Find options associated with stocks

Hi all,

how can I get all the stock options associated with one specific stock security with Eikon API? My aim is to start from a specific index (like in STOXX 600 Europe as in the example below) and get data about options associated with the individual stocks which are included in such index

I am trying this:

data, err = ek.get_data('0#.STOXX', fields=['TR.CommonName']) #get all members in STOXX

and then I try to get the options for the first stock included:

df, err=ek.get_data('BOUY.PA', ['OPTIONS'])

However, I see only one option (very strange) with a RIC which is 0#BOUYA*.p

What does this p stands for? Is it only put? How can I get historical data about the options associated with 0#BOUYA*.p (price close, strike, expiry date)?

Thank you in advance

Best Answer

  • Hi @Matteo1177

    Try something like

    df, err = ek.get_data(instruments = ['0#BOUYA*.p'], fields = ['STRIKE_PRC','EXPIR_DATE','CF_CLOSE'] )

    which gives something like

    image


    0#BOUYA*.p is a Chain Ric - see the start of this article for an overview on Chains