![]() GammaExposure - Shows the total gamma exposureįor the GammaExposure data type, there are three settings as of now based on various formulas I have found.Volume - Shows the total call and put volume.OpenInterest - Shows the total call and put open interest.The results of this scan are configurable as well, by setting the 'data type'. ![]() It does not use any part of the options scanner that is built into the platform or the condition wizard. This is a custom study I wrote in thinkscript. Warning: Setting the strike depth to large values requires significant processing power, and will result in slow loading times. The 'series' determines what option expiries to look for.įor example: With a strike depth of 5, and the series set to weekly, the study will scan all options for that day that are expiring on the next upcoming friday, starting ATM and going ITM 5 strikes, and OTM 5 strikes. ![]() The 'strike depth' is how far ITM, and OTM the study will scan starting with ATM options. The conditions are configurable for a certain 'strike depth' and 'series'. It will be hidden automatically on intraday charts. Please note that this indicator only works on a daily timeframe. Based on the great work done by others here, I present the OptionsHacker- An indicator that will scan the options chain and display information about volume, open interest, and gamma exposure.
0 Comments
Leave a Reply. |
Details
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |