XJO (^AXJO) Options in Hoadley

[bertieb]

Hi. Ive searched far and wide for an answer to this, but I cant find it.

I am trying to call up the XJO options in Hoadleys excell sheet.

The only way I can call up the actual index price is with the code ^AXJO. However I dont really care about the price, as I can put that in manually. What Im after is the correct code to call up the index options chain and insert it into the sheet.

I dont have an IB account (though seriously thinking about setting one up), so the only feed I have access to is the ASX.

I fear that the probelm might be the ASX site itself. You cant even call up the index itself ('XJO not found'), without going through the menus - hopeless.

Does anyone know the correct code I should use to get the index options into Hoadley. It should work - even OptionsOracle works pulls in the chain and correct index level, using ^XJO - and thats free, unlike Hoadleys !

Thanks for any help

bertieb

 

[bertieb]

I'll answer my own question, on the off chance that it helps someone else.

If you delve through the sample sheets provided, the option chain funciton in Hoadley only works for single stocks, and not indices, on the ASX. I had this confirmed by Hoadley himself when I emailed him my query.

So the only solution for me is to use Optios Oracle to pull the chain data in, or use a broker service for live price data, and then punch in the option mnaulally into Hoadley.

This is somewhat dissapointing, given that Hoadley charges $143 and doesnt do ASX Index options (by far the most liquid options in Australia), compared to Options Oracle who merely ask for a donation and do all options on the ASX (as well as other exchanges around the world).

Does anybody here use Hoadley for Index options on the ASX, and have any recommendations for me to make the analysis cheaper ? Im currently thinking that a solution might be to sign up for an OptionXpress account, and see if that provides the chain data for Hoadley.

bertieb

 

[Fox]

Does anybody here use Hoadley for Index options on the ASX, and have any recommendations for me to make the analysis cheaper ?
bertieb

I key in the XJO option details manually to Hoadley after trading hours.

During live trading hours, I use the Risk Navigator tool provided by Interactive Brokers to monitor the instantaneous greeks. The Risk Navigator however does not provide the P & L graph at expiry, and you can't step through time eg. look at the P&L and greeks 7 days ahead.

 

[ugotdan]

Hi all,

I have recently purchased the add-in and have been struggling with pulling up options chains for securities (through my IB TWS Acct), where the symbol may refer to multiple securities. eg. I type in AA (Alcoa) or CBA (Commonwealth Bank) and "No security definition has been found for this request" comes up. I have tried adding the currency and the exchange after the symbol, before the symbol etc.
I also realize the reference guide explains two methods for finding options chains, and I have had no luck finding the security "code" (method 1) in the platform, like examples shown in the guide.
I know this tool can do so much, but I have much to learn about it. Have been struggling a little as I am new to API's and linking applications and data feeds etc. Anyone use this add-in with IB? Or is it best to use another data feed for the add-in. E-signal seems to be recommended elsewhere but is expensive for monthly data.
I also like the TWS platform, and would like to stick with it, as I'm familiar and confident with it's functions, they are just a little limited, hence the need for Hoadley's add-in.

Any help would be greatly appreciated!

Thanks,

Dan

 

[Artemisia]

Damn, I had been planning to move to the ASX to trade the XJO after trading the US markets and getting fed up with trading late at night or early mornings. Part of the plan was to purchase Hoadley's financial plug-in to do P&L and risk graphs and check greeks, IV, etc. Options Oracle doesn't ever seem to work any more and there is no support from them. How odd that the plug-in would not cater for such a highly traded index. Did Hoadley explain why it is not included?

- - - Updated - - -

Also, here is the link to the XJO options chains. It's always tricky finding them on the ASX site so I saved the link as a favourite in my browser. The ASX is such a mess compared to sites like CBOE's.

http://www.asx.com.au/asx/markets/o...e&underlyingCode=xjo&expiryDate=&optionType=B

 

[Artemisia]

Damn, I had been planning to move to the ASX to trade the XJO after trading the US markets and getting fed up with trading late at night or early mornings. Part of the plan was to purchase Hoadley's financial plug-in to do P&L and risk graphs and check greeks, IV, etc. Options Oracle doesn't ever seem to work any more and there is no support from them. How odd that the plug-in would not cater for such a highly traded index. Did Hoadley explain why it is not included?

- - - Updated - - -

Also, here is the link to the XJO options chains. It's always tricky finding them on the ASX site so I saved the link as a favourite in my browser. The ASX is such a mess compared to sites like CBOE's.

http://www.asx.com.au/asx/markets/o...e&underlyingCode=xjo&expiryDate=&optionType=B

Ahh, finally. ASX have recently updated their website and it's easier to find the option chains for XJO....with all the other options chains, which is where they should have always been. In the Price and Research > Prices > Options page. Just enter XJO ticker.