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Portfolio totals / sub totals


Kasper
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Hello,

Can you please see why is SPY calculated differently (as 100 share lot) than other symbols?

Also, can you please calculate sub total and totals for Time Value column too?

Can I request to add a column that calculates option's Time value % of current underlying price? T.V * 100 /Price

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Thank you, I can manage the totals in spreadsheet for now.

I am trying to import a filtered list of options (~500 ) in to MT and scan for basic price values, volatility and option greeks. There are some data points already available, may be if you have time, you can add more option symbols data for scanning.

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To be honest, I only look at Delta and Theta for greeks. I have the following columns for option chain in MT.

Symbol
Last
Midpoint
Spread
Spr%
Time Value
Volume
Volatility
Change
Chg%
D.to.Ex
Delta
In/Out
Opn Int
Strike Pr
Theta
Time

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Hello, Thanks for adding the column, can you please compare the calculation with my spreadsheet below?

I think I made error on formula above, see if this is correct in spreadsheet for TV%

I think extrinsic value cannot be negative. Are mid prices being used or last? I assumed mid prices below.

 

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image.thumb.png.54dedaff25502d272f75871dc6928eba.png

 

 

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