Read .csv file listing option prices.
Ignore future prices, distinguish between call or put (F,C,P in column)
Compare calls to closing price as a percentage, sort into highest percentage of underlying order. Seperate pages for In The Money, Out The Money and different expiry months.
Compare puts to closing price as a percentage, sort into highest percentage of underlying order. Atg least 15% out of the money.
Output results to html file.
Further modifications as necessary for other strategies.
See [[url removed, login to view]] for example.
1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done.
2) Installation package that will install the software (in ready-to-run condition) on the platform(s) specified in this bid request.
3) Exclusive and complete copyrights to all work purchased. (No GPL, 3rd party components, etc. unless all copyright ramifications are explained AND AGREED TO by the buyer on the site).