Challenge for amibroker experts!

#1
I need an afl to screen all the scripts where the closest strikes from cmp are in negetives
Meaning, if nifty spot is at 6000, value of 6100ce should be in negative and value 5900pe should be negative. The afl should be an exploration one. I will come with my strategy once i hear back on the comments. Thanks in advance
 
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ram2010

Well-Known Member
#2
I need an afl to screen all the scripts where the closest strikes from cmp are in negetives
Meaning, if nifty spot is at 6000, value of 6100ce should be in negative and value 5900pe should be negative. The afl should be an exploration one. I will come with my strategy once i hear back on the comments. Thanks in advance

i have some idea. you can pm me for further details.
 

rkkarnani

Well-Known Member
#3
I need an afl to screen all the scripts where the closest strikes from cmp are in negetives
Meaning, if nifty spot is at 6000, value of 6100ce should be in negative and value 5900pe should be negative. The afl should be an exploration one. I will come with my strategy once i hear back on the comments. Thanks in advance
Kishor, Not having much knowledge about Options, my request may sound too basic :
Suppose Nifty has closed at 6130, so nearest strike is 6150 for CE and 6100 for PE! What price would make the 6150CE and 6100PE as negative ? As fas as I have understand this happens as the Expiry approaches and the Options starts to loose Time value.
 

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