Whenever the price is above the green line short PE only.
Why credit put ratios much more attractive than call ratios.
Conclusion: the author's conclude that YES there is risk premium in puts otms, which they call it "skew risk premium", and while almost half of implied skew observed in option prices of PEs is due to negative index volatility correlation the...
5MSM VISHNU Indicator for Trending Markets originally written by patrick1994.
It was originally based on the MACD 12-26 and the 50 bar EMA .
The macd hist is color coded with green as buy and sell as red.
I added an option to use a couple of lower lag ema's (See line 13 - ema_signal).
5MSM VISHNU with MACD Indicator for Trending Markets
Originally written by...
Important notes:
1. This strategy is designed for same day SPY option scalping. All profit shown in back testing report is based on Profit/Loss (P/L) estimates from trading options with approximately 6 months of data. By default, it is set to 10 option contracts. By default the initial capital is set to $5000. Pyramiding is set to 3.
2. This strategy works better...
This strategy is mainly developed for scalping / intraday trading. It could potentially be used to identify entry/exit signals for short term options trading. It performs decently well on popular stocks when used on time frames between 5 min to 15 min using regular session bar data. It combines 3 popular indicators, EMA, MACD, and William %range, to generate both...
Description:
Plots the Weekly Expected Move (wEM) using the following week's Option Chain ATM Call+Put ask price to determine the EM for the following week
The wEM is the options market pricing in the expected future volatility for the following week.
The wEM is the range that the underlying price will be contained during the week 68% of the time.
These levels...
This script calculates the Implied Volatility (IV) based on the daily returns of price using a standard deviation. It then annualizes the 30 day average to create the historical Implied Volatility. This indicator is intended to measure the IV for options traders but could also provide information for equities traders to show how price is extended in the expected...
Swing Reversal Indicator was meant to help identify pivot points on the chart which indicate momentum to buy and sell. The indicator uses 3 main questions to help plot the points:
Criteria
Did price take out yesterday's high or low?
Is today's range bigger than yesterday? (Indicates activity in price)
Is the close in the upper/lower portion of the candle?...
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...
Monthly options expiration for the year 2022.
Also you can set a flag X no. of days before the expiration date. I use it at as marker to take off existing positions in expiration week or roll to next expiration date or to place new trades.
Happy new year 2022 in advance and all the best traders.
ENGLISH
This indicator (V-R-P) calculates the (one month) Volatility Risk Premium for GOLD and SILVER.
V-R-P is the premium hedgers pay for over Realized Volatility for GOLD and SILVER options.
The premium stems from hedgers paying to insure their portfolios, and manifests itself in the differential between the price at which options are sold (Implied...
Monthly options expiration for the year 2021.
Also you can set a flag X no. of days before the expiration date. I use it at as marker to take off existing positions in expiration week or roll to next expiration date or to place new trades.
Happy new year 2021 in advance and all the best traders.
Monthly options expiration for the year 2020.
Also you can set a flag X no. of days before the expiration date. I use it at as marker to take off existing positions in expiration week or roll to next expiration date or to place new trades.
Happy new year 2020 and all the best traders.
