like volumns of call or put option expiring at Apr 26 for strike 106 for ice brent future, open interest, IV, etc.
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like volumns of call or put option expiring at Apr 26 for strike 106 for ice brent future, open interest, IV, etc.
hi @fengyijin ,
Please find an answer from the content specialist below
It appears that you are looking for the WTI or Brent Options on Futures with the following characteristics:
1. Call and Put
2. Strike Price 106
3. Expiration on April 26 2022
specifically the data on volume, open interest, implied volatility
ICE Brent Future Option:
1. For ICE Brent, the Call has the RIC LCO10600F2
2. For ICE Brent, the Put has the RIC LCO10600R2
WTI Future Option, they don't have a contract expiring on Apr 26 2022 but you may find the other contract months under the chain RIC 0#CL+
In Excel or API, you may use the following fields: TR.ACCUMULATEDVOLUME;TR.OPENINTEREST and TR.IMPLIEDVOLATILITY
Sample Formula in Excel to get the TR.ACCUMULATEDVOLUME;TR.OPENINTEREST and TR.IMPLIEDVOLATILITY
=@TR("LCO10600F2","TR.IMPLIEDVOLATILITY;TR.ACCUMULATEDVOLUME;TR.OPENINTEREST","CH=Fd RH=IN")
I hope this helps. Please let me know if you have any additional questions.
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This Excel formula can be converted to Python code for the Eikon Data API as
df, err = ek.get_data('LCO10600F2',['TR.IMPLIEDVOLATILITY','TR.ACCUMULATEDVOLUME','TR.OPENINTEREST']) df
and the output is
Instrument Implied Volatility Accumulated Volume Open Interest 0 LCO10600F2 50.45 32 661
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 this data and 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.
However, for this case, I've raised ticket number 11144961 to a content specialist team to confirm if it is possible to retrieve the data using Eikon Excel or Eikon Data API. I'll keep you updated
Hope this could help