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optioncalc

Max Pain / Option Pain command line calculator in Perl

In Options Trading, the Max Pain theory, sometimes also called Strike Price Pegging focuses on the idea that towards expiration date the price of a stock will move towards its strike price thus inflicting most losses (pain) to the majority of option traders as all parties with high investments try to steer the stock price towards their calls or puts to minimize their losses.

disclaimer

By using this script you agree that the Author can in no way be held responsible for any calculation inaccuracies or financial losses that might occur when using OptionCalc. Furthermore the data utilized is provided by public sources and the Author will and cannot be held responsible for its accuracy.

installation

the perl script required the following modules to retrieve stock & option information from Yahoo.

  • Finance::Quote
  • Finance::QuoteOptions
  • Data::Dumper

usage

simply execute the perl job and it will ask you for:

  1. Stock Symbol (e.g. IBM or AAPL)
  2. Expiration Date in format YYYYMM (e.g. 201404)
  3. Short or Detailed View (e.g. 1 or 2)

Here are examples of the output:

Enter Stock Symbol (e.g. IBM): AAPL

Enter option expiration month (e.g. 201010): 201404

Select display mode
  1: Short View
  2: Detailed View
  (1 or 2) default=1 :

+----------------------------------------------------------------+
| COMPANY NAME      : Apple Inc.                                 |
| EXPIRATION DATE   : 20140425                                   |
| EXPIRATION MONTH  : 201404                                     |
| LAST PRICE        : 530.22                                     |
| LAST TRADE DATE   : 04/22/2014                                 |
| LAST TRADE TIME   : 11:27                                      |
| PREVIOUS CLOSE    : 531.17                                     |
| STRIKE PRICE ITM  : 530.00                                     |
| SYMBOL            : AAPL                                       |
+----------------------------------------------------------------+-------------+------------------+----------------------------------------------------------------+
|                             CALL                               |             |                  |                            PUT                                 |
+----------------------------------------------------------------+-------------+------------------+----------------------------------------------------------------+
| Symbol                       Volume    OpenInt      OpenIntVal |    STRIKE   |      MAX PAIN    | Symbol                       Volume    OpenInt      OpenIntVal |
+----------------------------------------------------------------+-------------+------------------+----------------------------------------------------------------+
|                                              0             0.0 |    420.00   |     1876007.5    |      AAPL140425P00420000         35        397       1876007.5 |
|      AAPL140425C00425000          1          1             0.0 |    425.00   |     1752902.5    |      AAPL140425P00425000         22        339       1752902.5 |
|      AAPL140425C00430000          6          6             5.0 |    430.00   |     1631497.5    |      AAPL140425P00430000         15        371       1631492.5 |
|      AAPL140425C00435000          2          1            40.0 |    435.00   |     1511977.5    |      AAPL140425P00435000         10        454       1511937.5 |
|      AAPL140425C00440000          1          1            80.0 |    440.00   |     1394732.5    |      AAPL140425P00440000         87        140       1394652.5 |
|                                              0           125.0 |    445.00   |     1278192.5    |      AAPL140425P00445000         13        294       1278067.5 |
|     AAPL7140425C00450000          2          1           170.0 |    450.00   |     1163122.5    |      AAPL140425P00450000        192        482       1162952.5 |
|      AAPL140425C00455000          1          7           220.0 |    455.00   |     1050467.5    |      AAPL140425P00455000        153        355       1050247.5 |
|      AAPL140425C00460000         17        147           305.0 |    460.00   |      939622.5    |     AAPL7140425P00460000          1          2        939317.5 |
|      AAPL140425C00465000          5          9          1125.0 |    465.00   |      829522.5    |      AAPL140425P00465000         77        471        828397.5 |
