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I noticed your post on the Selling Options on Futures thread. The new codes for currency options are EUU, GBU, CAU, JPU and ADU. The last version of XLS-SPAN (5d) will handle these. Instead of scanning for EC enter EUU. If you were tracking the July options contract you would enter EUUU8 for the futures month and EUUN8 for the option month.
Hi Ron
I have changed the format of the cells to number, but that does not seem to be the problem. The fact is that this same excel sheet works perfectly with ES. With ZS gives erroneous results. You can see results as different as these in terms of option price and value:
Fut Month Strike DTE Fut Price BV IV Delta Op Price Value
ZSU8ZSU8 008 113 0.011 21.1% 22.0% -1.09 5 € 250
ZSU8ZSU8 8.2 113 0.011 21.1% 20.8% -1.4 625 € 31.250
Here's the results for 5-1 (the same day as your attached example with the same parameters).
It appears as though customizations you made to your copy of the spreadsheet are causing the issues. Did you modify the code at all, or just the cell formatting?
The only thing I changed is the default path in parameters sheet.
I have now download XLS-SPAN (5d) from page 1 of this thread and the error persist.
I don't know where is the problem with ZS. ES works perfectly.
Can you attach a screenshot of the issue on the scan or track you were trying to run ... or attached the spreadsheet after running so that I can try to figure out what is going on?