The Scenario
You're an options trader and it's Sunday evening. You want to scan SPY's full options chain before Monday's open — specifically looking for contracts expiring in the next 30 days with implied volatility above a certain threshold and enough open interest to exit comfortably. The data is in Polygon. Getting it into a sheet you can sort and filter is the problem.
The bad version:
- Call Polygon's options chain endpoint for SPY, get back thousands of rows of JSON.
- Write a parser to extract strike, type, expiration, bid, ask, IV, and open interest.
- Realize the response is paginated and your first call only returned 250 contracts.
- Handle the pagination, concatenate the pages, paste everything into a sheet, sort by expiration date, filter to the next 30 days.
By the time you've done all of that it's Monday morning and the pre-market move has already changed half the IV values you pulled.
The Easy Way: One Prompt in SheetXAI
SheetXAI is an AI agent inside your Google Sheet that connects to Polygon's options endpoints and handles the pagination, field extraction, and layout for you.
Pull the full options chain snapshot for SPY from Polygon and write strike price, contract type, expiration date, bid, ask, IV, and open interest into this sheet — one row per contract.
What You Get
- One row per contract with columns: Ticker, Strike, Type (call/put), Expiration, Bid, Ask, IV (as a decimal), Open Interest.
- All pages of the options chain concatenated into a single table.
- IV values formatted as percentages for readability.
- Rows sortable by any column — expiration date, IV, strike, open interest.
What If the Data Is Not Quite Ready
I only want calls, not the full chain
Get all call options for AAPL expiring in the next 30 days from Polygon and write strike price, delta, open interest, and last price into this sheet, sorted by strike price ascending.
I need to filter to a specific IV range to find high-IV premium sellers
Pull all SPY options from Polygon expiring in the next 45 days, filter to contracts with IV above 0.30 and open interest above 500, and write strike, type, expiration, bid, ask, and IV into my Options Scan sheet.
I need to join the chain to my existing position log to see which strikes I already hold
Pull the current SPY options chain from Polygon, match any contracts where the strike appears in column A of my Positions sheet, and mark those rows with "HELD" in a new column G.
Clean zero-bid contracts, flag wide bid-ask spreads, filter by expiration window, then sort by IV descending
Pull the full SPY options chain from Polygon, remove any rows where the bid is zero, flag rows where the bid-ask spread is more than 10% of the mid-price with a warning in column I, filter to expirations within the next 30 days, and sort by IV descending.
One prompt handles the pull, the filtering, the quality flags, and the sort so you're looking at a clean scan sheet, not raw data.
Try It
Get the 7-day free trial of SheetXAI and open any Google Sheet where you track options positions or scan for trades, then ask it to pull the full options chain from Polygon. You might also want to pull technical indicators for the underlying equities or look at historical OHLCV data to calibrate your IV expectations.