building a list of options name by month/type/year/price

1. get historical "SPY" prices from [login to view URL] starting 01/2005 till today 2. for every day, calculate all options strikes in 10% range of SPY price and round it to XX.00 or XX.5 (you can read more here [login to view URL]) 3. find expiration dates from 2005 till today. expiration date is the 3rd Friday of the month +1. 4. build in xls the name for each options + strike + expiration date + type (call or put) as shown here [login to view URL] for example: 1. the price of SPY now is 183.64 2. 10% of 183.64 = 18.364 than strikes will start at (183.64-18.364=)165.276 = 165 and will end at (183.64+18.364=)202.004 = 202 and the full strike is 165,166,167,168,169,170,171,172,173,....183....202 3. find the 3rd firday for each month since 2005 so this month 3rd friday will be 1/17/2014 and +1 = 1/18/2014 and translate the month to the code in the above link 4. SPY1418A184 = SPY +14 + 18 + C + 184 = symbol (same for all) + 14 (year) + 18 (expiration date) + month + strike need to have only 1 time each name. you will need to clean double entries. output should be xls file