Like I mentioned I am new to Futures options. Yes your information is correct. They are for December.
The TOS platform shows the number as 3.75 as the sales price. But my profit/loss curve shows 0.75 as the
profit at expiration?? The delta is correct. And TOS shows a margin of $544.00.
Thanks for your reply and additional info for this trade.
I'm not too familiar with using wildcards in a batch file, but I think PC-SPAN will need the specific file names to run correctly.
It should be fairly easy to do what you are looking for with a couple of macros in Excel (VBA). I've been toying around with using Excel to create my SpanScript and my .pos file. It also looks like you can use VBA to run a batch file. So it should be possible to just change the date in a spreadsheet, click a button and Excel would run the whole thing.
I will keep you posted if I have any luck.
The following user says Thank You to Dudetooth for this post:
My current workaround is after I unzip the array file, I remove the date from the file name leaving cme.s.pa2. I then changed the script to load cme.s.pa2. Then I don't have to change the script file anymore.
My initial problem was I put a space in the SPAN Script file name. I forgot DOS couldn't handle spaces in file names. Shows you how old the SPAN program is.
Consider a separate thread for PC span stuff, so it's easier for people to find and learn/benefit from in the future.
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The following user says Thank You to Big Mike for this post:
This is my first take ... it's not pretty, but does some of the basic functions I was looking for (download risk arrays, unzip, rename, run batch file). It would be easy to tweak if you are comfortable with VBA. If not, let me know and I'll see what I can modify to have it do what you are looking for.
The following 2 users say Thank You to Dudetooth for this post:
This month I have a strangle on NG. I am noticing some differences between NG and CL. This relates to what I think I am observing as thin premium in the tails for NG in the front and back month which is something I have not seen in CL before until much closer to expiry.
I have noticed this also in RB.
It is as if the bell curve is become thinner and taller Between 90 to 60 DTE?
Am I imagining it or is this a repeating characteristic for NG?