Lets say I have a data frame with options data. I would like to be able to quickly find an option on a given date with a given type, expiration that has delta closest to x. What’s the best way to do that?
Lets say I have a data frame with options data. I would like to be able to quickly find an option on a given date with a given type, expiration that has delta closest to x. What’s the best way to do that?