PROTECTED SOURCE SCRIPT
已更新

Volatility Price Targets

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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
  • 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.

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