Forum: Options
December 10th, 2014, 11:59 AM
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Replies: 610
Views: 190,893
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Forum: Options
December 10th, 2014, 11:35 AM
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Replies: 610
Views: 190,893
days to expiration
Dudetooth,
Do you have an way to calculate the days to expiration (DTE) for a given open? In the SPAN files CME disseminates, they give the options year and month, very similar to an options...
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Forum: Options
December 3rd, 2013, 11:09 AM
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Replies: 610
Views: 190,893
Dudetooth,
Maybe we can start small. Here...
Dudetooth,
Maybe we can start small. Here are four lines from the CME settlement's file
I believe these are Crude Oil options. This is because "NYMLO" and "CL" are symbols CME uses for...
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Forum: Options
December 2nd, 2013, 01:28 PM
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Replies: 610
Views: 190,893
algorithm for initial margin
Dudetooth,
Thanks for developing this software. Can you describe for me your algorithm for finding the Margin in the cme settlement's file, (such as: cme.20131129.s.pa2.zip). I don't use Excel,...
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