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shooter
27th-March-2008, 03:32 AM
Hi everyone

I have been looking for a nice data sheet with all the greeks of a various strike prices of the same underlying share that can be cut and pasted on Excel for a further analysis.

In optionsXpress, the information I want is found in pricer in the chain. However, whenever I cut and paste the table, it is not in the right format and becomes useless. It's so frustrating that a tech problem is preventing me from accomplish a simple thing.

Please let me know if there is a table with all the greeks (it would be nice if implied volatility is included as well) of a various strike prices of the same underlying share.

Thanks

Grinder
29th-March-2008, 09:14 PM
Shooter,

Voltracker has a site that you might find what your looking for. You can check it out below, it's for oz options though.

www.impliedvolitility.com.au

shooter
29th-March-2008, 10:51 PM
Hi Grinder

Thanks for a very interesting site! I like the layout too. So simplistic and no annoying ad.I havent found what I need yet but I will investigate the site further. You made a typo, it's www.impliedvolatility.com.au I believe. I would like U.S. option data still, since that's what I've been trading (1000 shares per contract hurts my pocket).

Cheers

wayneL
29th-March-2008, 11:02 PM
Hi Grinder

Thanks for a very interesting site! I like the layout too. So simplistic and no annoying ad.I havent found what I need yet but I will investigate the site further. You made a typo, it's www.impliedvolatility.com.au I believe. I would like U.S. option data still, since that's what I've been trading (1000 shares per contract hurts my pocket).

Cheers
Try www.ivolatility.com

MRC & Co
29th-March-2008, 11:14 PM
Try www.ivolatility.com

Thanks for the options resource you are writing too Wayne! Great idea!

I am keeping up with it as it is updated.

Helps keeping up with it live, lets it sink in slowly, as opposed to try reading it start to finish once its completed and totally confuse myself!

Grinder
31st-March-2008, 09:43 AM
Shooter,
sorry about typo, helps to spell things correct especialy in links.

Wayne,
also like the resource you have started, has lots of potential.

shooter
31st-March-2008, 08:20 PM
Thanks WayneL!! It looks like another great site!