|      AAPL140425C00470000          1         53          1990.0 |    470.00   |      721822.5    |     AAPL7140425P00470000          7         23        719832.5 |
|      AAPL140425C00475000         20         20          3120.0 |    475.00   |      614502.5    |      AAPL140425P00475000         58        752        611382.5 |
|      AAPL140425C00480000          2        102          4350.0 |    480.00   |      511042.5    |      AAPL140425P00480000        782       1999        506692.5 |
|      AAPL140425C00482500          5          5          5220.0 |    482.50   |      464565.0    |      AAPL140425P00482500         57        210        459345.0 |
|      AAPL140425C00485000         44         31          6102.5 |    485.00   |      418625.0    |      AAPL140425P00485000        129        962        412522.5 |
|                                              0          7062.5 |    487.50   |      375167.5    |     AAPL7140425P00487500         27         49        368105.0 |
|      AAPL140425C00490000          6        103          8022.5 |    490.00   |      331832.5    |      AAPL140425P00490000        335       2544        323810.0 |
|      AAPL140425C00492500          2          2          9240.0 |    492.50   |      295115.0    |     AAPL7140425P00492500          1         71        285875.0 |
|     AAPL7140425C00495000          8         10         10462.5 |    495.00   |      258580.0    |      AAPL140425P00495000        243       1139        248117.5 |
|      AAPL140425C00497500          6         10         11710.0 |    497.50   |      224917.5    |      AAPL140425P00497500        117        224        213207.5 |
|     AAPL7140425C00500000          1          7         12982.5 |    500.00   |      191840.0    |      AAPL140425P00500000        754       6065        178857.5 |
|      AAPL140425C00502500          2         53         14272.5 |    502.50   |      173942.5    |      AAPL140425P00502500        154       1019        159670.0 |
|     AAPL7140425C00505000          1          2         15695.0 |    505.00   |      158725.0    |     AAPL7140425P00505000          2        104        143030.0 |
|      AAPL140425C00507500         10        115         17122.5 |    507.50   |      143772.5    |      AAPL140425P00507500        120       1472        126650.0 |
|     AAPL7140425C00510000          2          7         18837.5 |    510.00   |      132787.5    |     AAPL7140425P00510000         78        206        113950.0 |
|      AAPL140425C00512500          2        239         20570.0 |    512.50   |      122335.0    |     AAPL7140425P00512500         27         87        101765.0 |
|     AAPL7140425C00515000          2         36         22900.0 |    515.00   |      112697.5    |     AAPL7140425P00515000          3         99         89797.5 |
|      AAPL140425C00517500         77        379         25320.0 |    517.50   |      103397.5    |      AAPL140425P00517500        186       1402         78077.5 |
|     AAPL7140425C00520000          4        126         28687.5 |    520.00   |       98550.0    |     AAPL7140425P00520000          8        149         69862.5 |
|      AAPL140425C00522500         99        923         32370.0 |    522.50   |       94390.0    |     AAPL7140425P00522500          6         48         62020.0 |
|      AAPL140425C00525000       1079       3924         38360.0 |    525.00   |       92657.5    |     AAPL7140425P00525000         16         83         54297.5 |
|     AAPL7140425C00527500          7         45         54160.0 |    527.50   |      100942.5    |     AAPL7140425P00527500          7         28         46782.5 |
|     AAPL7140425C00530000         22        292         70072.5 |    530.00   |      109410.0    |     AAPL7140425P00530000          8        104         39337.5 |
|     AAPL7140425C00532500          2         70         86715.0 |    532.50   |      118867.5    |     AAPL7140425P00532500          8         14         32152.5 |
|     AAPL7140425C00535000          5        321        103532.5 |    535.00   |      128535.0    |      AAPL140425P00535000        149       1492         25002.5 |
|      AAPL140425C00537500        481       2152        121152.5 |    537.50   |      142735.0    |      AAPL140425P00537500        307        454         21582.5 |
|     AAPL7140425C00540000         43        578        144152.5 |    540.00   |      163450.0    |     AAPL7140425P00540000          6         35         19297.5 |
