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I have mostly figured out how to add them myself. I added DA, CT & CC (Cocoa). I see that the added ones need to be in alphabetical order.
I see v1 is the factor to change price to dollars.
What is imm2?
What is stk1 used for?
What is d1?
But then I ran into a problem. I mistakenly tried to get a misspelled symbol to calculate. The program was stuck in a loop. I hit Esc twice and told it to end process. Now it won't work for any contract.
Edit: I went back to my saved original file and have things working again.
On the Single Position button the popup box says Select Row so I was trying to select the whole row. I changed the macro so it says "Select Cell in Option Row".
When I found the line in the risk arrays that held the short option minimum I noticed that there were a few that didn't seem to work until I multiplied them by 2 (for currencies) and 5 (for grains) ... perhaps related to the size of the mini-contracts.
I found a similar issue with the delta that I found with SOM, but just with the currencies. Multiplying by 2 created the correct delta. Again, no idea why, but it works.
I'm not sure. I did a quick look, but didn't see anything. Have you ever seen the DTE displayed in any of the reports that PC-SPAN creates? If it's in a report we should be able to extract it.
****Good news ... I think I found it. There are lines in the risk array that appear to that the date that the option expires, so we should be in luck.
It is possible. Not sure when I'll get a chance to work the code for those. You can try stepping through the code in the VBA editor (F8 key) to see where it gets hung up. If it just that the search is not grabbing anything then it might be something like the strike.
I can see where that would be confusing. It is easy to understand when I am writing it ... doesn't always translate properly to others. I'll change that in the next build.