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In Bloomberg, to value an option I can enter something like IBM US Equity OVME S C180 > OVME - Which loads a page which has valued an option for me. I just want to get this data back via the API. The API seems really unintuitive to me so any help will be greatly appreciated.

assylias
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user2051876
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  • I don't think thre is an easy way to do that from the API - in the specific example you give, you could query the market price but that is not really what you are asking for I guess. Have you asked HelpHelp? – assylias Mar 12 '13 at 16:45
  • Where can you enter "IBM US Equity OVME S C180 > OVME" at the Bloomberg site? – Ignacio Soler Garcia Mar 12 '13 at 16:46
  • @SoMoS Not on the wbsite but on a Bloomberg terminal - you can enter `IBM US Equity OVME S C180` and `` to see the valuation of that option. – assylias Mar 12 '13 at 17:48
  • I'm looking through the documentation from the open Bloomberg site. You can override certain values when grabbing ref data, which I thought could be a way of achieving this... But it still doesn't seem to lead anywhere. Any tips of possible approaches/similar(ish) projects people have coded will be appreciated – user2051876 Mar 12 '13 at 18:02
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    @user2051876 Have you asked Help Help? – assylias Mar 13 '13 at 19:50

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I haven't done option valuation, but I have done bond pricing. The fastest way to get this done is to ask the Bloomberg helpdesk to produce a mock-up of the option pricing screen as an Excel sheet via F1F1 (they may already have one...)

You can then see which field value(s) they override to correspond to each control on the terminal pricer and call into the API as needed. When you go straight to OVME you're probably pricing the option using the latest BVAL price available, typically you want to price using your own price/vol.

Jon Freedman
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