Hi all,

I need the iv_spread value of option expiration date (exdate) closest (during or after) to the announcement date (anndats_act). How do I get the minimum value of the gap variable (difference between expiration date of an option and earnings announcement date) in the following dataset? I tried "bysort cusip date: keep if min(gap)" but stata says the syntex is invalid.

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input long(date exdate) str8 cusip float(option_duration iv_spread) double(analys value actual) long anndats_act float(gap nearest)
13158 13168 "03783310" 10 -.076504     54   -.02 -.02 13165  3 13168
13158 13168 "03783310" 10 -.188772   9486 -.0196 -.02 13165  3 13168
13158 13168 "03783310" 10 -.188772     54   -.02 -.02 13165  3 13168
13158 13168 "03783310" 10 -.173916     54   -.02 -.02 13165  3 13168
13158 13168 "03783310" 10 -.115971     54   -.02 -.02 13165  3 13168
13158 13168 "03783310" 10  .042142     54   -.02 -.02 13165  3 13168
13158 13168 "03783310" 10 -.021389 635404 -.0196 -.02 13165  3 13168
13158 13196 "03783310" 38  .000501   1997 -.0196 -.02 13165 31 13168
13158 13196 "03783310" 38 -.030153     54   -.02 -.02 13165 31 13168
13158 13196 "03783310" 38 -.022294 500064 -.0196 -.02 13165 31 13168
end
format %d date
format %d exdate
format %d anndats_act
Kind regards,

Frank