#' @export
open_short_call <- function(stock) {
assign(paste0("open_options_", stock),
get(paste0(stock, "_options"), envir = as.environment(options_data)) %>%
dplyr::filter(quotedate %in% first_day$date,
type == "call",
dte >= 5) %>%
dplyr::mutate(mid = (bid + ask) / 2,
spread = ask - bid,
m_dte = abs(dte - o_dte),
m_delta = abs(delta - c_delta)) %>%
dplyr::filter(mid >= .10) %>%
dplyr::group_by(quotedate) %>%
dplyr::filter(m_dte == min(m_dte)) %>%
dplyr::filter(m_delta == min(m_delta)) %>%
dplyr::filter(dplyr::row_number() == 1) %>%
dplyr::ungroup(),
envir = open_trades)
}
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