Downloading Option Chain into Excel

Demo of the VBA code example posted on http://www.vbafin.com/CBOE-data-download-vba-code.php - Visual Basic for Financial Professionals. Shows how to download data from a web site by programatically loading a page, filling in required fields, checking boxes and clicking on submit buttons and then extracting and bringing in the data into excel.

Category:

Education

Tags:

• Excel
• download
• and
• import
• option
• chain
• VB
• VBA
• Financial
• Visual
• Basic
• Finance

[xzadeh]

Thank you for the response. Downloaded the excel file recommended and had the same problem with the CBOE sheet, however Yahoo sheet worked fine every time.

Actually what I am trying to accomplish is to be able to download my option positions in to an excel sheet that I track my stock/options for end-of-day logging/price tracking. Any suggestion on which VBA I should start from?

Thanks again.

[vbafin]

@xzadeh take a look at vbafin.com/Price-Functions.php

there are 2 functions - vf_GetPrice can be used to get the last stock price;

and vf_GetOption can used to get the last option price.

There's a youtube video for the vf_GetPrice function - youtube.com/watch?v=KGGKJ057qB­s&feature=plcp&context=C3ffd82­bUDOEgsToPDskKShX3c_MtsVzb8It1­-rQW-

and another one that you might find useful - youtube.com/watch?v=Sqqn7JbMnA­I&feature=plcp&context=C3aa080­0UDOEgsToPDskJ6sFTiQaIIvdO_uaL­9QNp3

[xzadeh]

This seems to be a great tool, but I have no luck getting it to work. Everything looks okay, VBA runs without an error but returns nothing. Must be overlooking something. Anyone else had any problems with this?

Thanks.

[vbafin]

@xzadeh

the macro uses Internet Explorer to obtain the data. One possible problem would be if your IE (which runs in the background) gets a pop up window waiting for your response.

You can find an example of a working Excel file on

vbafin.com/documents/Visual_Ba­sic_Option_Chain.xls

[kjjerome]

Unlike Gadeboye I have a volume knob on my speakers and can turn up if need be, so forget him. I saw it as a great aid for me to play with and learn from.

Thank You

[athan1145]

Thanks for the valuable  info. I've been looking for something like this.

[GADEBOYE]

It must be a good presentation....BUT PLEASE LEARN TO SPEAK UP....YOU SPEAK AS IF YOU ARE TALKING TO YOURSELF ..........AN OTHERWISE GOOD VID RUINED BY PRESENTER INABILITY TO VERY CONFIDENTLY SPEAK UP.....NEXT TIME ...PLS LET SOME ONE WHO CAN SPEAK UP DO THIS.....very dissapointing

When you dont speak up, you come accross as if you don't know what you are talking about......I tell my children all the time, its a shame an adult still do this