TODO

- dt_bfly:
    -  [ ] probability setup:
    -  [ ] rule of 16
    -  [ ] Option Volatility and Earnings:
        - https://tinyurl.com/bdh556bc
        - add together the price of the at-the-money put option and the at-the-money call option
    - comment fields:
        - [x] s_minus_1
        - [x] s_minus_0
        - [x} s_plus_0
        - [x] s_plus_1
        - [x] id_minus_0_stk_diff
        - [x] id_plus_0_stk_diff
- [ ] stock specific join fields to the dx_bfly:
    - [] CMRK
    - [] TechRank
    - [] X.vCM
    - [] CMPRICE
    - [] HISTVO
    - [] VOLF
    - [] Run Date
- [ ] falkulate fields to the dx_bfly:
    - [] vol_diff:
      - [ ] ((dt_bfly[.N,7] - dt_bfly[.N,6])/dt_bfly[.N,6])*100]
- [ ] add fields to the dx_bfly:
    - [x] I.OTM
    - [x] OI
    - [x] Bid.UN.OV
    - [ ] Ask.UN.OV
    - [x] PrtbStrk.VOLF
    - [ ] X10.
    - [ ] X.10.
    - [x] PctDble
    - [ ] ROBUY
    - [x] ROWRT
    - [x] DLTA
    - [x] GAMMA
    - [ ] RHO
    - [x] THETA
    - [x] VEGA

- dx_butterfly:
  - [ ] volatility difference
  - [ ] append to the bfly data.table
- Ms365 folder download
  - [ ] documents/github/valueline/data
- Exp Date
  - [ ] Day of Week
  - [ ] Day Diff
- Strike Price by group
  - [ ] Unique Symbol strike data.table
  - [ ] Rolling join: current stock/strike price
  - [ ] +/- rolling join price by ID
- Tables:
  - [ ] Date:
    - [ ] id
    - [ ] date_run
    - [ ] date_exp
  - [ ] Key:
    - [ ] id
    - [ ] date_run
    - [ ] date_exp
    - [ ] key_s0_plus
    - [ ] key_s0_minus
    - [ ] key_s1_plus
    - [ ] key_s1_minus
  - [ ] Metrics:
    - [ ] id
    - [ ] cost
    - [ ] return 
- [ ] Greeks
   - [ ] id
   - [ ] delta
   - [ ] gamma
   - [ ] theta
   - [ ] vega
- [ ] Rank
  - [ ] Id
  - [ ] common
  - [ ] technical
  - [ ] timeliness
    - [ ] covered_call
    - [ ] married_put