C******a 发帖数: 32 | 1 If IBM's latest close price is 179.99, its nearest ATM call is "IBM US 11/16
/13 C180 Equity". If go back one month, stock price might be 169, and the
nearest ATM call could be "IBM US 10/15/13 C170 Equity".
Question is, for any stock, if going back one year, how do I get the ATM
call ticker for every day during that period?
For today's ATM call, I am calling getdata(bb_connection, {'IBM US Equity'},
{'CHAIN_TICKERS'} ) in Matlab.
Thank you for any help!! |
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