Millepede - ASX option quotes

  1. 149 Posts.

    You asked if anyone knew where you could get ASX ETO quotes with delta. You could go to and download a free version of their Open Interest program. They have later versions of the program as well, but you have to pay for those - in fact, they have an agent marketing their program in Australia although I can't recall either his name or his website address - he used to send me a news letter when I was in Australia. But if you go to the above website you can download the original, which they say will always be free. And this is probably all you need. It is very simple to use and will download EOD quotes each day for you on all of the options on the ASX, and it gives bid, ask, last, open interest, delta, gamma, theta, etc.. Having downloaded them, you can then copy and paste them into Excel if you want. Hoping this will be of use to you. Other than occasionally using the program myself over the past few years, I have no connection with the product

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