Retrieving Option Chain Price Data

[dalves]

I am interested in creating a user sentiment study in EFS that dispalys at the bottom of my screen. This study will take the current spot price in whatever symbol is currently on the chart and by finding the closest at-the-money call and put options, calculate some sort of put/call ratio.

The problem is, I have never retrieved Option Data via EFS. I tried a quick little experiment with the following main code to see if I could simply get closing option price data to display on the screen. Ignoring all the PreMain display logic etc., this is how I attempted to grab and create a Series Object and display (one line):

return close(sym("O:MSFT 10G27.00");

I expected this to display the close for each interval (based upon the interval on my chart) for the July 2010 Call for Microsoft @ a $27.00 srike price. It displays nothing, throws no error, no syntax issues, just nothing.

Is this the correct way to do this? Are Options handled differently or not at all in EFS, can someone help?

Thanks.
David

[ACM]

Re: Retrieving Option Chain Price Data

David
See the Viewing Options in a Chart section in this article in the eSignal KnowledgeBase for a possible reason why you are not getting anything returned by the formula when using intraday intervals. You should be able to easily verify this by charting the option symbol
That aside the line of code you posted is missing a closing bracket and will generate an error
Alex

Originally posted by dalves
I am interested in creating a user sentiment study in EFS that dispalys at the bottom of my screen. This study will take the current spot price in whatever symbol is currently on the chart and by finding the closest at-the-money call and put options, calculate some sort of put/call ratio.

The problem is, I have never retrieved Option Data via EFS. I tried a quick little experiment with the following main code to see if I could simply get closing option price data to display on the screen. Ignoring all the PreMain display logic etc., this is how I attempted to grab and create a Series Object and display (one line):

return close(sym("O:MSFT 10G27.00");

I expected this to display the close for each interval (based upon the interval on my chart) for the July 2010 Call for Microsoft @ a $27.00 srike price. It displays nothing, throws no error, no syntax issues, just nothing.

Is this the correct way to do this? Are Options handled differently or not at all in EFS, can someone help?

Thanks.
David

[dalves]

Thanks. That was very helpful.

Missing ")" was a typo.

[ACM]

David
My pleasure
Alex

Originally posted by dalves
Thanks. That was very helpful.

Missing ")" was a typo.