Discussion in 'Options' started by Reitberg, Jun 19, 2003.

  1. I'm using the DDE link to Excel from the IB trader workstation.

    I'm trying to calculate all of my own options analytics in an excel sheet, but I do not know the syntax code for the following:

    1) Days until Expiration.

    2)Price of Underlying asset.

    The price of the Underlying asset can easily be dealt with by physically adding the underlying price of the stock or futures contract.

    I am really most concerned with the "Days until Expiration.

  2. You can create a column for the actual option expiration date. Then you can have another column for today (use the =today() function). Then in the third column you can create a function as the actual option expiration date minus the today column. Just make sure that the output is modified (i.e., go to Format then Cells then pick number and then hit general). Then to clean everything up, you can hide the columns that you do not need.
  3. Free,

    Thanks for the tip. I did not know that the Today function existed.
  4. Free,

    I did it, and it works. That was simple enough. Thanks again.