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Options Expiration Friday Date Calculator

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Options Expiration Friday Date Calculator

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Calculates the date in a given month that options will expire (Friday).

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Description

Takes as input a date within the month (any date). Outputs the Friday date during that month on which equity options expire.

Input can also be a list of dates, in which case output will be a list of Fridays.

Required Products MATLAB
MATLAB release MATLAB 7.12 (R2011a)
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Comments and Ratings (1)
24 Aug 2013 Mark Dragovan

As written, this function does not work with R2012a.

The changes that need to be made are at the top of the program:

for i=1:size(month,1)

dv=datevec(month(i,:));

With those changes it works fine. Just what I needed.

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