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Expiration Friday

version 1.0.0.0 (332 Bytes) by Nagi Hatoum
Finds the options' expiration Friday.

1 Download

Updated 21 Feb 2003

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This is a function that returns a string vector containing the expiration dates of options when a serial date vector is given. Also returns the index of the expiration fridays in the serial date vectors.

Cite As

Nagi Hatoum (2019). Expiration Friday (https://www.mathworks.com/matlabcentral/fileexchange/3040-expiration-friday), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (3)

Andrew Lim

This function never returns any expiration Fridays in the month of July! This is because it uses datestr(...,'m') which returns the first letter of the month. Therefore the function never catches the change in the month going from June to July. Better to use datestr(...,'mm') and then using the function str2num to convert month numbers into integers.

E.J. Vianney

Speaking of "expiration Fridays," what happens to a Call that expires in the money if the holder doesn't submit a sell order?

Jim Beaty

I was looking for something like that. Thanks!

MATLAB Release Compatibility
Created with R10
Compatible with any release
Platform Compatibility
Windows macOS Linux