Convert String in FileName to Date

So, I have files from omniture that are are named according to their dates, i.e. Fri. 15 Oct. 2016. I want to convert this to a date format, i.e. 10/15/2016. I have tried the DateTime parse, but they do not have the format in their menu. When I try running it, I get nulls. 

Can the DateTime parse tool work for me? Am I using it wrong? Or is there a better way?