Does DSWS carry historical option greeks?

mansoor.elahi
mansoor.elahi
in Datastream

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')

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @mansoor.elahi

    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.

    image

    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:

    image

    However, you need to directly contact the DataStream support team via MyRefinitiv to confirm it.

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