Bloomberg Derivatives

Common Bloomberg functions for FNCE206 (Derivatives) assignment

OMON Options Monitor
-- left-click on option of interest and scroll down to
GPO Price Bar Graph w/ Moving Average, or
TSM Trade Summary Table of Price Levels

HP Historical Prices
HVT Historical Price Volatility
HIVG Historical Implied Graph
GIV Graph Intraday Volatility
GIP Intraday Price Graph

To get volatility data out of the API, the easiest way is to bring up the list of options (click on Calls or Puts at the top of the OMON screen), then click-and-drag the pushpin button in the top right of the screen into an Excel window. This will load the list of options tickers. From there, you can use Import Data from the Bloomberg menu in the Excel toolbar to import the tickers (use Select Securities From.. and choose Spreadsheet, then select the cells containing your tickers) and choose variables.