Script that generates a report for Covered Call structures.
It works for any asset on the spot market that has authorized series of options on the B3 (Brazilian stock exchange).
The report generated presents alternatives for assembling the structures, for a given expiration of the short option.
For the report to work, B3's authorized option series file must be in the data directory of your metatrader terminal.
To do this, we put together a tutorial video explaining it.
Input Parameters :
- Expiration : year and month of expiration of the short option. Format: yyyy.mm
- Output File : name of the report that will be generated by the script.
- Interest(%) : risk-free interest rate for calculating Black&Scholes Greek options.
The file will be generated in the data directory of your metatrader terminal.
This video shows how to use the script and where to find the generated operations report.
An example of the generated report can be found here .
P.S.: The report, the script, and all tutorial videos are in Brazilian Portuguese. Let us know If you need this stuff in English. You need to operate in Brazilian B3 Stock Exchange
Questions, suggestions or comments, find us on our channel on Telegram .
