Does DSWS carry historical option greeks?
currently this is being used to pull historical price summaries, but wondering if option greeks are available historically for this sample option ric + others via DSWS instead of Eikon DAPI
d = rdp.get_historical_price_summaries('SPYA161010000.U^A10', start = '2007-01-01', end = '2020-11-12')
Best Answer
I searched for "SPDR S&P 500 ETF" options through the DataStream website and it showed items that have expiry dates from 2015 to 2023.
I have tried one of them.
SPDR S&P 500 ETF 16-October-2015 193 Call
Mnemonic SPY1015193C
RIC SPYJ161519300.U
Underlying Series U:SPY
ds.get_data(tickers='<SPYJ161519300.U>', fields=['VL','PA','PB','PO'], start='BDATE',kind=1).dropna()
A RIC must be wrapped with '<>' before using it with DataStream.
The output is:
However, you need to directly contact the DataStream support team via MyRefinitiv to confirm it.