|     AAPL7140425C00542500          5        205        168597.5 |    542.50   |      185697.5    |     AAPL7140425P00542500          2          3         17100.0 |
|     AAPL7140425C00545000          2        249        193555.0 |    545.00   |      208465.0    |      AAPL140425P00545000         14        330         14910.0 |
|     AAPL7140425C00547500          2        175        219135.0 |    547.50   |      232680.0    |     AAPL7140425P00547500         40         30         13545.0 |
|     AAPL7140425C00550000         15        746        245152.5 |    550.00   |      257407.5    |     AAPL7140425P00550000          1         15         12255.0 |
|      AAPL140425C00552500        241       1039        273035.0 |    552.50   |      284037.5    |      AAPL140425P00552500          1         66         11002.5 |
|      AAPL140425C00555000        399       2706        303515.0 |    555.00   |      313430.0    |     AAPL7140425P00555000          1          3          9915.0 |
|      AAPL140425C00557500        247       2427        340760.0 |    557.50   |      349595.0    |      AAPL140425P00557500         17         21          8835.0 |
|      AAPL140425C00560000        904       3718        384072.5 |    560.00   |      391880.0    |      AAPL140425P00560000          1         88          7807.5 |
|      AAPL140425C00562500        111       1621        436680.0 |    562.50   |      443680.0    |      AAPL140425P00562500          2         26          7000.0 |
|     AAPL7140425C00565000        192        264        493340.0 |    565.00   |      499597.5    |      AAPL140425P00565000          3         73          6257.5 |
|     AAPL7140425C00567500          1         76        550660.0 |    567.50   |      556357.5    |      AAPL140425P00567500          4          6          5697.5 |
|      AAPL140425C00570000        812       3159        608170.0 |    570.00   |      613322.5    |     AAPL7140425P00570000          8          8          5152.5 |
|     AAPL7140425C00572500         30         41        673577.5 |    572.50   |      678205.0    |      AAPL140425P00572500         10         17          4627.5 |
|      AAPL140425C00575000        168        875        739087.5 |    575.00   |      743232.5    |      AAPL140425P00575000         50         17          4145.0 |
|     AAPL7140425C00580000          4         57        874482.5 |    580.00   |      877747.5    |     AAPL7140425P00580000         10         10          3265.0 |
|      AAPL140425C00585000         64        341       1010162.5 |    585.00   |     1012597.5    |      AAPL140425P00585000         41         43          2435.0 |
|     AAPL7140425C00590000          5         41       1147547.5 |    590.00   |     1149367.5    |      AAPL140425P00590000          1         11          1820.0 |
|      AAPL140425C00595000          5        277       1285137.5 |    595.00   |     1286397.5    |                                              0          1260.0 |
|     AAPL7140425C00600000          8         70       1424112.5 |    600.00   |     1424812.5    |      AAPL140425P00600000          8         64           700.0 |
|      AAPL140425C00605000         53        604       1563437.5 |    605.00   |     1563897.5    |                                              0           460.0 |
|      AAPL140425C00610000         35        246       1705782.5 |    610.00   |     1706002.5    |      AAPL140425P00610000          3         26           220.0 |
|      AAPL140425C00615000         43        243       1849357.5 |    615.00   |     1849467.5    |                                              0           110.0 |
|      AAPL140425C00620000         58        247       1994147.5 |    620.00   |     1994147.5    |      AAPL140425P00620000         25         22             0.0 |
|      AAPL140425C00625000         26         28       2140172.5 |    625.00   |     2140172.5    |                                              0             0.0 |
|      AAPL140425C00630000         38        268       2286337.5 |    630.00   |     2286337.5    |                                              0             0.0 |
+----------------------------------------------------------------+-------------+------------------+----------------------------------------------------------------+
| DIFF TO CLOSE     : 531.170        6.170 /   1.16%             |
| DIFF TO LAST      : 530.220        5.220 /   0.98%             |
| MAX PAIN STRIKE   : 525.00                                     |
+----------------------------------------------------------------+

