I am confused totally. It would be better to show what your output looks like. if you only want the highest strike price, no matter with the settle price < previous maximum strike price.Only one sql statement can get it. [pre] proc sql; create table want as select * from data1 group by date having Strike_Price=max(Strike_Price) ; quit; Ksharp Message was edited by: Ksharp Message was edited by: Ksharp Message was edited by: Ksharp ... View more

After spending ten minutes,Finally understand somewhat you post. 1008/1/3 2008/1/16 C 1,99 2.0 756 25.0 23.42 Minimum ABS(strike price-settle price)= 22.5 13.42 You can use sql 's Cartestian Product to get it easily. [pre] Data data1; input Date : yymmdd10. Exdate : yymmdd10. CP_FLAG $ Bid Ask Volum Strike_Price Settle_Price ; format date yymmdd10. exdate :yymmdd10. ; datalines; 2008/1/2 2008/1/16 C 2.3 2.6 2000 27.0 23.15 2008/1/2 2008/1/16 P 2.1 2.7 3000 27.0 23.15 2008/1/2 2008/1/16 C 2.4 2.5 5528 22.5 23.15 2008/1/2 2008/1/16 P 1.1 1.2 5617 22.5 23.15 2008/1/3 2008/1/16 C 1.99 2.0 756 25.0 23.42 2008/1/3 2008/1/16 P 2.99 3.0 654 25.0 23.42 2008/1/3 2008/1/16 C 2.05 2.2 783 22.5 23.42 2008/1/3 2008/1/16 P 1.20 1.2 150 22.5 23.42 ; run; proc sql; create table want as select * from data1 group by date having abs(strike_price-settle_price)=min(abs(strike_price-settle_price)) ; run; [/pre] So weird , Why my post is always truncated. Ksharp Message was edited by: Ksharp Message was edited by: Ksharp ... View more