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»Forums Index »Archive (2017 and earlier) »Data and Content Support »GREEKS
Author Topic: GREEKS (3 messages, Page 1 of 1)

drbacon
-Interested User-
Posts: 1
Joined: Aug 18, 2007
Posted: Aug 18, 2007 08:52 PM          Msg. 1 of 3
Is it possible to import Option Greeks via DDE into a EXCEL spreadsheet?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Aug 20, 2007 09:27 AM          Msg. 2 of 3
We don't provide the Option greeks as part of the feed, they are instead calculated on the client software. I am pretty sure there is some Excel spreadsheets to be found on the Internet that have various option modeling built in. You may be able to then feed our data into the sheet via DDE so it can calculate the greeks.
Jay Froscheiser
DTN - Trading Markets

lars67
-Interested User-
Posts: 11
Joined: Dec 30, 2005
Posted: Aug 21, 2007 05:50 AM          Msg. 3 of 3
Hi Dr. Bacon
In our product, this functionality exists, as well as import of implied vola, theo prices etc. .etc. To Excel.
This works with IQ-feed and is completely free.

Cheers,
Lars
 

 

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