Calculate Iron Condor MAX Gain in SQL Server

5. April 2014 patrick (0)
This is one of many functions used on MTR Investors Group to calculate option return values.
Create FUNCTION [dbo].[f_get_condor_gain_pct] 
(
 @SellStrike decimal(18,2),
 @BuyStrike decimal(18,2), 
 @PutSellPrice decimal(18,2),
 @PutBuyPrice decimal(18,2),
 @CallSellPrice decimal(18,2),
 @CallBuyPrice decimal(18,2)
)
RETURNS decimal(18,2)
AS
BEGIN
declare @GainAmount decimal(18,2);
declare @SpreadAmount decimal(18,2);

--The Option Sell > Buy - On Strikes the call side is flipped.
set @GainAmount = ((@PutSellPrice - @PutBuyPrice) + (@CallSellPrice - @CallBuyPrice)) * 100 ;
set @SpreadAmount = (@SellStrike - @BuyStrike) * 100;
if (@GainAmount = 0 or @SpreadAmount = 0) return 0;

return (@GainAmount / @SpreadAmount);

END

Create Temp Table from a Select Statement in SQL Server

4. April 2014 patrick (0)
Performing a select into in order to create a table from another table is SQL Server is very straight forward.
SELECT * into #TMP_MY_TEMP_TABLE
select * from MyTable
If you want to create a table dynamically from a select statement  where you are joining multiple tables just add a table alias in the second select statement.  
SELECT * into #TMP_MY_TEMP_TABLE
(select a.field1, a.field2, a.field3, b.fieldx
 from MyTableA a, MyTableB B
 where a.field1 = b.field1 
 ) TableX -- An Alias is required to perform a SELECT INTO