options

fabio11fcv 已更新 

Hello everyone, I present my first script. In it I collect a group of fully configurable moving averages, both in color, value and selection of the ones we want to observe. The moving averages I collect are 3 of each of the following types: EMA: An exponential moving average ( EMA ) is a type of moving average (MA) that places a greater weight and significance on...

Aleksandr400 已更新 

This indicator allows you to quickly view all important parameters in the table. The table consists of a daily volume indicator, an average volume for a certain period, a volatility indicator (normalized ATR) and a correlation coefficient. All parameters can be flexibly customized. You can also customize the table display, styles, and more. This indicator is...

loxx

When it comes to forecasting volatility, it seems that the old axiom about weather is applicable: "Everyone talks about it, but no one can do much about it!" Volatility cones are a tool that may be useful in one’s attempt to do something about predicting the future volatility of an asset. A "volatility cone" is a plot of the range of volatilities within a fixed...

loxx 已更新 

Variety Distribution Probability Cone forecasts price within a range of confidence using Geometric Brownian Motion (GBM) calculated using selected probability distribution, volatility, and drift. Below is detailed explanation of the inner workings of the indicator and the math involved. While normally this indicator would be used by options traders, this can...

UnknownUnicorn30488523 已更新 

Purpose: This script will help an options trader asses risk and determine good entry and exit strategies Background Information: The true range is the greatest of: current high minus the current low; the absolute value of the current high minus the previous close; and the absolute value of the current low minus the previous close. The Average True Range (ATR) is...

Scvvby 已更新 

This is the XSP version of SPX, basically it's just the price of SPX divided by 10 and shown using labels. Should only be used on SPX to watch the price of XSP since XSP doesn't have real-time data ATM. Can be used on any time frames. This script allows you to view the Daily (O, H, L, C) and Yesterday's (O, H, L, C) with a non intrusive price line. Allows for...

Spinn29

If you want to have some notes on the chart, you can use this script.

algoji

Using Pinescript, we will use charts of Cash/Future to trade in Options. Note this strategy works well with even the free version of TradingView. The Relative Strength Index ( RSI ). Is a momentum oscillator that measures the speed and change of price movements. The RSI oscillates between zero and 100. Increasing RSI shows increasing bullish momentum. Decreasing...

cgpriceisright 已更新 

Welcome to the Ichi-Price Wave. This indicator is designed for day trading options contracts for any ticker, using a number of indicators — Ichimoku Cloud, Volume-Weighted Average Price, Stochastic Relative Strength Index, Exponential Moving Average (13/48) — and calculating how they interact with each other to provide entry and exit signals for both Calls and...

loxx

For a reset option type 2, the strike is reset in a similar way as a reset option 1. That is, the strike is reset to the asset price at a predetermined future time, if the asset price is below (above) the initial strike price for a call (put). The payoff for such a reset call is max(S - X, 0), and max(X - S, 0) for a put, where X is equal to the original strike X...

loxx

These options can be exercised at their initial maturity date /I but are extended to T2 if the option is out-of-the-money at ti. The payoff from a writer-extendible call option at time T1 (T1 < T2) is (via "The Complete Guide to Option Pricing Formulas") c(S, X1, X2, t1, T2) = (S - X1) if S>= X1 else cBSM(S, X2, T2-T1) and for a writer-extendible put is ...

loxx 已更新 

In a reset call (put) option, the strike is reset to the asset price at a predetermined future time, if the asset price is below (above) the initial strike price. This makes the strike path-dependent. The payoff for a call at maturity is equal to max((S-X)/X, 0) where is equal to the original strike X if not reset, and equal to the reset strike if reset....

loxx

A fade-in call has the same payoff as a standard call except the size of the payoff is weighted by how many fixings the asset price were inside a predefined range (L, U). If the asset price is inside the range for every fixing, the payoff will be identical to a plain vanilla option. More precisely, for a call option, the payoff will be max(S(T) - X, 0) X 1/n...

loxx 已更新 

A log contract, first introduced by Neuberger (1994) and Neuberger (1996), is not strictly an option. It is, however, an important building block in volatility derivatives (see Chapter 6 as well as Demeterfi, Derman, Kamal, and Zou, 1999). The payoff from a log contract at maturity T is simply the natural logarithm of the underlying asset divided by the strike...

loxx 已更新 

A log option introduced by Wilmott (2000) has a payoff at maturity equal to max(log(S/X), 0), which is basically an option on the rate of return on the underlying asset with strike log(X). The value of a log option is given by: (via "The Complete Guide to Option Pricing Formulas") e^−rT * n(d2)σ√(T − t) + e^−rT*(log(S/K) + (b −σ^2/2)T) * N(d2) where N(*) is...

loxx 已更新 

A log contract, first introduced by Neuberger (1994) and Neuberger (1996), is not strictly an option. It is, however, an important building block in volatility derivatives (see Chapter 6 as well as Demeterfi, Derman, Kamal, and Zou, 1999). The payoff from a log contract at maturity T is simply the natural logarithm of the underlying asset divided by the strike...

loxx 已更新 

At maturity, a powered call option pays off max(S - X, 0)^i and a put pays off max(X - S, 0)^i . Esser (2003 describes how to value these options (see also Jarrow and Turnbull, 1996, Brockhaus, Ferraris, Gallus, Long, Martin, and Overhaus, 1999). (via "The Complete Guide to Option Pricing Formulas") b=r options on non-dividend paying stock b=r-q options on...

loxx 已更新 

Power options can lead to very high leverage and thus entail potentially very large losses for short positions in these options. It is therefore common to cap the payoff. The maximum payoff is set to some predefined level C. The payoff at maturity for a capped power call is min . Esser (2003) gives the closed-form solution: (via "The Complete Guide to Option...