How to find ATM Strike for a symbol in Excel

TradeOptions

TradeOptions

Well-Known Member
#1
#1
Hi Friends,

I have got the Option Data for DLF Contract on 4 Sep 2015 in Excel Sheet for different strikes. I want to write a formula in the last column that will identify the ATM Strike Automatically. Can you please help me to find out, what condition should I put in the [ L Column ] of this sheet. I have attached the snapshot and I have also uploaded the original excel file as well.

Thanks a lot for your help.

Regards


https://www.sendspace.com/file/uza3kj
 
A

abcpankaj

Active Member
#2
#2
check for sign change from positive to negative in column F (ITM/OTM)

For calls, multiply the value in column f to value "below" it .
For puts, multiply the value in column f to value "above" it .

If the result is negative , its ATM.
 
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