PROTECTED SOURCE SCRIPT
已更新 Volatility Price Targets
Prints lines on the chart marking the price points for the standard deviation move using historical volatility. This script was born out of a need to easily spot target points for the wings of my Iron Condor Options trades. The study only shows on the Daily chart. Volatility is calculated based on the standard deviation of the daily returns of price. Price targets are calculated off yesterday's closing price and will not reprint.
Inputs
Inputs
- Days to Expiration - allow you to enter the number of days to expiration for the option, default is 30 for those monthly options traders but can be adjusted to your desire.
- Standard Deviation - you can enter the number of deviations for which to calculate the price points 1,2, or 3.
- Days in Year - you can adjust the number of days in the year used to calculate the daily volatility multiplier.
版本注释
Added Option to allow you to show/hide the upper and lower bounds plotted. Also fixed bug to address if the lower bound is less than 0
Lastly added option to extend the Days to Expiration to 3 years (1095 days) default is still 30.
受保护脚本
此脚本以闭源形式发布。 但是，您可以自由使用它，没有任何限制 — 在此处了解更多信息。
Difficult Takes a day, Impossible Takes a Week!
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
受保护脚本
此脚本以闭源形式发布。 但是，您可以自由使用它，没有任何限制 — 在此处了解更多信息。
Difficult Takes a day, Impossible Takes a Week!
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。