or detailed

+----------------------------------------------------------------------------------------------------+
| COMPANY NAME      : Apple Inc.                                                                     |
| EXPIRATION DATE   : 20140425                                                                       |
| EXPIRATION MONTH  : 201404                                                                         |
| LAST PRICE        : 529.499                                                                        |
| LAST TRADE DATE   : 04/22/2014                                                                     |
| LAST TRADE TIME   : 11:45                                                                          |
| PREVIOUS CLOSE    : 531.17                                                                         |
| STRIKE PRICE ITM  : 527.50                                                                         |
| SYMBOL            : AAPL                                                                           |
+----------------------------------------------------------------------------------------------------+-------------+------------------+----------------------------------------------------------------------------------------------------+
|                                               CALL                                                 |             |                  |                                                PUT                                                 |
+----------------------------------------------------------------------------------------------------+-------------+------------------+----------------------------------------------------------------------------------------------------+
| Symbol                        Bid      Ask     Last   Change     Volume    OpenInt      OpenIntVal |    STRIKE   |      MAX PAIN    | Symbol                        Bid      Ask     Last   Change     Volume    OpenInt      OpenIntVal |
+----------------------------------------------------------------------------------------------------+-------------+------------------+----------------------------------------------------------------------------------------------------+
|                                                                                  0             0.0 |    420.00   |     2418335.0    |      AAPL140425P00420000     0.02     0.03     0.02    -0.02         35        397       2418335.0 |
|      AAPL140425C00425000   104.50   106.00    93.38     0.00          1          1             0.0 |    425.00   |     2280570.0    |      AAPL140425P00425000     0.02     0.03     0.03    -0.01          2        339       2280570.0 |
|      AAPL140425C00430000    99.50   101.00    99.23     0.00          6          6             5.0 |    430.00   |     2144505.0    |      AAPL140425P00430000     0.02     0.05     0.04    -0.01         15        371       2144500.0 |
|      AAPL140425C00435000    94.45    96.15    92.18     0.00          2          1            40.0 |    435.00   |     2010325.0    |      AAPL140425P00435000     0.02     0.04     0.04    -0.06         10        454       2010285.0 |
|      AAPL140425C00440000    89.45    91.15    84.45     0.00          1          1            80.0 |    440.00   |     1878420.0    |      AAPL140425P00440000     0.02     0.05     0.03    -0.02          4        140       1878340.0 |
|                                                                                  0           125.0 |    445.00   |     1747220.0    |      AAPL140425P00445000     0.03     0.05     0.05    -0.02         13        294       1747095.0 |
|      AAPL140425C00450000    79.35    80.95    80.35     0.00          5        162           170.0 |    450.00   |     1617490.0    |     AAPL7140425P00450000      N/A     0.31     0.32     0.00         10         11       1617320.0 |
|      AAPL140425C00455000    74.25    76.05    75.35     0.00          1          7          1025.0 |    455.00   |     1488625.0    |      AAPL140425P00455000     0.06     0.08     0.10     0.00        153        355       1487600.0 |
|      AAPL140425C00460000    69.20    71.15    67.25     0.20         17        147          1915.0 |    460.00   |     1361570.0    |     AAPL7140425P00460000     0.03     0.27     0.80     0.00          1          2       1359655.0 |
|      AAPL140425C00465000    64.00    66.05    57.65     0.00          5          9          3540.0 |    465.00   |     1235260.0    |      AAPL140425P00465000     0.09     0.12     0.11    -0.03         80        471       1231720.0 |
