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fredwright
Posted : Saturday, September 24, 2016 4:58:41 PM
Gold Customer Gold Customer

Joined: 9/26/2005
Posts: 24

Can I use a PCF to create a column with the annualized return to selling a put -- the formula is essentially Put Bid/Underlying Price/Days to Expiration*365

Thanks, Fred

P.S., A related Question - can i then find what I call the probable return by then multiplying this figure by the Delta of the option?

Bruce_L
Posted : Monday, September 26, 2016 10:22:01 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

No, because there isn't a way to reference fundamentals in the Personal Criteria Formula Language.



-Bruce
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