Things to Remember:
To see data for performance of options on an index or equity over time you must use a code for that continuous series. Codes of this type are constructed:
CLASS + C.SERIES + C (call) or P (put)
For example, the continuous series code for calls on the FTSE100 would be LSXC.SERIESC.
The only datatypes consistently available for an options continuous series are volume (VM), open interest (OI), and implied volatility (VI). (Implied volatility is also the default.) Settlement price of the single option closest to At The Money (OM) and underlying price of option (OU) are also frequently available.
Retrieving a List of Options:
Options list codes are constructed by combining the prefix LOPT (for List of OPTions), the class code of the item being bought, and two suffixes: first L (for live) or D (for dead), then C (for call) or P (for put). For instance, let's say you want to find the list of dead call options for Lufthansa. The first step is to find Lufthansa's class code. As above, click on the Code button in the main program window. Select Options from the drop-down menu. Now you can either scroll down to find Lufthansa alphabetically, or type the first few letters of the name Lufthansa in the Find box. You find that Lufthansa's class code is LHA. Therefore, the code for the list of options you require will be LOPT + LHA + D + C, giving you LOPTLHADC.
