Scoodood
New member
Hi, I am new to ThinkScript. I have tried out the following code snippet but it doesn't plot any chart at all.
https://tlc.thinkorswim.com/center/reference/thinkScript/Functions/Option-Related/Delta
I also tried the most basic code like this but it still doesn't plot anything.
Any idea what went wrong here? Thanks.
https://tlc.thinkorswim.com/center/reference/thinkScript/Functions/Option-Related/Delta
Code:
declare lower;
def epsilon = 0.01 * close(GetUnderlyingSymbol());
plot approxDelta = (OptionPrice(underlyingPrice = close(GetUnderlyingSymbol()) + epsilon) - OptionPrice()) / epsilon;
plot Delta = Delta();
I also tried the most basic code like this but it still doesn't plot anything.
Any idea what went wrong here? Thanks.
Code:
declare lower;
plot Delta = Delta();
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