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Day Trading Spreadsheet Spreadsheet

NOTES

Day Trading Spreadsheet Spreadsheet

Walkthrough Video

Tags Expiration
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Day Trading Spreadsheet  
SPX 0DTE Trade Alerts  
Butterfly and Condor Workshop 10 Aug 2024

Version History

Version Date Description
3.29 24 Feb 2023 Fixed a margin calculation bug on the BEIC tab
    Replaced the date with =TODAY() function on Chain!E3. This should automatically load today‘s date when you open the spreadsheet
3.28 22 Feb 2023 Fixed a bug on the commission calculation on the ProfitCalc tab
3.27 17 Feb 2023 Added a Theta and Theta/Margin calculation to the JOIF sheet
3.26 12 Feb 2023 Simplified the ProfitCalc sheet
    Updated the BEIC tab with John Einar‘s updated article and trade guidelines
3.25 10 Feb 2023 Added a Mark to Sale tracker on the Narrow Iron Condor (NIC) sheet
    NIC Reset button now clears the Put and Call spread entry prices
3.24 9 Feb 2023 Finished the NIC "Roll Short Puts Order" and "Roll Short Calls Order" buttons
3.23 9 Feb 2023 Fixed a small bug on the NIC tab to correctly freeze and unfreeze the strikes if you click on the Reset or Create Opening Order buttons
3.22 8 Feb 2023 Added new buttons on the BEIC tab to close the condor and put and call spreads via boxes so PDT events are not triggered
3.21 4 Feb 2023 Added a new Breakeven Iron Condor tab (BEIC).
    Cleaned up the JOIF tab and added CALL, PUT and IRON butterfly order buttons
    The ProfitCalc tab now shows Debits with a Green background and Credits with a Red background
    Added a link on the BEIC sheet to a new walkthrough video
3.20 2 Feb 2023 The slingshot tab is nearly done. Buttons now create orders
3.19 31 Jan 2023 Renamed the "Dan Harvey Iron Condor" tab to "Narrow Iron Condor"
    Added "Create Close Puts Order" and "Create Close Calls Order" on the NIC tab
3.18 26 Jan 2023 Added a 0-DTE.com (Ernie) tab to find high reward/risk butterflies
3.17 26 Jan 2023 DHIC fixed a major bug to calculate the correct wing strikes
3.16 26 Jan 2023 DHIC reset button now also clears the "Freeze strikes" checkbox
3.15 26 Jan 2023 Added a checkbox on the DHIC tab to freeze the strikes
3.14 25 Jan 2023 Fixed a bug on the DHIC tab
3.13 25 Jan 2023 Added the "Dan Harvey Iron Condor" (DHIC) tab on the spreadsheet.
3.12 23 Jan 2023 Added a button on the "ProfitCalc" tab to pull in the SPX current price via a formula
    Fixed a bug when calculating the Delta of a butterfly on the JOIF sheet
3.11 23 Jan 2023 Added a Jim Olsen Iron Butterfly tab to facilitate selecting and entering orders for the JOIF
3.10 13 Jan 2023 Added a "Use Entry Price Calc" check box
3.09 6 Jan 2023 Revised the Profit Calculator tab to account for options priced less than a default $0.45 threshold
    Added an "Average Entry Price" calculator tab
3.08 30 Dec 2022 Added a "Profit Calculator" tab. You enter the fills and expiring contracts, with some other data, to calculate your profit or loss
    Moved the Expected Move on the "Chain" tab to the left so it‘s visible if the spreadsheet is narrowed
3.07 27 Dec 2022 Added a field on the settings tab to control the yield calculation with or without expiring a spread
3.06 25 Dec 2022 Added a "Max Yield" column for credit spreads. This calculates the maximum yield if the spread expires
    Added a straddle/strangle price and theta tracker. Plans to generate a chart in real time in the future
    Added buttons to expand and collapse the Excel ribbon, formula bar and headings
3.05 12 Dec 2022 Added straddle/strangle tracking. Tracks the ATM and a user defined strangle price and Theta on the "Home" tab
    Added a gradient color to the Range % on Home!J5
3.04 9 Dec 2022 Added a "Range" calculation on the Home tab, cell K5 and moved the F4:L5 range one cell to the left
3.03 7 Dec 2022 Added a trade entry timer and tracker. This times how long it‘s been since you selected a trade and how far the market has moved. The checkbox turns off the timer
    Added a Magic 8-Ball entry which also displays on the risk chart
3.02 6 Dec 2022 Fixed a bug to set the exchange for a thinkorswim order
3.01 5 Dec 2022 Fixed bug to look at Home K11 for order quantity
3.00 4 Dec 2022 Initial release of version 3.00. Only vertical spreads are supported initially
1.32 23 Nov 2022 Added a Trade 2 to monitor two trades
    Added a "Box" row on the profit boxes to show what the other half of a box should be priced at
    Added a Profit/Loss % of margin calculation to the profit boxes
    Added a margin calculation on the Chain tab for each trade
    Removed the chart title
1.31 21 Nov 2022 Added a % profit on the Home tab to the right of the current Profit (in cell L15)
