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Hi is possible to code an indicator of option expiration day in metastock? Tried to code 1 for the vix option. This option is different from the stk option expiration which is on friday.
The vix options expire on the wednesday that is thirty days prior to the third Friday of the calendar month immediately following the expiring month. So for september options expiration day, the third friday of october would be located and than count backward 30 calendar days to september and the first wednesday following the count back would be the vix option expiration day.
Would be good to plot the open or close on the expiration day for the expiration month.
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