kumoshk
April 18th, 2012, 12:59 AM
Observe this website here:
http://www.cboe.com/framed/IVolframed.aspx?content=http%3a%2f%2fcboe.ivolatil ity.com%2fcalc%2findex.j%3fcontract%3d37A194B9-04B1-48F8-9938-31D390E337F7§ionName=SEC_TRADING_TOOLS&title=CBOE%20-%20IVolatility%20Services
I need to do one of the following (for a task at work):
1. find a way to access and submit this form's function through an external script or external form. This is so I can program something to put in the values so I don't have to get a headache doing it manually (the current method).
2. Find a Python module that calculates Black Scholes like this form (or this Black Scholes calculator) does. I know several methods that do it differently. They don't specify whether it's American or European. They don't ask for that dividend data. None of them give the same results.
An Excel spreadsheet with the same capabilities as this website would work, too, I suppose. I've seen some without all the data, again.
The only value I need returned from the form is Option Value.
Anyway, I have a feeling I'll have to do it at least semi-manually anyway (since I need screenshots); so, don't lose sleep over this or anything.
http://www.cboe.com/framed/IVolframed.aspx?content=http%3a%2f%2fcboe.ivolatil ity.com%2fcalc%2findex.j%3fcontract%3d37A194B9-04B1-48F8-9938-31D390E337F7§ionName=SEC_TRADING_TOOLS&title=CBOE%20-%20IVolatility%20Services
I need to do one of the following (for a task at work):
1. find a way to access and submit this form's function through an external script or external form. This is so I can program something to put in the values so I don't have to get a headache doing it manually (the current method).
2. Find a Python module that calculates Black Scholes like this form (or this Black Scholes calculator) does. I know several methods that do it differently. They don't specify whether it's American or European. They don't ask for that dividend data. None of them give the same results.
An Excel spreadsheet with the same capabilities as this website would work, too, I suppose. I've seen some without all the data, again.
The only value I need returned from the form is Option Value.
Anyway, I have a feeling I'll have to do it at least semi-manually anyway (since I need screenshots); so, don't lose sleep over this or anything.