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pulling listed option quotes to python

Hi,

for longer term listed options, CF_BID and CF_ASK are empty when I try pulling them to python. Specifically, I am looking at STXE33000X6.EX. However, the quote window (F4) shows bid and ask quotes. Is there a way to pull the bid and ask quotes from the quote window to python?

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@steffen.fuchs I have checked that RIC and it seems correct - there are no bids or offer for this instrument - hence the return you are receiving. Please check the quote window below to confirm.


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Thanks, Jason. When there are no quotes, how is the field 'TR.IMPLIEDVOLATILITY' calculated?

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Hi @steffen.fuchs I believe it must be using the Settlement Price (Data Item Code: SETTLE) which according to the Data Item Browser App (Type DIB from Eikon search bar) is the official closing price of a futures or options contract set by the clearing house at the end of the trading day. I ran it through the option pricer app (OPR) and it seems broadly correct. (The value of SETTLE field is 1,001). I hope this can help.

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So there are 'TR.OPWMidImpliedVolatility', 'TR.OPWSettleImpliedVolatility',

TR.OPWCloseImpliedVolatility and TR.IMPLIEDVOLATILITY, all with different values. What are the exact differences here?

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@steffen.fuchs

For this content question, please raise a ticket with Eikon Support (Helios Menu ==> Help ==> Contact Us) (marking it as Data query) and the relevant content expert will get back to you with a definitive answer. You can also include the hyperlink to this post on that query form.