Import Option Chains to Excel Sheets

I need a VBA subroutine that will grab an options chain with most recent prices and other info, storing it on a new (inserted) sheet. This sub must work for weekly and monthly option tables. The sub will be called from within VBA code that will provide the following parameters: 1) Symb$: the symbol of the entity 2) ExpDate$: the expiration date of the option chain. 3) shtName$: the name of the sheet to hold the option chain table. The symbol can be any optionable entity (stocks, ETFs, indexes). Testing must verify that at least the following entities work: Ticker Symbol Name Product Type AAPL Apple Corporation Equity AMZN [login to view URL] Inc Equity BAC Bank of America Corp Equity C Citigroup Equity CAT Caterpillar Inc. Equity FCX Freeport McMoran Copper CL B Equity FSLR First Solar Inc. Equity GE General Electric Company Equity GOOGL Google Inc Equity GS Goldman Sachs Group, Inc. Equity LNKD LinkedIn Corporation Equity LVS Las Vegas Sands Corp. Equity MSFT Microsoft Corporation Equity NFLX NetFlix Inc. Equity PCLN [login to view URL] Inc. (new) Equity WFC Wells Fargo & Co. Equity EEM iShares MSCI Emerging Markets Index ETF FAS Direxionshares Daily Financial Bull 3X Shares ETF FXI Ishares FTSE/Xinhua China Index Fund ETF GDX Market Vectors Gold Miner ETF ETF GLD SPDR Gold Trust ETF IWM iShares Russell 2000 Index Fund ETF QQQ Power Shares QQQ Trust ETF SLV iShares Silver Trust ETF SPY S&P 500 Depository Receipts ETF TBT Proshares Ultrashort Barclays 20+ Yr. Treasury ETF TLT iShares Trust Barclays 20+ Yr. Treasury Bond Fd. ETF USO United States Oil Fund ETF VXX iPath S&P 500 VIX Short-Term FT ETF XLE Energy Sector SPDR ETF XLF Financial Select Sector SPDR ETF NDX Nasdaq-100 Index Index, am-settled, cash RUT Russell 2000 Index Index, am-settled, cash OEX S&P 100 Index (American style) Index, pm-settled, cash SPX S&P 500 Index Index, pm-settled, cash Parameters for each strike imported must include at least the following: OptionSymb (ex. DDD160429C00011000), BidX, AskX, Open Interest, and Delta. Additional parameters Volume, mid-price (between BidX & AskX), LastX, and Implied Volatility are appreciated, if feasible. The option table will include all available strike prices. This will normally mean Puts down to a strike having delta as low as -0.02 and Calls up to a strike having delta as low as 0.02. Multiple tables are required. If the target shtName$ already exists, then all data there will be deleted and over-written. If shtName$ does not yet exist, you will insert and name it. The delivered Excel file will not be protected or have hidden features. I need full freedom to edit all aspects of it. The imported table will not be dynamic. All links to any web source must be eliminated after import. There shall be no memory leakage. Option tables will be requested numerous times per day without experiencing “out of memory” or over-runs. Testing To test the proper operation of the sub, you will provide a main (tester) VBA that will call the sub. Copy the list of entities onto a sheet. The tester VBA will import the options table for each entity in sequence, obtain the required parameters (the ones listed above as required), and print them for verification onto a sheet called “TesterOut”. Printing is only required for 2 Put options and 2 Call options for each entity / expiration date. For Put options, print the one closest to delta = -0.09 and the one closest to delta = -0.67. For Call options, print the one closest to delta = 0.09 and the one closest to delta = 0.67. Do the printouts for weekly expiration dates that are the first 2 Fridays of July and the monthly for August (Aug 19). Some entities might not have weekly options available. Retain one option chain sheet for each entity (except where no weekly options are available), alternating monthly & weekly. I will run the same tests when I receive the finished Excel file. Thank you.