Finding the value in range by applying the rules

trader10518

New Member
Joined
Jul 3, 2015
Messages
36
Hi there!

In A1 we have a current stock price.
In A2 we have a custom integer (let it be 2)
In A3 we have a scanning range.
In column B we have option strike prices.
In columns C and D we have bid and ask prices for each strike.

For each strike price (column B value) I need to scan all other smaller strike prices in range (A3) to find the one which meets the following rules:
1. For each Strike (1) we take its Ask (1) value and scan for another Strike's (2) Bid (2) value, so that ((Strike 1 - Strike 2) / (Ask 1 - Bid 2)) >= A2
2. In column E I want to display the strike which meets the above rule as well as has the smallest MOD(Strike 2 - A1) value.
3. In column F I want to see (Strike 1 - Strike 2) / (Ask 1 - Bid 2) result for the selected strike in column E.
4. If no such value appears in 2 and 3, then "-".

Ideally, it would be updated in real-time if prices change.

Thank you.

TOS_Options.xlsx
ABCDEF
11145.45
22
3B5:B90
4StrikeBIDASKStrike 2Ratio
58500.130.17
68550.140.26
78600.160.27
88650.090.29
98700.190.22
108750.190.25
118800.220.31
128850.230.26
138900.240.29
148950.160.3
159000.30.33
169050.20.34
179100.260.42
189150.280.38
199200.340.41
209250.330.45
219300.350.47
229350.310.5
239400.420.54
249450.370.6
259500.520.59
269550.520.64
279600.580.69
289650.660.76
299700.720.8
309750.750.87
319800.80.96
329850.851
339900.891.06
349951.11.11
3510001.21.23
3610051.231.41
3710101.451.53
3810151.61.78
3910201.81.9
40102522.14
4110302.162.37
4210352.442.65
4310402.732.99
4410453.13.3
4510503.553.7
4610553.94.2
4710604.54.7
48106555.3
4910705.75.85
5010756.256.5
5110807.057.4
5210858.058.3
53109099.3
5410951010.4
55110011.3511.5
56110512.512.9
5711101414.35
58111515.616.05
59112017.317.7
60112519.119.55
61113021.121.75
62113523.2523.95
63114025.626.15
64114528.128.85
65115030.7531.5
66115533.5534.4
67116036.537.4
68116539.640.5
69117042.843.7
70117546.1547.25
71118049.650.75
72119056.8558.1
73120064.5566
74121072.574.15
75122080.9582.6
76123089.591.3
77124098.35100.25
781250107.7109.4
791260116.6118.9
801270126.05128.35
811275130.8133.15
821280135.55137.95
831290145.3147.45
841300155.15157.3
851325179.3181.8
861350204206.5
871375228.75231.3
881400253.65256.2
891425278.55281.1
901450303.5306.05
Sheet1 (2)
 

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