|      AAPL140425C00470000    59.15    61.10    59.00       -1          1         53          5210.0 |    470.00   |     1111350.0    |      AAPL140425P00470000     0.13     0.16     0.15    -0.05        156       1140       1106140.0 |
|      AAPL140425C00475000    54.15    56.15    55.30     0.00         20         20          7145.0 |    475.00   |      993405.0    |      AAPL140425P00475000     0.19     0.23     0.20    -0.08         72        752        986260.0 |
|     AAPL7140425C00480000    48.65    51.60    51.05     0.00          4         10          9180.0 |    480.00   |      879320.0    |      AAPL140425P00480000     0.30     0.32     0.33    -0.08        806       1999        870140.0 |
|      AAPL140425C00482500    46.75    48.80    44.05     0.00          5          5         10222.5 |    482.50   |      827300.0    |      AAPL140425P00482500     0.37     0.41     0.42    -0.05         57        210        817077.5 |
|      AAPL140425C00485000    44.35    46.40    42.80     0.00         44         31         11277.5 |    485.00   |      775817.5    |     AAPL7140425P00485000     0.43     0.54     0.90     0.00          6         22        764540.0 |
|                                                                                  0         12410.0 |    487.50   |      724467.5    |      AAPL140425P00487500     0.58     0.62     0.60    -0.07         77        621        712057.5 |
|     AAPL7140425C00490000    39.05    42.05    42.55     0.00          1          3         13542.5 |    490.00   |      674670.0    |     AAPL7140425P00490000     0.67     0.77     0.95     0.00          1        147        661127.5 |
|      AAPL140425C00492500    37.35    39.35    36.26     0.00          2          2         14682.5 |    492.50   |      625247.5    |     AAPL7140425P00492500     0.84     0.98     1.26     0.26          1         71        610565.0 |
|      AAPL140425C00495000    34.90    37.00    34.87    -1.88          2         24         15827.5 |    495.00   |      576007.5    |     AAPL7140425P00495000     1.06     1.19     1.24     0.09          2        134        560180.0 |
|      AAPL140425C00497500    32.85    34.80    32.55     0.00          6         10         17032.5 |    497.50   |      527162.5    |      AAPL140425P00497500     1.32     1.39     1.38    -0.08        117        224        510130.0 |
|     AAPL7140425C00500000    30.00    32.60    31.50     4.00          6          7         18262.5 |    500.00   |      478902.5    |     AAPL7140425P00500000     1.62     1.70     1.69    -0.01         94        184        460640.0 |
|      AAPL140425C00502500    28.85    29.40    27.25     -3.5          2         53         19510.0 |    502.50   |      431120.0    |     AAPL7140425P00502500     1.95     2.06     3.10     0.00         16        154        411610.0 |
|      AAPL140425C00505000    26.90    27.50    27.76    -0.49         23        199         20890.0 |    505.00   |      383855.0    |      AAPL140425P00505000     2.41     2.46     2.38    -0.07        345       1783        362965.0 |
|      AAPL140425C00507500    24.90    25.40    24.60     -1.9         10        115         22767.5 |    507.50   |      341545.0    |      AAPL140425P00507500     2.91     2.97     2.77    -0.16        122       1472        318777.5 |
|      AAPL140425C00510000    22.85    23.35    23.50     -0.6         60        488         24932.5 |    510.00   |      303202.5    |     AAPL7140425P00510000     3.40     3.55     3.30     -0.2         81        206        278270.0 |
|      AAPL140425C00512500    21.00    21.55    21.50    -0.81          2        239         28317.5 |    512.50   |      266595.0    |      AAPL140425P00512500     4.05     4.15     3.95    -0.15        177       1227        238277.5 |
|     AAPL7140425C00515000    17.90    21.10    19.00    -1.31          2         36         32300.0 |    515.00   |      233652.5    |      AAPL140425P00515000     4.75     4.90     4.70    -0.05        730       2875        201352.5 |
|      AAPL140425C00517500    17.70    17.90    18.20     -0.4         79        379         36372.5 |    517.50   |      207987.5    |      AAPL140425P00517500     5.55     5.70     5.50     -0.1        235       1402        171615.0 |
|     AAPL7140425C00520000    14.60    17.85    16.10     -0.6          4        126         41392.5 |    520.00   |      186775.0    |     AAPL7140425P00520000     6.00     7.00     6.50    -0.45          8        149        145382.5 |
