want? Do you want to know how certain greeks evolve over time? And/or across different strikes?
i already in the original post for few examples, did you read through?? "...graph of greeks using varying number of strikes at current time. graph of greeks using varying number of expiration date etc.,..." Something I can use to visualize data and make informed decision when trading.
I even re-read it again, just for giggles! But Nope! No questions. No requests. Guess we're good here!
I think he wants to calculate all greeks... across all strikes and multiple expiries... and he wants an interface to do that for him. Or... he needs the input date like X,S, DTE, r, IV etc... Or both...
Yes, those are the inputs that black-scholes equations needs to calculate to determine the greeks. Those minions has no critical thinking skills can not fixate the attention, instead running around like a chicken. Input to equation: S0 = underlying price ($$$ per share) X = strike price ($$$ per share) σ = volatility (% p.a.) r = continuously compounded risk-free interest rate (% p.a.) q = continuously compounded dividend yield (% p.a.) t = time to expiration (% of year) Ouput from etrade API: (does not have those above!!) However if something doesnot look right, let me know immediately.
Okay @ggelitetrader000 ... tell us please... what is it exactly that you want? This thread isn't going anywhere at the moment. a) a different platform/tool b) the input c) ... Maybe move to Interactive Brokers, I think their options tools might be better? And who are the minions?