CODEWITHSUNDEEP
excelbloomberg
dydcmlc
dydcmlc

Reputation: 11

Pulling historical options closing data given strike, expiration and date

I have a column of an option type I want(either call or put), a column for the date that I want the closing price of the option for,the option expiration date and the option strike. I want to find the option price on close given this information.

I wrote the formula below to try and find the price of the 3600 call on 3/8/19 with an expiration of 12/20/19 but it gives me an #N/A connection error.

=BDP("SX5E 12/20/19 C3600","px_last","03/08/2019","03/08/2019")

I expected to get what I described above but got an #N/A error

Upvotes: 0

Views: 1000

Answers (1)

CraftyTrickster
CraftyTrickster

Reputation: 11

If you are interested in retrieving data that is historical (non current), then you would be better served by using the BDH formula, instead of BDP, which will give you the current value.

Perhaps this may help you

=BDH("SX5E 12/20/19 C3600 Index","px_last","03/08/2019") .

Notice how I added "Index" to the security name, to make it valid.

Upvotes: 1

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