1.30 17 Nov 2022 Added % chance to hit Delta and the current box price
1.29 10 Nov 2022 Added an entry price selector for "Credit" or "Debit" This is automatically calculated for vertical spreads
    The Chain! Entry Price is auto-populated now when clicking on a strategy
1.28 8 Nov 2022 Added a target Delta #2
1.27 6 Nov 2022 Added a new "Home"/Dashboard.
    Revised the layout quite a bit.
    Created a settings and API tabs to store user defined data and things I need to keep track of with the code
    Added an area to show your current P/L during a trade. Spread spread is entered automatically when you click on a strategy
    Added target Delta to quickly change what Delta you want a box around to watch it during a trade
    Changed the buttons to change the date to T+0 (today), T+1 (tomorrow), T+2 and T+3
    Added the distance the current trade is from the mark and how far your target strike is above or below the expected move
    Removed the "Box" column (Column A)
    Added a Timezone offset from London time on the Settings tab.
1.26 4 Nov 2022 Added a current time in B3
    Added a current profit/loss display
1.25 24 Oct 2022 Fixed bug in cell N1 and updated conditional formatting for M1 and N1
1.24 21 Oct 2022 Added a "Settings" tab to let you control what thesholds to use for the Expected Move warnings
1.23 21 Oct 2022 Added a user defined "Short Strike" in L1. This calculates the number of expected moves the short strike is away from the at-the-money strike
    Added two radio buttons to toggle between using ASK prices or the mid-point (MARK)
1.22 4 Oct 2022 Added an "Off Low", "Off High" and "Range %"
1.21 3 Oct 2022 I now vertically reposition the expiration risk chart to center the chart if you click to show a trade
1.20 3 Oct 2022 Clicking on an order copies it to the clipboard so you can paste it into the thinkorswim platform
    Added a "Bullish" and "Bearish" selector for the vertical spreads
1.19 2 Oct 2022 Added a "Box" spread price to find mispriced options
    Added a risk chart based on the selected vertical, butterfly or condor spread
    Added a user-defined "Strike separation" field to define your own condors
    Added upper and lower contract sizes. This allows for asymmetric spreads using different contract sizes
1.18 1 Oct 2022 Replaced "Dragon Fly" with "Butterfly" and Symmetric Fly with "Condor" Condor specifies upper and lower widths and short strike separation
1.17 1 Oct 2022 Updated VBA for the date selector buttons so they never select a weekend. If today is Saturday or Sunday, selecting "Today" sets the date to Monday.
1.16 30 Sep 2022 Added the ability to use any symbol and the OPRA modified. Use "W" for weekly, monthly and quarterly options. SPX AM expiration and most stocks don‘t use the modified so set it to blank
1.15 28 Sep 2022 Moved the "Highlight" strike picker to the upper right of the PUTS area
    Added a "Strategy Planner" tab
1.14 28 Sep 2022 Added a button to clear the "Ask" coloring
1.13 28 Sep 2022 Added a "Bearish" and "Bullish" indication with a "Swap" button so you know when direction the asymmetric butterfly leans and a button to quickly invert it
1.12 28 Sep 2022 Added coloring when selecting a spread (vertical, symmetric fly or asymmetric fly) so you can visually see what strikes the price represents
1.11 28 Sep 2022 Added the ability to setup any asymmetric butterfly by specifying the upper and lower strike widths
1.10 22 Sep 2022 Fixed a bug on the symmetric put butterfly price calculation
1.09 22 Sep 2022 Added a "Links" list with hyperlinks to the Barchart SPX Trader Cheat Sheet https://www.barchart.com/stocks/quotes/$SPX/cheat-sheet and FinancialJuice.com
1.08 21 Sep 2022 Added a radio button to display the BID or DELTA for each option
1.07 21 Sep 2022 Adding conditional color coding if a call ask price is higher than the ask price of the next lower strike or a put if it is priced less than the next lower strike
1.06 19 Sep 2022 Added a pink background to the at-the-money-strike
1.05 19 Sep 2022 Changed starting strike to be user defined. The % below the market above (Cell Q5) is just a helper now
    Added Expected Move total and updated the layout
    Fixed a bug on the Call vertical spread price formula
    Added the ability to highlight a strike row
1.04 19 Sep 2022 Added the prices for the Previous Low, High and moving averages
1.03 19 Sep 2022 Updated code for macro‘s targeting the expiration date
    Added the expected move number
1.02 19 Sep 2022 Updated code to find today and previous day‘s high and low
1.01 18 Sep 2022 Fixed a bug with the buttons to set the expiration date
1.00 17 Sep 2022 Initial release
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