unusual options activity screener thinkorswim

#Unusual options activity screener thinkorswim archive#
#Unusual options activity screener thinkorswim code#
#Unusual options activity screener thinkorswim series#

Input Show_Adjusted_for_Bmk_IV = no #Hint Show_Adjusted_for_Bmk_HV: Default no. Input Show_Unadjusted_Positions = yes #hint Show_Unadjusted_Positions: Show label with position and share counts for Full, Half and Quarter positions of Prospect Security unadjusted for the Historical Volatility of either the Benchmark or the Prospect Security. Input displayBenchmarkPosition = yes #Hint displayBenchmarkPosition: Display label denoting Benchmark Symbol and share size Input displayIVLabels = no #Hint displayIVLabels: Display colored labels containing symbol_IV and IV for Benchmark and Symbol # This study pairs with a HV position calculator But you should do whatever works best for you and your style. The Author prefers that a chart of the Historical Volatility of the Benchmark Index and the Prospect Security be placed immediately above the subchart containing the labels. You may choose to display all four preconfigured labels or only a portion of them. This Benchmark is adjustable by the investor without altering the code. #The author has chosen a Benchmark Position size of 100 shares of SPY. #The study creates four labels describing suggested positions depending on the desires of the investor. It is an attempt to remind investors to adjust their position sizes when the volatility of the market changes and/or for the volatility of the security the investor is considering taking a position in.

#Unusual options activity screener thinkorswim code#

# Adds mobius code for vertical earnings datelines # Code clones incorporates snippets from TDAmeritrade adds chartBubbles and chart label defaults # Tos Name: IV_PositionCalc_JohnnyQuotron

#Unusual options activity screener thinkorswim archive#

# Archive Name: Implied Volatility Position Calculator_JQ The code below is WIP (work in progress). ' Starting Value = ' + AsDollars(t), GetColor(Label_Color_Choice)) ' Implied Move = ' + AsDollars(ImpMove) + Lower786.SetDefaultColor(Color.dark_gray) ĪddLabel(show_label, 'Series ' + Series_IV + ' IV = ' + AsPercent(seriesIV) + Plot lower786 = if bar >= HighestAll(tBar) and Show_Fibs Lower618.SetDefaultColor(Color.dark_gray) Plot lower618 = if bar >= HighestAll(tBar) and Show_Fibs Lower50.SetDefaultColor(Color.dark_gray) Plot lower50 = if bar >= HighestAll(tBar) and Show_Fibs Lower382.SetDefaultColor(Color.dark_gray) Plot lower382 = if bar >= HighestAll(tBar) and Show_Fibs Lower236.SetDefaultColor(Color.dark_gray) Plot lower236 = if bar >= HighestAll(tBar) and Show_Fibs Upper786.SetDefaultColor(Color.dark_gray) Plot upper786 = if bar >= HighestAll(tBar) and Show_Fibs Upper618.SetDefaultColor(Color.dark_gray) Plot upper618 = if bar >= HighestAll(tBar) and Show_Fibs Upper50.SetDefaultColor(Color.dark_gray) Plot upper50 = if bar >= HighestAll(tBar) and Show_Fibs Upper382.SetDefaultColor(Color.dark_gray) Plot upper382 = if bar >= HighestAll(tBar) and Show_Fibs Upper236.SetDefaultColor(Color.dark_gray) Plot upper236 = if bar >= HighestAll(tBar) and Show_Fibs Lower.SetPaintingStrategy(PaintingStrategy.DASHES) Įlse double.nan, upper, color.dark_gray, color.dark_gray) Lower.SetDefaultColor(GetColor(Label_Color_Choice)) Upper.SetPaintingStrategy(PaintingStrategy.DASHES) Upper.SetDefaultColor(GetColor(Label_Color_Choice)) Mean.SetDefaultColor(GetColor(Label_Color_Choice)) Input DefTime = Īssert(series_IV > 0, ''series' must be positive: ' + series_IV) ĭef CurrentDOM = getDayOfMonth(getYyyyMmDd()) ĭef Day1DOW1 = getDayOfWeek(CurrentYear * 10000 + CurrentMonth * 100 + 1) ĭef Day1DOW = getDayOfWeek(ExpYear * 10000 + ExpMonth2 * 100 + 1) ĭef ImpMove = Round(((t * seriesIV * Sqrt(nDays)) / Sqrt(365)) / TickSize(), 0) * TickSize()

#Unusual options activity screener thinkorswim series#

Input Series_IV = 1 #hint Series_IV: Series 1 is closest expirery. #- Mobius_ Implied Move For Different Series IV # End Code Weekly Options Shared link: Scanner for Weekly Implied Move

, if close > RTHopen then een else color.red) GetATMOption(GetUnderlyingSymbol(), OptionDateString, OptionClass.CALL) + # Weekly Options Implied Volatility Plotted intradayĪssert(series > 0, ''series' must be positive: ' + series) ĭef RTHopen = open(period = AggregationPeriod.Day) ĭef CurrentDOM = GetDayOfMonth(GetYYYYMMDD()) ĭef Day1DOW1 = GetDayOfWeek(CurrentYear * 10000 + CurrentMonth * 100 + 1) # First DOM is this DOWĭef FirstFridayDOM1 = if Day1DOW1 CurrentDOMĭef Day1DOW = GetDayOfWeek(ExpYear * 10000 + ExpMonth2 * 100 + 1) ĭef FirstFridayDOM = if Day1DOW 0 then ClosedForm_IV_est else double.nan ĭef ImpMove = Round((close * Intraday_IV / Sqrt(365)) / tickSize(), 0) * tickSize() ĪddLabel(show_label and IsOptionable(), 'ATM Call option is ' +