Sample Search: Give the market price for a call option for Rolls-Royce for November 1997 at 280 from March 10, 1997 to April 10, 1997 on a daily basis.

The following search allows you to find information on an option for a specific date. To see data for performance of options on an index or equity over time you must use a code for that continuous series.

Codes of this type are constructed:

CLASS + C.SERIES + C (call) or P (put)

For example, the continuous series code for calls on the FTSE100 would be LSXC.SERIESC.

The only datatypes available for an options continuous series are volume (VM), open interest (OI), and implied volatility (VL). There is no price data available.

Datastream has selected options data from the following countries and exchanges: Austria (OTOB), France (MATIF, MONEP), Germany (EUREX), Netherlands (EOE), Switzerland (EUREX), U.K. (LIFFE), and United States (ASE, CBOE, CBOT, CME & PHLX). There is no equity options data in Datastream for the United States. Datastream is constantly expanding coverage, so always check HELP TOCD? for the latest coverage.

Options codes are constructed by combining the class code of the item being bought, the expiration date, the exercise price, and either C (for call) or P (for put).

To find the class code for Rolls-Royce, click on the "Code" button that appears in the upper left hand side of the main program window. In the new program window, select the codes category Futures/ Options in the left portion of the screen.

Then select to search Options exclusively by clicking on the word Options in the right side of the program window. In the "Find" area in the new program window, type Rolls-Royce.

The item, Rolls-Royce, will appear in the lower section of the window, along with its associated codes. The class code for Rolls-Royce is RLRC.

This is the first part of our code. The second part, the expiry date, is appended to the 2-letter class code in the form MMYY, giving RLRC1197.

The exercise price is then added, along with a C, for call, to give you RLRC1197280C. This is the code for your desired option. If you had not yet known a feasible exercise price for a particular class of options, you could have produced a summary report for the options class code you wish, giving volume and premiums for options according to their exercise price.