|      AAPL140425C00522500    14.55    14.75    15.10    -0.57        101        923         46727.5 |    522.50   |      166250.0    |     AAPL7140425P00522500     6.90     8.80     7.35     0.00          6         48        119522.5 |
|     AAPL7140425C00525000    11.45    14.60    12.43    -2.32          8        146         54370.0 |    525.00   |      148152.5    |      AAPL140425P00525000     8.40     8.55     8.50     0.20        824       4112         93782.5 |
|      AAPL140425C00527500    11.75    11.85    11.95    -0.75        640       1383         62377.5 |    527.50   |      140700.0    |     AAPL7140425P00527500     9.05    10.95    10.60     1.60          7         28         78322.5 |
|     AAPL7140425C00530000     9.90    12.15    10.85    -0.65         22        292         73842.5 |    530.00   |      136775.0    |     AAPL7140425P00530000     9.50    10.75    10.75     0.25         14        104         62932.5 |
|     AAPL7140425C00532500     7.85    10.55     9.60     0.05          3         70         86037.5 |    532.50   |      133840.0    |      AAPL140425P00532500    11.95    12.10    11.73    -0.12        116       1289         47802.5 |
|      AAPL140425C00535000     7.95     8.10     8.00    -0.95        969       4861         98407.5 |    535.00   |      134302.5    |      AAPL140425P00535000    13.30    13.50    12.99     0.14        151       1492         35895.0 |
|      AAPL140425C00537500     6.75     6.95     7.20    -0.45        483       2152        122930.0 |    537.50   |      150647.5    |     AAPL7140425P00537500    13.35    16.50    15.46    -8.24          1         28         27717.5 |
|      AAPL140425C00540000     5.70     5.85     5.80     -0.9       1881      10566        152832.5 |    540.00   |      172442.5    |      AAPL140425P00540000    16.20    16.40    15.75     -0.2        171       2121         19610.0 |
|      AAPL140425C00542500     4.90     5.00     4.85    -0.75        409       1515        209150.0 |    542.50   |      225955.0    |      AAPL140425P00542500    17.70    17.95    17.30     0.00         89        495         16805.0 |
|     AAPL7140425C00545000     3.95     4.20     3.90    -0.66          2        249        269255.0 |    545.00   |      284492.5    |     AAPL7140425P00545000    18.10    21.00    19.05   -11.25         10         53         15237.5 |
|     AAPL7140425C00547500     3.25     3.45     2.90       -1          2        175        329982.5 |    547.50   |      343785.0    |      AAPL140425P00547500    20.95    21.35    20.50     0.00         23        135         13802.5 |
|     AAPL7140425C00550000     2.55     2.75     2.59    -0.56         15        746        391147.5 |    550.00   |      403852.5    |     AAPL7140425P00550000    20.90    24.55    22.40     0.00          1         15         12705.0 |
|     AAPL7140425C00552500     2.07     2.22     2.08    -0.66         15         29        454177.5 |    552.50   |      465822.5    |      AAPL140425P00552500    24.75    25.15    26.00     1.25          1         66         11645.0 |
|     AAPL7140425C00555000     1.65     1.78     1.52    -0.63          2        160        517280.0 |    555.00   |      528030.0    |     AAPL7140425P00555000    24.90    28.55    27.42     0.00          1          3         10750.0 |
|     AAPL7140425C00557500     1.29     1.43     1.42     0.42          1         39        580782.5 |    557.50   |      590645.0    |      AAPL140425P00557500    28.05    29.55    30.90     0.00         17         21          9862.5 |
|      AAPL140425C00560000     1.05     1.08     1.09    -0.24        934       3718        644382.5 |    560.00   |      653410.0    |     AAPL7140425P00560000    29.65    32.80    29.50     0.00          1          4          9027.5 |
|      AAPL140425C00562500     0.83     0.86     0.85    -0.19        159       1621        717277.5 |    562.50   |      725480.0    |      AAPL140425P00562500    32.50    34.55    37.21     0.00          2         26          8202.5 |
|      AAPL140425C00565000     0.64     0.68     0.66    -0.14        129       1829        794225.0 |    565.00   |      801667.5    |     AAPL7140425P00565000    34.45    37.40    34.82     0.00          1          1          7442.5 |
|     AAPL7140425C00567500     0.47     0.61     0.47    -0.28          1         76        875745.0 |    567.50   |      882430.0    |      AAPL140425P00567500    37.00    39.15    36.75     0.00          4          6          6685.0 |
