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Search: Posts Made By: uuu1965
Forum: Options January 3rd, 2018, 12:55 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
Thanks Dudetooth. It works

Thanks Dudetooth. It works
Forum: Options January 2nd, 2018, 11:18 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
Crude Oil symbols

Hi,
I try to scan Crude Oil (CL) on Dudetooth spreadsheet (XLS-SPAN (05d)) and get Run-time error 13: Type mismatch.
Is the symbol changed?
Forum: Options December 27th, 2017, 11:36 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
ron99 Dudetooth Sorry gentlemen, It was...

ron99
Dudetooth

Sorry gentlemen,
It was my mistake because I blurred the option symbols (instead of ESH8 P 2690 and ESH8 P 2630 but EWH8 P 2690 and EWH8 P 2630)
:hmmmm:
Forum: Options December 27th, 2017, 06:51 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
Thanks! All another prices are correct! Exept ...

Thanks!
All another prices are correct! Exept ESH8 P 2690 and P 2630! I compared to the Gain Capital daily report.
All data from:
ftp://ftp.cmegroup.com/pub/span/data/cme/

244984
Forum: Options December 27th, 2017, 02:16 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
Incorrect options price

Dudetooth

Happy New Year!
My XLS-SPAN (05d) spreadsheet shows incorrect options price for ESH8 P 2690 and P 2630 options (yesterday settlement price was 52.70$ for ESH8 P 2690 and 35.8$ for ESH8...
Forum: Options December 5th, 2017, 03:12 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
Syntetic position margin

Dudetooth
When I open a synthetic position that uses the various months of future and option, XLS-SPAN (05d) does not calculate the total margin.
F.e., Short ESH8 and long EWF8 C 2665 (Zaner...
Forum: Options October 26th, 2017, 01:29 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
Thanks Dudetooth! All works fine!:)

Thanks Dudetooth! All works fine!:)
Forum: Options October 25th, 2017, 03:22 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
Track sheet

to Dudetooth
HI,
some ES contract are displayed on Scan sheet but cann`t work on Track sheet, f.e. EWZ7 P 2565 (I use 05c version of XLS-SPAN). Please see attachment
Forum: Options June 11th, 2017, 12:27 PM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
Futures

Dudetooth
Sorry, I forgot how to get simple futures price, f.e. CLQ7
Forum: Options January 9th, 2016, 07:22 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
Lesson for me: always check the various source...

Lesson for me: always check the various source (and first: your broker)! Anyway your spreadsheet is excellent!
I would ask about "... the worst risk scenario...": does it mean that IM have preset...
Forum: Options January 8th, 2016, 10:36 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
He margin

Dudetooth

Hi,
I use XLS-SPAN for such position:
HEJ6 C66 -3
HEG6 C60 +3
HEG6 C61 -3
HEG6 C66 +3

and get 1752$.
Forum: Options September 3rd, 2015, 10:47 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
I just finish research for calendar ratio spread...

I just finish research for calendar ratio spread ESX5 P1990 (-1)/ESV5 P1890 (+1)/ESV5 P1740(+1) during last big drop.
1. No Margin Call during 227,70 point drop of ES
2. Option Value continue to...
Forum: Options September 3rd, 2015, 09:07 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
O, sorry, there was something wrong with my...

O, sorry, there was something wrong with my computer (after restart all is OK).
But anyway I`m suprised about IM decrease for calendar ratio spread ESX5 P1990 (-1)/ESV5 P1890 (+1)/ESV5 P1740(+1)....
Forum: Options September 3rd, 2015, 07:08 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
But HistPivot sheet shows 1978.9$ IM for calendar...

But HistPivot sheet shows 1978.9$ IM for calendar ratio spread ESX5 P1990 (-1)/ESV5 P1890 (+1)/ESV5 P1740(+1) on 2015.09.02. (when I use "Trach Historic" function from 2015.08.10 to 2015.09.02)
Forum: Options September 3rd, 2015, 06:02 AM
Replies: 608
Sticky: PC-SPAN
Views: 119,118
Posted By uuu1965
Hi, first: thanks Dudetooth for new spreadsheet...

Hi,
first: thanks Dudetooth for new spreadsheet and Ron for update.
One question:
On 2015.09.02. there are such numbers:
IM for calendar spread ESX5 P1990 (-1)/ESV5 P1890 (+1) = 1203 $
IM for...
Showing results 1 to 15 of 15

Would you sell your system, and for how much?

 

 
 


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