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REDDIT

Tools for Evaluating Option Chains

E
Feb 13, 2025 · 04:08

I'm at the point where I want to evaluate options by looking at changes in implied volatility, theta decay, etc. Ideally something where I can sort/filter off of simple formulas (avg estimated daily theta decay in remaining contract, etc.) I'm thinking about using a pricing service API endpoint and importing the data into excel, but I'm sure that would be reinventing the wheel (pun, hah!).

What existing services/tools/templates are worth looking at?