This Indicator show Options Data on signal dashboard , that help trader to analyse the market. Options data consist of two things , Call and Put. Every Strike has its Call and Put price. So if user Opens any chart which is traded in options , dashboard will show total 16 Call and 16 Put strikes 8 Above from ATM and 8 Below from ATM. On left hand side of...
This indicator was designed for traders doing Iron Butterflies intradays with the SPX. Draw and assemble the picture of an IB with the call and put wings chosen according to the selected configuration. Additionally, it shows both breakevens according to the credit obtained. The indicator shows the distance, in real time, between the current price of the SPX and...
Overview: This script offers a toolkit for quantitative options trading, using Monte Carlo simulations based on actual historical returns to model potential future price paths for underlying assets. A range of metrics related to options trading are also provided. Monte Carlo Simulations: The script employs Monte Carlo simulations to model future price paths...
SuperTrend is one of the most common ATR based trailing stop indicators. The average true range (ATR) plays an important role in 'Supertrend' as the indicator uses ATR to calculate its value. The ATR indicator signals the degree of price volatility. In this version you can change the ATR calculation method from the settings. Default method is RMA, when the...
Shows the z-Score of log-return (blue line) and volatility (black line). In statistics, the z-score is the number of standard deviations by which a value of a raw score is above or below the mean value. This indicator aggregates z-score based on two indicators: MeanReversion by Logarithmic Returns MeanReversion by Volatility Change the time period in...
What is Scalping? Scalping is a trading strategy aimed at profiting from quick momentum in a volatile index or stock or any other instrument that can be traded. Traders who use such strategies place anywhere from 10 to a few hundred trades in a single day. The idea behind such type of trading is that small moves in an index or stock price are much easier to...
In the team, we continue to explore and expand the boundaries of TradingView. For now, there is not much an options trader can do with options in TradingView. We wanted to change that and created a simple option pricer. You can set up in parameters a set of strikes, implied volatility, and days to expiry. The indicators will take a risk-free rate from US01Y...
This volatility cone draws the implied volatility as standard deviations from a measurement date. For best results set measurement date to high volume bars. How to use: 1) Select VolatilityCone from Indicators 2) Click to the chart to set the measurement date 3) Determine the impliedvolatility for the measurement date of your symbol e.g. For S&P500 use VIX...
Cox-Ross-Rubinstein Binomial Tree Options Pricing Model is an options pricing panel calculated using an N-iteration (limited to 300 in Pine Script due to matrices size limits) "discrete-time" (lattice based) method to approximate the closed-form Black–Scholes formula. Joshi (2008) outlined varying binomial options pricing model furnishes a numerical approach...
█ OVERVIEW This indicator listed all Future market in Malaysia and categorize them into Contract Month, Spread, Current Contract and Continuous Contract. The indicator was developed to make user easier to make watchlist, suitable for beginners and experts in Malaysia Future Market. This cover all Malaysia Future Markets as follows : 1. Commodity - FCPO, FPKO,...
I'm sharing this little script allowing you to display a breakeven rectangle for the move contract after manually writing your parameters (strike price, contract price). In case you are long your breakeven (at expiration) is when the price expire outside the rectangle. In case you are short your breakeven (again at expiration) is when the price is staying inside...
This script allows you to calculate returns on double butterfly options, specifically for 0 DTE and 1 DTE(days to expiration) for options that have expiration on Monday, Tuesday and Friday(Mostly SPY). The script is bi-directional, meaning it will calculate the returns on a put and call butterfly simultaneously, not just a put or just a call butterfly. The script...
Hello Guys This is a reupload! The 0dte is for options trading and is used for the main 1 to 0 odte strategy! It uses volume, sector and tik analysis in order to give an understanding of looking which way to play. The next version will look at correlations between the es! Feel free to point out bugs and reach out as I want this to grow into something way stronger!
This script can be used to visually identify the 1 standard deviation range of price movement anticipated by NSE ticker for Volatility Index NSE:INDIAVIX Ideal to use on NSE:NIFTY ticker only! The NIFTY range is extended to Yearly, Monthly, Weekly, Daily based on the current value of INDIAVIX. All options are customizable: Time frame of the VIX Bands Select /...
Future Put ratio spread debit indicator developed by Chobotaru Brothers. You need to have basic knowledge in option trading to use this indicator! This spread is a DEBIT SPREAD. The indicator shows P&L lines of the options strategy. Use only for futures since the mathematical model of options for Future instruments is different from stocks. Plus, the days'...
Future Put ratio spread credit indicator developed by Chobotaru Brothers. You need to have basic knowledge in option trading to use this indicator! This spread is a CREDIT SPREAD. The indicator shows P&L lines of the options strategy. Use only for futures since the mathematical model of options for Future instruments is different from stocks. Plus, the days'...
Future Call ratio spread debit indicator developed by Chobotaru Brothers. You need to have basic knowledge in option trading to use this indicator! This spread is a DEBIT SPREAD. The indicator shows P&L lines of the options strategy. Use only for stocks since the mathematical model of options for Future instruments is different from futures . Plus, the days'...
Future Call ratio spread credit indicator developed by Chobotaru Brothers. You need to have basic knowledge in option trading to use this indicator! This spread is a CREDIT SPREAD. The indicator shows P&L lines of the options strategy. Use only for futures since the mathematical model of options for Future instruments is different from stocks. Plus, the days'...