Options Data in Excel: Chains, Prices and Greeks
Build options research and strategy worksheets with verified Excel functions for option chains, quotes, Greeks and historical snapshots.
Choose your options workflow
Start with the job you need Excel to do. Each guide explains the worksheet structure, the relevant verified MarketXLS functions, and the checks that keep an options model auditable.
Options data in Excel
A complete starting point for chains, contract quotes, Greeks and historical data.
Option chains in Excel
Pull a chain into a worksheet and organize strikes, expirations, bid, ask and volume.
Options Greeks in Excel
Work with delta, gamma, theta, vega and rho without hiding assumptions in a black box.
Live option chains
Pull full option chains with strikes, expiries, bid/ask and volume directly into any worksheet.
Greeks and pricing
Delta, gamma, theta, vega and implied volatility as ordinary Excel formulas you can build on.
Strategy analysis
Model payoffs for the 91 strategies documented here, using your own assumptions.