Option Price & Greeks [TennAlgo]

16 ส.ค.

A simple and checked pine script indicator showing theoretical option value and Greeks for giving sigma and other parameters.

You can change the underlying price and giving sigma to your sources to get a dynamical BSM option value.

Price and Greeks are plotted in subplot, but a user friendly table is given in top-right.

Enjoy it and leave your issues here, which might be corrected soon or later.

17 ส.ค.

เอกสารเผยแพร่

A fast and checked BSM option calculator based on famous algorithm "lets be rational".

You can switch the calculation mode between "option valuation" and "deducing implied volatility (IV)". The Greeks and valuation/IV will be showed in table at top-right.

The indicator also occupies a subplot window outputting results as usable numbers instead string in the table. In case you want to integrate the result into your indicators.

Enjoy and leave issues here.

17 ส.ค.

เอกสารเผยแพร่

UI slightly changed.