Excel VBA script for option chain data from CBOE

April 2, 2015

(Last Updated On: April 2, 2015)

It seems the Yahoo Finance Chain Data scripts from Matlab no longer work as in the last few months. Most option data can be downloaded from CBOE so I am hoping this Excel VBA still works.

http://www.vbafin.com/CBOE-data-download-vba-code.php

Also read the description in the video for proper links

(This appears to not work with some subscript out of range error)

Here is the latest update for Yahoo Finance after their change: http://www.reddit.com/r/algotrading/comments/2kq0qz/has_anyone_here_used_yql_to_download_yahoos/

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