New answers tagged optionmetrics
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If you load the table above into any RDBMS that supports SQL, the query you could use would be:
SELECT DISTINCT A.OptionID AS CallID, B.OptionID AS PutID
FROM OPTION_PRICE A JOIN OPTION_PRICE B
ON A.Strike = B.Strike AND
A.Expiration = B.Expiration AND
A.Date = B.Date AND
A.SecurityID = B.SecurityID
WHERE A.CallPut = 'C' AND B.CallPut = 'P'
This maps call ...
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