i'm using the yahoo finance api for stock and stock option data. this used to work:
http://quote.yahoo.com/d/quotes.csv?s=VCR.X&f=l1c1n
that's once of the options for Visa. this doesn't work anymore, and when i go to yahoo finance their option symbols are all differnt now, looking like this:
VEH100220P00055000
that's an option for Visa now. and if i plug that long one into the url it doesn't work either. anyone know if they are changing things with their options and broke this?
Option symbology is highly complicated. The symbols for option chains will periodically change, when the contracts roll and new contracts are available.
If you want options market data that has been cleaned, you will probably have to pay for it. XIgnite has a couple of web services providing options data: http://www.xignite.com/xoptions.asmx
As of 1/4/16
http://finance.yahoo.com/q/?s=v160122C00075000
will return the Option quote where: v is the Visa Ticker symbol 160122 is the Date C is for Call (change to P for put) 00075000 is the price (or $75)
but in excel, this will place the data vertically in 2 columns (first being header, second being the data)
