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Yes, it worked. Next step. Try running the code again, when you get the error, click debug to open the VBA editor. It should be highlighting the same line. This time move your cursor over the variable in that line to see the values. What I mean is with that line "d1 = (log(Underlying / ... " if you put your mouse cursor over the word "Underlying" and let it sit a second you should see a text box appear with the value. In the example I ran that would be 0.8003.
Please pass along the values you have for Underlying, Strike, expTime, and Volatility in that line.
From what I can see, I'm at a loss right now. The error you are receiving is because a value is being divided by 0. However, the line of code that is generating the error for you has all of the variables populated. And I cannot reproduce the error on my copy of 05d.
I think it would be very difficult to step you through all of the troubleshooting steps I think we would have to take to resolve the issue. I can, however, offer you a few options going forward:
-We can use a video conference tool like GoToMeeting where you can share your desktop so I can step through the code. I know not everyone is comfortable doing something like this, but I've had success going this route in the past.
-You could try using version 05c, which can handle the new currencies, and see if you receive the same error.
-I am working on version 05e of the spreadsheet and hope to be able to release in the near future. It is possible that the new version could resolve the issue you are seeing.
Don't worry @Dudetooth, you've done more than I could ask for.
I'll try de 05c version and I'll wait for the new version.
If I found something interesting for you, I'll tell you.
Thank you very much for your time and interest. Really apreciate it.
I've gone through most of the threads here, but I don't know what "Entry Values" and "H-Scan" in XLS-Span are for, can you elaborate what these does? Do you have a guide that I can use?
I have been mainly using the "Setup" page on v4 of the file to figure out how to use the 05d version. Thank you! Very powerful spreadsheet!
"Entry Values" is used on the Track tab. If you want to start tracking a position from a certain date, you can use "Entry Values" to copy that day's values to the columns titled with Entry so you can track the progression of your position and compare later values of items like Delta with what it was when you entered the position.
"H-Scan" is historic scan. On the Scan tab it will grab options based on your criteria for all of the days between the dates you selected and copies that data to the Hist_Data tab which feeds the pivot table on the Hist_Pivot tab.
Hope this helps. Let me know if there is anything else you need clarification on.
Thank you for the clarification, Dudetooth. For "H-Scan" do I need to select a particular strike in the Scan tab, e.g., select a strike in column I?
What is the difference between H-Track vs H-Scan is it the H-Track grab options from Track Tab and H-Scan grab options from Scan tab?
Also, just want to make sure if I understand the "Spread IM" in Hist_Data tab correctly, this is the margin requirement for the position at the settlement date? (I am using the settlement data)
For example on initial entry date the IM (using entry value is $250, and on 3+ day the IM is $600. Does this mean the margin requirement on the 3+ day is $600? that is you can ride out the position for approx 3 x IM ($250 x 3 > $600)
Really appreciate your clarification and help on this.
