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Viewing User Profile for: bsinnott
About Contact
Joined: Jan 28, 2005 12:56 PM
Last Post: Feb 23, 2005 02:11 PM
Last Visit: Feb 23, 2005 02:11 PM
Website: www.tradesignals.com
Location: Cork, Ireland
Occupation: Software Engineer
Interests: Lots of stuff
Email: brian.sinnott@tradesignals.com
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bsinnott has contributed to 3 posts out of 21193 total posts (0.01%) in 7,043 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Volatility for Black Scholes Options Calculations Feb 23, 2005 02:11 PM (Total replies: 0)

Hello Everybody

I wonder does anybody know if the volatility field (field 45) in the summary and update messages for the underlying symbol, is the correct volatility for calculating the Black Scholes equations.

If this is not the correct volatility, how do I get the right one?

Thank you.

Kindest regards

Brian

IQFeed Developer Support » Options symbols and Strike prices together. Jan 28, 2005 01:42 PM (Total replies: 2)

Jay

Thank you for prompt reply.

Kindest regards

Brian

IQFeed Developer Support » Options symbols and Strike prices together. Jan 28, 2005 01:13 PM (Total replies: 2)

Hi Everybody.

I am using

OES,MSFT,"AM","1";

to retrieve related options symbols for MSFT on the TCP/IP feed.

I get the CALLS and PUTS returned as

VMF AA,VMF AB,VMF AC,VMF AK,VMF AM,VMF AO,VMF AP,VMF AQ,VMF AR,VMF AS,VMF AT,VMF AZ,WMF AA,WMF AB,WMF AC,WMF AE,WMF AF,WMF AG,WMF AH,WMF AI,WMF AK,WMF AM,WMF AN,WMF AO,WMF AP,WMF AQ,WMF AR,WMF AS,WMF AT,WMF AU,WMF AV,WMF AZ,:,VMF MA,VMF MB,VMF MC,VMF MK,VMF MM,VMF MO,VMF MP,VMF MQ,VMF MR,VMF MS,VMF MT,VMF MZ,WMF MA,WMF MB,WMF MC,WMF ME,WMF MF,WMF MG,WMF MH,WMF MI,WMF MK,WMF MM,WMF MN,WMF MO,WMF MP,WMF MQ,WMF MR,WMF MS,WMF MT,WMF MU,WMF MV,WMF MZ,

Thats great but I would like to go a step further.

Is there a similar TCP/IP request which will return the Calls and Puts with their associated STRIKE prices.

Or is there a way that I can request the STRIKE price if I know the OPTION symbol.

I would prefer to be able to do this without having to put the Option symbol on a watch list.

Thank you in advance.

Brian


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