i have option prices of 1 month option contract for several days in a csv
file. The data is in chronological order of dates. Within each date, price
quotes for each strike appears (about 30 strikes per month- so there are in
30 rows per day for many days and many months). i want only the quote on the
first date of the month (when the options are introduced) and on the last
Thursday of the month or the previous day if the last Thursday is a holiday
(i.e. the date when the options expire). i want the rows for all strikes for
only these two dates alone (i.e. 30 begin date of each month + 30 rows
expiry date each month) for all months in my data. Please guide.
Subramanian
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