How to Get Option Greeks in Excel

Get option greeks directly in Excel using custom formulas. Retrieve financial data, automate your workflows, and keep your spreadsheets updated with our Excel add-in.

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EXCEL FORMULA
=FDN("OptionGreeks", "MSFT260123C00455000", "", 5)

This formula pulls data into your spreadsheet once our Excel add-in is installed.

Formula Result

See exactly how data fills into your sheet when the formula runs. This example shows the actual up-to-date information returned.

ABCDEFG
1contract_namedatedeltagammathetavegarho
2MSFT260123C004550002026-01-210.4580043521191370.000303983804634415-0.3748049275152480.1334800735454190.0113387503551072
3MSFT260123C004550002026-01-200.4703338389276030.000249017449686756-0.3109077070242460.1639359789727690.0174408732427009
4MSFT260123C004550002026-01-160.7808757060504910.000119497222472737-0.1774032466649880.1881318578526630.067711284409274
5MSFT260123C004550002026-01-150.6134253088342290.000145578747887233-0.1992083077304420.2587368433302370.0605239332011881
6MSFT260123C004550002026-01-140.736510336769940.000116263129644405-0.1720499982060230.2355872835241430.0819413579653332
ABCDEF
1contract_nameMSFT260123C00455000MSFT260123C00455000MSFT260123C00455000MSFT260123C00455000MSFT260123C00455000
2date2026-01-212026-01-202026-01-162026-01-152026-01-14
3delta0.4580043521191370.4703338389276030.7808757060504910.6134253088342290.73651033676994
4gamma0.0003039838046344150.0002490174496867560.0001194972224727370.0001455787478872330.000116263129644405
5theta-0.374804927515248-0.310907707024246-0.177403246664988-0.199208307730442-0.172049998206023
6vega0.1334800735454190.1639359789727690.1881318578526630.2587368433302370.235587283524143
7rho0.01133875035510720.01744087324270090.0677112844092740.06052393320118810.0819413579653332
Option Greeks provide a way to measure the sensitivity of an option's price to numerous factors such as the underlying asset price, time till expiration, market volatility, and so on. Our Excel add-in provides daily historical option Greek values.

Steps to Get Started

01
Install the Add-in

Open Excel, navigate to the Home tab, select Add-ins, and search for FinancialData.Net.

02
Grab Your Key

Sign in to your account at FinancialData.Net, open the dashboard, and copy your API key.

03
Run Your Formula

Open the task pane in Excel, save your API key, and start typing the =FDN(...) formula.

Formula Reference

Use the formula to retrieve financial data by specifying a dataset, ticker symbol, and additional parameters.

=FDN(dataset, identifier, argument, maxRows)
datasetString
Specifies the dataset to query. Enter the dataset name enclosed in quotation marks, for example "OptionGreeks".
identifierString
Accepts one or multiple identifiers such as ticker symbols (e.g., "AAPL" or "AAPL,MSFT") or other supported identifier types.
argumentString
Filters the dataset output using an additional parameter, such as a date like "2025-01-15" or a reporting period like "year" or "quarter".
maxRowsInteger
Limits the number of records returned by the formula. For example, setting the value to 5 returns the five most recent rows.

Troubleshooting & FAQ

If Excel doesn't recognize the =FDN() formula, the add-in may not have loaded correctly. Restart Excel or reinstall the add-in from the Office Add-ins Store.

Excel displays this error when it does not recognize the =FDN() formula. This means the add-in is either not installed or has been disabled.

The =FDN() formula outputs multiple rows and columns of data, which Excel blocks if any existing text or formatting occupies the surrounding cells. Simply clear these obstructing cells to allow the formula to expand completely.

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Access 80+ financial datasets directly in Excel using simple formulas.

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