Call option indicator developed by Chobotaru Brothers.
You need to have basic knowledge in option trading to use this indicator!
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 stocks. Plus, the days' representation in futures is also different from stocks...
Options Reticle caters to degenerate traders and gamblers worldwide, reaching out for long distant contract expiration and just OTM strike placement.
Generate the overlay yourself using the tradingview-options-reticle CLI tool found on GitHub.
The Options Reticle provides a targeting system overlay that will show a horizontal OTM strike price and verticle...
This HV/IV indicator helps you to select an opt Option Strategy. It creates 5 areas & each area defines the present status of the option premium, which varies from Very Low to Very High. From the bottom, (Option Premium is)
Area 1. Very Low
Area 2. Low
Area 3. Fair
Area 4. High
Area 5. Very High
Find which area, current Implied Volatility (User Input) belongs in...
This Binary Options strategy is for the 1-minute timeframe and utilized the martingale strategy. If it does not win the first one, and there is a signal to re-enter, 2.5x your trade amount and enter. (The most I have seen this strategy lose is four times in a row.) If you follow the signals, you are looking at a very high win percentage (relative term) when you...
These variables can be used in comparison with the implied volatility of options.
Variables:
Realized Volatility
mathematical notation lowercase 'sigma'
Realized Variance
mathematical notation lowercase 'sigma' squared
Realized Beta
mathematical notation lowercase 'beta'
Timeframes:
Yearly = 250 or 365
Quarterly = 50 or 90
Monthly = 20 or...
Hi guys!
I give here some details about my new script.
It's a script to find the best opportunity to trade options, sotcks, etf, index, an ocean of securities!
It works it's best on Weekly time frame, and that's how I use it.
There are only 2 settings to do before to dive into the market:
Period: it means how many candles you want to trade before...
This is an updated, more robust, and open source version of my 2 previous scripts : "Implied Volatility Rank & Model-Free IVR" and "IV Rank & IV Percentile".
This specific script provides you with 4 different types of volatility data: 1)Implied volatility, 2) Implied Volatility Rank, 3)Implied Volatility Percentile, 4)Skew Index.
1) Implied Volatility is the...
If you are an option trader, who are constantly searching opportunities to set up inverse iron condor position or other strategies, you must be familiar in estimating the range induced by Geometric Brownian Motion (GBM), or Lognormal distribution someone may call.
The theory behind is adopted in the Black Scholes Option Pricing model, this assumes the asset price...
This indicator compliments the Musashi TrendBars and allows convenient multi time frame analysis.
This HeatMap, shows 5 different time zones, each with color codes to indicate the trend expression of a corresponding timeframe.
- Dark Green = Good Uptrend (ok to enter short)
- Light Green = Uptrend but it can be exhausted (put in protective stops)
- Cyan = In...
Adaptive Entry System (AES)
Price action of stocks, indexes, and futures consists of periods of trending action, retracements within the trend and then a resumption of the original trend. Trending patterns do not move straight up or straight down. They move in cycles which, when properly identified, can offer traders an opportunity to “follow the trend” while...
Fading levels using martingale (limit orders, rebate venue) with no stop-loss orders, long the wings at the end of Support and Resist levels from prior week Friday right before the close. Re-hedge the order book units when there is a breakout.
This model uses Black's Approximation to price American Options. Black's Approximation is an extension of the traditional Black-Scholes model that allows the price of American Options to be approximated within the Black-Scholes Framework. This is necessary because the traditional Black-Scholes model only works on options that are exercised at expiry, not before;...
A binomial option pricing model is an option pricing model that calculates an option's price using binomial trees. The BOPM method of calculating option prices is different from the Black-Scholes Model because it provides more flexibility in the type of options you want to price. The BOPM, unlike the BS model typically used for European style options, allows you...
Use only for:
SPX, 5 minutes time frame
This indicator is complementing options 0DTE strategy - selling options for SPX index in the same day as they are expiring. Output of the indicator (red or green color of the curve) indicates whether is profitable to sell options at given moment at delta and VIX specified in the parameters. Changing parameter "Candles" is...
This is an updated version of my "Black-Scholes Model and Greeks for European Options" indicator, that i previously published. I decided to make this updated version open-source, so people can tweak and improve it.
The Black-Scholes model is a mathematical model used for pricing options. From this model you can derive the theoretical fair value of an options...
The Black-Scholes model is a mathematical model used for pricing options. From this model you can derive the theoretical fair value of a European option (an option where you have to wait until expiry to exercise). Additionally, you can derive various risk parameters called Greeks. This indicator includes three types of data: Theoretical Option Price (blue), the...
The indicator measure realized mobility of the underlying in the terms of V.Kurbakovsky. It is not an exact realization without access to bid and ask prices, but you can choose source prices in the settings window. The indicator can be used to estimate the degree of variation of the underlying price in volatility trading. It is advised to use it on a 1M (1 minute)...
