Is this an option in VBA?

Not really. I think what you're seeing (the parsing) is a side effect of
having used the Text Wizard, as explained he

http://support.microsoft.com?kbid=127132

So the pasting (manual or macro) will parse or not parse on it's own
depending on having used the wizard. Where you want parsing and haven't
gotten it you can use the range TextToColumns method.

--
Jim Rech
Excel MVP