|     AAPL7140425C00570000     0.37     0.49     0.44    -0.08         20         79        957455.0 |    570.00   |      963397.5    |     AAPL7140425P00570000    38.75    42.10    46.66     0.00          8          8          5942.5 |
|      AAPL140425C00572500     0.34     0.35     0.33    -0.08          5        327       1039362.5 |    572.50   |     1044582.5    |      AAPL140425P00572500    41.90    43.90    45.07     0.00         10         17          5220.0 |
|     AAPL7140425C00575000     0.21     0.33     0.36     0.00          2          2       1122087.5 |    575.00   |     1126627.5    |      AAPL140425P00575000    44.40    46.30    45.80     2.20         50         17          4540.0 |
|      AAPL140425C00580000     0.17     0.19     0.19    -0.01        213       1816       1287547.5 |    580.00   |     1290812.5    |      AAPL140425P00580000    49.30    51.00    51.75     2.75         50         89          3265.0 |
|      AAPL140425C00585000     0.13     0.15     0.13    -0.02         64        341       1462087.5 |    585.00   |     1464522.5    |      AAPL140425P00585000    53.90    55.80    56.10     0.00         41         43          2435.0 |
|      AAPL140425C00590000     0.10     0.11     0.10    -0.03        186        925       1638332.5 |    590.00   |     1640152.5    |      AAPL140425P00590000    58.90    60.70    61.25     0.00          1         11          1820.0 |
|      AAPL140425C00595000     0.07     0.09     0.06    -0.03          5        277       1819202.5 |    595.00   |     1820462.5    |                                                                                  0          1260.0 |
|      AAPL140425C00600000     0.05     0.06     0.05     0.01         49       2288       2001457.5 |    600.00   |     2002157.5    |      AAPL140425P00600000    68.95    71.30    74.00     0.00          8         64           700.0 |
|      AAPL140425C00605000     0.04     0.06     0.06     0.01          1        604       2195152.5 |    605.00   |     2195612.5    |                                                                                  0           460.0 |
|      AAPL140425C00610000     0.03     0.05     0.04    -0.01         35        246       2391867.5 |    610.00   |     2392087.5    |      AAPL140425P00610000    78.95    81.75    80.80     0.00          3         26           220.0 |
|      AAPL140425C00615000     0.02     0.03     0.03    -0.01         46        243       2589812.5 |    615.00   |     2589922.5    |                                                                                  0           110.0 |
|     AAPL7140425C00620000      N/A     0.11     0.37     0.00         13         51       2788972.5 |    620.00   |     2788972.5    |      AAPL140425P00620000    89.15    91.25    94.00     0.00         25         22             0.0 |
|      AAPL140425C00625000     0.01     0.03     0.02     0.00         26         28       2988387.5 |    625.00   |     2988387.5    |                                                                                  0             0.0 |
|      AAPL140425C00630000     0.01     0.02     0.03     0.00         38        268       3187942.5 |    630.00   |     3187942.5    |                                                                                  0             0.0 |
+----------------------------------------------------------------------------------------------------+-------------+------------------+----------------------------------------------------------------------------------------------------+
| DIFF TO CLOSE     : 531.170        -1.330 /   -0.25%                                               |
| DIFF TO LAST      : 529.499        -3.001 /   -0.57%                                               |
| MAX PAIN STRIKE   : 532.50                                                                         |
+----------------------------------------------------------------------------------------------------+

commercial application

if you wish to incorporate this batch job into a commercial applicaton please contact me first for approval. I also created a more advanced web version incl. history and addt. calculations under: www.option-calc.com.

Author

Alexander Wilhelm alex.wilhelm@gmx.at

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Max Pain / Option Pain command line calculator in Perl

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