i'm using the yahoo finance api for stock and stock option data. this used to work:
http://quote.yahoo.com/d/quotes.csv?s=VCR.X&f=l1c1n
that's once of the options for Visa. this doesn't work anymore, and when i go to yahoo finance their option symbols are all differnt now, looking like this:
VEH100220P00055000
that's an option for Visa now. and if i plug that long one into the url it doesn't work either. anyone know if they are changing things with their options and broke this?
Option symbology is highly complicated. The symbols for option chains will periodically change, when the contracts roll and new contracts are available.
If you want options market data that has been cleaned, you will probably have to pay for it. XIgnite has a couple of web services providing options data: http://www.xignite.com/xoptions.asmx