UDF that includes conditional arrays

Hello,

In the attached worksheet I have a rather long array formula in column V (under 'atm iv' heading). What I'd like to do is create a user defined function to replicate it, however, I get stuck where the IF statements come into play with the arrays. In plain english, for each row the function looks up the row that has the smallest absolute difference between 'undpx' (column B) and 'strike' (column I) but subject to constraint that 'und' (Column A) and 'expdate' (Column G) must be the same as the current row. It then returns the value under 'iv' (Column O) for that select row.

Here's my start on the UDF to mimic cell V5, but as you can see it stops right where the first conditional array comes into play:

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Appreciate any help or suggestions.

-JonnyB