Glad it was a help to you. SOM is short option minimum and risk is the highest risk in the risk array scenarios. The highest of the two is used for calculating initial margin. Price is the settlement price... Bid and ask prices do not show up in the risk arrays. I should have a newer spreadsheet available soon that should be even faster.
I would like to thank everybody who has contributed to that thread but especially @ron99 and @Dudetooth.
This thread is one of the most helpful and useful threads I've seen in years of watching forums like this.
Primarily because of this thread I have decided to upgrade to an elite membership (hoping there are other threads as valuable behind the elite gates.)
Thanks @ron99 and @Dudetooth again.
The following user says Thank You to SMCJB for this post:
I downloaded v3 earlier today and so far, so good. I put in a couple of sample trades and a data date of Friday, January 17th and the results look right to me. So, a big thank you in advance because I think this tool can improve capital allocation and risk management and it's also a quick and easy way to compare which of my brokers is running at or close to SPAN. I know IB gets a bad rap from option sellers, and sometimes it's deserved; other times they are very close or lower than RJO, which seems to be fairly close to SPAN minimum).
Anyway, one question: I'm pretty sure I can change the cell formatting - fonts, text color, cell shading, column width, etc - without messing up any of your code behind the scenes, but what about conditional formatting? For example, if I enter a list of real positions, maybe I want all "Cs" (calls) to be in bold red text (cuz' that's where I usually get screwed) or maybe I want to color code (traffic light) the delta column for various ranges. Will conditional formatting screw anything up?
I haven't used that utility in a few months, so I've forgotten quite a bit already. You batch and script look the same as the last versions I used. I set up a test and got the same error as your second (error saving the log). I still got the reports, but the rptBatch.log was not saved, nor the rptBatch.err. I'm pretty sure I had seen that error before, but I'm afraid I can't remember why it was happening or if I was able to fix it. CME's help file on it didn't really help other than to list the default locations where the reports and logs go.
If it were me, I'd just ignore the error ... your still getting the reports. Sorry, that probably wasn't much help either.