GlobalView’s ExcelTools offers basic Option Analytics functionality that allows you to easily view all options for an underlying futures contract.

Included in this functionality is the ability to create and configure an Options Chain query that lets you select symbols in the same way you would for the Futures Day and Futures Globex components. It also provides a way to view the “Greek” values (Delta, Gamma, Theta, Rho and Vega), as well as Implied Volatility and Fair Value (theoretical value), to selected symbol chains.

The Option Analytics uses the Black-Scholes options model and offers only a static query.