Hello,
I want to retrieve options for a specific expiry month using the Eikon Data API, for the Swedish index ".OMXS30".
Using:
omxs30 = ek.get_data('0#OMXS30*.ST', fields=fields)[0]
where "fields" is a list, gives all options of course, but I'd like to narrow it down to a single month and year.
Looking at the chain constituents, they have a structure like "S30173000T0.ST". Trying to get all "S30" options with month "T0" using:
omxs30 = ek.get_data('S30*T0.ST', fields=fields)[0]
draws a blank.
Also, is there a way to retrieve options that are within say +/- 10% of the current underlying price, just as in the app OPTION WATCH? It would be great to be able to combine this with the specific moth selection mentioned above.
Thank you for your help.