I am working with options data and am looking for Call-Put Pairs in a huge data set. I am fairly new to MatLab and in desparate need of help.
For example, I have a table with 4 columns and 11 arays, which looks like this:
What i need is to remove all arrays, which do not have matching Call "C" or vice versa a matching Put "P" to them, with same "date" and "exdate" and "strike_price".
So in the end, i would only need array 10&11, as they match in column 1/2/4 and do not match in cloumn 3.
Can anyone help me? Thanks in advance and all the best.