Historic option delta on Brent based on settlement price

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Question by henry.lui · Jan 17 at 04:31 AM · eikon-data-api historical

Historic option delta on Brent based on settlement price

How to get the historical option delta of Brent Oil e.g. LCO7000C2 on a certain date range based on settlement price? It is available in Eikon OPR app but it gives the result on a certain trade date only. The user wants the historical delta in a certain month or date range. Just wonder API can help or not.

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Answer 1 · 2022-01-18T13:27:22Z

REFINITIV

Best Answer

Answer by raksina.samasiri · Jan 18 at 01:27 PM

hi @henry.lui

This forum is more for programming-type queries, rather than content queries. I would recommend you to contact the Eikon support team directly via MyRefinitiv. You can ask for the =TR formula in the Eikon Excel which can be used to retrieve the data you requested.

If the formula is available, we can apply it to the get_data method in Eikon Data API. That way a content specialist can work closely with you to find a way to get the required data.

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Historic option delta on Brent based on settlement price

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