The Scenario
You cover the options desk and your job this morning is to find covered call candidates in SPY expiring in the next 30 days. You need the full chain — every contract, every strike, with bid, ask, implied volatility, delta, and open interest. The brokerage platform shows you the chain graphically, but you can't sort, filter, or score it. You need it in a sheet.
The bad version:
- You go to a financial data site that shows options chains, set the expiration filter to 30 days, and start copying rows into a Google Sheet — strike, bid, ask, IV, delta, OI — manually, because there's no export button.
- SPY has hundreds of contracts across multiple expirations. By the time you've gotten through the calls side of two expiration dates you've been at it for 45 minutes and your eyes are crossing from looking at small print.
- You paste what you have, realize the IV column is formatted as a percentage string rather than a decimal in half the rows, and spend another 20 minutes cleaning it before you can sort by IV.
The chain existed in a perfectly accessible API. All of this was avoidable.
The Easy Way: One Prompt in SheetXAI
SheetXAI is an AI agent that lives inside your Google Sheet. It calls the Polygon.io options snapshot API, retrieves the full chain for the symbol and expiration window you specify, and writes the structured result directly into your sheet — one row per contract, ready to sort and filter.
Pull all options contracts for SPY from Polygon.io expiring in the next 30 days and write strike price, contract type, expiration date, bid, ask, IV, delta, and open interest into this sheet — one row per contract.
What You Get
- One row per contract covering all strikes and both call/put types within the 30-day expiration window.
- Columns: Strike, Contract Type (call/put), Expiration Date, Bid, Ask, Implied Volatility (as decimal), Delta, Open Interest.
- IV formatted consistently as a decimal (0.45 not 45%) across all rows.
- Contracts with no bid/ask (zero liquidity) are included but flagged in a "Liquidity" column so you can filter them out.
What If the Data Is Not Quite Ready
I only want call options, and I want to filter to strikes within 5% of the current spot price
Fetch all call options for SPY from Polygon.io expiring in the next 30 days. Filter to strikes within 5% above or below the current spot price. Write strike, expiration date, bid, ask, IV, and delta into this sheet sorted by strike ascending.
I want AAPL options sorted by open interest descending to find the most active strikes
Fetch all call options for AAPL from Polygon.io with expiration dates between now and 60 days out and write strike, open interest, last price, and IV into an Excel sheet sorted by open interest descending.
The sheet already has a list of tickers in column A and I need the nearest-expiry ATM call for each
For each ticker in column A, fetch the nearest available expiration options chain from Polygon.io. Find the call contract with strike closest to the current spot price and write the strike, expiration date, IV, and open interest into columns B, C, D, and E.
Pull the full SPY chain, score each call by IV rank relative to the other contracts, and highlight the top 10 by IV
Fetch all call contracts for SPY from Polygon.io expiring in the next 30 days. Write the full chain into the sheet. Then add an "IV Rank" column that ranks each contract by IV within the full result set, with 1 being the highest IV. Highlight the top 10 rows in the IV Rank column in orange.
Scoring and highlighting happen in the same prompt as the data pull — no second pass required.
Try It
Open a Google Sheet and Get the 7-day free trial of SheetXAI. Ask it to pull a full options chain from Polygon.io for your target symbol and expiration window. For the underlying equity data to cross-reference against your options positions, see the spoke on pulling historical OHLC data. For the full partner overview, see the Polygon.io hub.