The Scenario
You trade volatility. You're building a volatility surface model for AAPL, TSLA, and SPY — five expiration dates each, full options chain, with strike, bid, ask, implied volatility, delta, and open interest in a structured Excel grid. This is the foundation of the model. Without it, nothing else runs.
You tried pulling this manually last time you built one. It took four hours. The data was stale by the time you finished.
The bad version:
- Navigate to Twelve Data's options chain endpoint, query the first expiry for AAPL, extract the call and put rows with the six fields you need, and paste them into the sheet — keeping the calls and puts sorted by strike in separate rows.
- Repeat for the remaining four AAPL expiries. Then do the same for TSLA and SPY.
- Discover halfway through that your strike ordering is inconsistent between expiries because the API returns strikes in a different sequence depending on how far out the expiry is. Spend time resorting before you can run the model.
Volatility surfaces need fresh data. Stale data from a four-hour manual process is not a surface — it's a snapshot with an unknown lag.
The Easy Way: One Prompt in SheetXAI
SheetXAI is an AI agent inside your Google Sheet. It reads the ticker list in column A and, through its built-in Twelve Data integration, fetches the options chain for each symbol and expiry and writes the structured table into the sheet.
Fetch the options chain from Twelve Data for each ticker in column A for all available expiration dates. Write each row as a separate entry with ticker, expiry, call or put, strike, bid, ask, implied volatility, delta, and open interest. Sort rows by ticker, then expiry, then strike ascending within each expiry.
What You Get
- One row per option contract across all expiries for each ticker.
- Columns in order: ticker, expiry date, type (call or put), strike price, bid, ask, implied volatility, delta, open interest.
- Rows sorted by ticker, then expiry date, then strike price so the chain structure is immediately usable in a model.
- Any expiry with zero open interest across all strikes flagged in a summary note so you know which expiries are illiquid.
What If the Data Is Not Quite Ready
If you want only specific expiration dates rather than all available
Fetch the options chain from Twelve Data for each ticker in column A. Only include expiration dates listed in column B (comma-separated). Write call and put rows with strike, bid, ask, implied volatility, delta, and open interest for each contract.
If you want to filter to only near-the-money strikes to reduce the data volume
Fetch the options chain from Twelve Data for each ticker in column A. Filter to strikes within 10% above and below the current spot price. Write call and put rows for each qualifying strike with expiry, strike, bid, ask, implied volatility, delta, and open interest.
If you want to build a separate tab listing all available expiration dates before pulling the full chain
Fetch all available option expiration dates from Twelve Data for the symbol in cell A1 and list them in column A starting at A2, one date per row. Then, for the first expiry in A2, fetch the full options chain and write strike, implied volatility, and open interest for calls and puts into columns B through G.
Kill-chain: fetch expiry list, pull chains for 5 expiries, and compute the ATM IV term structure
Fetch all available expiration dates from Twelve Data for each ticker in column A and record the next 5 expiry dates into columns B through F. For each expiry, fetch the options chain and identify the at-the-money strike (closest strike to the current spot price). Write the ATM implied volatility for calls and puts into a term structure table with tickers as rows and expiries as columns, so you can read the IV curve directly.
Try It
Get the 7-day free trial of SheetXAI and open your volatility model sheet with tickers in column A, then ask it to pull the full options chains and build the term structure table before the market opens. Also see adding Bollinger Band and squeeze metrics and the full Twelve Data overview.