Options
Equity option data can be queried using the Quick Data icons (Quotes, Chart and History) in two methods in addition to the Options Prices icon. In the first method, you can enter the ticker symbol into the search for symbol dialogue and if the security has listed options there will be an Options hyperlink (this method will also work for equity index options).
Once you click on Options, all of the available expirations for the underlying stock will display.
After selecting an expiration, all of the strikes will now be visible.
Now you can select individual strikes (double click), use "Shift + Arrow Keys" to select multiple options at once or use "Ctrl + A" to select every listed option for the expiration.
When all options for this expiration are selected and you want to add options from another expiration for this underlying, simply click the arrow icon and you will view all of the expirations.
You can also use the “X” to return to the search for symbol box and add more options or underlying stocks or symbols. When all strikes and underlying contracts are selected and all appropriate fields are applied, click Insert and option data will be displayed in your Excel sheet.
Check out our User Guide to learn about using the options icon, saving to the favorites tab and removing options.
Historical Equity Options
Using the Historical icon, you can easily pull historical stock and stock index option Greeks and implied volatility for one or more strikes at a time. Using either the symbol search or the Exchanges branch of the symbol tree, select an optionable underlying stock. Using the Symbol search, click on the Options hyperlink and view all available expirations.
Through the Exchange branch, select the exchange where the underlying trades and then open up the Options branch and select your expiration.
Select individual options by double clicking on the strike. Hold "Shift" and use the "Arrow Keys" to select multiple strikes at once.
Select all strikes by holding "Ctrl + A".
Once all strikes are selected, hit "Enter" and all options will display in the Insert panel.
You can return to the underlying expirations by clicking on the "Arrow Back" button or start a new underlying search using the Delete button ('X').
After moving the strikes to the Insert panel, click on the Edit fields button. Here you can see fields specific to equity options.
Fields are split into two groupings: Prices & Volume and Options. To add a field from the Edit Fields list, check the field or click and drag into the Selected Columns. To select all fields in a grouping at one time, check the box next to the grouping name.
All fields in the Selected Columns section can be repositioned by click and dragging to the desired location. Once the necessary fields are selected, click Insert and all options and their corresponding fields will display like below.
Check out our User Guide to learn how to access expired equity option data and how to remove historical equity option data.
Equity Option Look Back
When inserting an option chain, Barchart for Excel offers the ability to pull historical EOD equity option data, including Greeks and implied volatility, via the "Look Back" feature. This historical snapshot data is available back to 2016..
When the Edit Options dialogue is open, simply click on the date picker to navigate to a particular historical date. Once a date is selected, the expiration dropdown will automatically populate with that day’s open expirations.
Select any or all fields, strike range and desired view and insert the historical option data into your spreadsheet.
Check out our User Guide to learn more.
Options Overview
The Options Overview fields provide important historical options statistics that provide insight into investor sentiment on the underlying instrument through derivative positions. When viewing the History dialogue, click on the Edit Fields button to view all of the Options Overview fields.
Download daily historical options overview data for U.S. and Canadian symbols, including Implied Volatility, IV Change, Rank and Percentile. Analyze the daily statistics in total options volume, open interest, and ratios to help decipher historical moves in a symbol's options. For descriptions of the Options Overview fields click here.
Once you have your instrument selected and all necessary fields, insert the data into your spreadsheet.
Note: only the following symbol types are supported when selecting Options Overview fields: US and Canadian stocks, US and Canadian ETFs, US indices. Only daily aggregation can be used when querying these fields.
Check out our User Guide to learn how to access expired equity option data and how to remove historical equity option data.