Code won't display label with value

[tostrader994857]

Entered the code below, but chart label just says "N/A". I am trying to calculate implied stock move by obtaining atm put and call option prices. Then inputting a formula which is defined as "Y". But when i try to plot the value of Y, it just says "N/A", but the value of the ATMStrike is displayed.

Input ExpirationDate = 20240209;

input strikeDistance = 1; # change this value based on symbol , 5 for SPX, 1 for SPY etc.
def c = close(symbol = GetUnderlyingSymbol());
plot ATMStrike = Round(c / strikeDistance, 0) * strikeDistance;

def atmPut = close(GetATMOption(GetUnderlyingSymbol(), ExpirationDate, OptionClass.PUT));
def atmCall = close(GetATMOption(GetUnderlyingSymbol(), ExpirationDate, OptionClass.CALL));

def underlyingStockLastPrice = close(GetUnderlyingSymbol(), priceType = PriceType.LAST);


def move = (atmPut + atmCall - (ATMStrike - underlyingStockLastPrice));
plot Y = (move / underlyingStockLastPrice) * 100;

AddLabel(yes , "Closest Strike: " + ATMStrike + " ", Color.Gray);
AddLabel(yes , Y , Color.Gray);

 

[halcyonguy]

Entered the code below, but chart label just says "N/A". I am trying to calculate implied stock move by obtaining atm put and call option prices. Then inputting a formula which is defined as "Y". But when i try to plot the value of Y, it just says "N/A", but the value of the ATMStrike is displayed.

Input ExpirationDate = 20240209;

input strikeDistance = 1; # change this value based on symbol , 5 for SPX, 1 for SPY etc.
def c = close(symbol = GetUnderlyingSymbol());
plot ATMStrike = Round(c / strikeDistance, 0) * strikeDistance;

def atmPut = close(GetATMOption(GetUnderlyingSymbol(), ExpirationDate, OptionClass.PUT));
def atmCall = close(GetATMOption(GetUnderlyingSymbol(), ExpirationDate, OptionClass.CALL));

def underlyingStockLastPrice = close(GetUnderlyingSymbol(), priceType = PriceType.LAST);


def move = (atmPut + atmCall - (ATMStrike - underlyingStockLastPrice));
plot Y = (move / underlyingStockLastPrice) * 100;

AddLabel(yes , "Closest Strike: " + ATMStrike + " ", Color.Gray);
AddLabel(yes , Y , Color.Gray);

when asking questions,
tell us where you are using the code and what timeframe,
chart, column, scan,..

what symbol are you using,
stock or option?

if you are plotting a stock on a chart, why are you using

def underlyingStockLastPrice = close(GetUnderlyingSymbol(), priceType = PriceType.LAST);

just use close.


something related, till someone posts exact answer
https://usethinkscript.com/threads/thinkscript-not-detecting-option.15630/#post-126019

 

[halcyonguy]

Entered the code below, but chart label just says "N/A". I am trying to calculate implied stock move by obtaining atm put and call option prices. Then inputting a formula which is defined as "Y". But when i try to plot the value of Y, it just says "N/A", but the value of the ATMStrike is displayed.

Input ExpirationDate = 20240209;

input strikeDistance = 1; # change this value based on symbol , 5 for SPX, 1 for SPY etc.
def c = close(symbol = GetUnderlyingSymbol());
plot ATMStrike = Round(c / strikeDistance, 0) * strikeDistance;

def atmPut = close(GetATMOption(GetUnderlyingSymbol(), ExpirationDate, OptionClass.PUT));
def atmCall = close(GetATMOption(GetUnderlyingSymbol(), ExpirationDate, OptionClass.CALL));

def underlyingStockLastPrice = close(GetUnderlyingSymbol(), priceType = PriceType.LAST);


def move = (atmPut + atmCall - (ATMStrike - underlyingStockLastPrice));
plot Y = (move / underlyingStockLastPrice) * 100;

AddLabel(yes , "Closest Strike: " + ATMStrike + " ", Color.Gray);
AddLabel(yes , Y , Color.Gray);

several things wrong,
using a friday date instead of sat.
using a past date instead of future date
for most symbols, use 3rd sat in month. for weeklies, use any sat.

made it a lower,
change close formulas
add labels for put and call symbols
add labels for put and call prices


side note,
if you look at a small timeframe, like 1 minute, there is a chance there is no trades on the options and it will return N/A. look at DAY data, to get working, then tweak if needed for smaller times ( use isnan() to check if option price is an error, then set to a previous value)


i left in my extra codes and notes

#option_atm_symbols4

#https://usethinkscript.com/threads/code-wont-display-label-with-value.17868/
#Code won't display label with value
#tostrader994857  2/17

#Entered the code below, but chart label just says "N/A". I am trying to calculate implied stock move by obtaining atm put and call option prices. Then inputting a formula which is defined as "Y". But when i try to plot the value of Y, it just says "N/A", but the value of the ATMStrike is displayed.

declare lower;

# fri
#Input ExpirationDate = 20240209;
# sat
#Input ExpirationDate = 20240210;

# fri
#Input ExpirationDate = 20240315;
# sat  works
Input ExpirationDate = 20240316;


# change this value based on symbol , 5 for SPX, 1 for SPY etc.
input strikeDistance = 1;

#def c = close(symbol = GetUnderlyingSymbol());
def c = close;

#plot ATMStrike = Round(c / strikeDistance, 0) * strikeDistance;
def ATMStrike = Round(c / strikeDistance, 0) * strikeDistance;

def atmPut = close(GetATMOption(GetUnderlyingSymbol(), ExpirationDate, OptionClass.PUT));
def atmCall = close(GetATMOption(GetUnderlyingSymbol(), ExpirationDate, OptionClass.CALL));

#def underlyingStockLastPrice = close(GetUnderlyingSymbol(), priceType = PriceType.LAST);
def underlyingStockLastPrice = close;

def move = (atmPut + atmCall - (ATMStrike - underlyingStockLastPrice));
plot Y = (move / underlyingStockLastPrice) * 100;


AddLabel(yes , "Closest Strike: " + ATMStrike + " ", Color.Gray);
AddLabel(yes , Y + " %", Color.Gray);


addlabel(1, " ", color.black);
addlabel(1, "put " +
 (GetATMOption(GetUnderlyingSymbol(), ExpirationDate, OptionClass.PUT))
, color.yellow);
addlabel(1, atmPut, color.yellow);

addlabel(1, " ", color.black);
addlabel(1, "call " +
 (GetATMOption(GetUnderlyingSymbol(), ExpirationDate, OptionClass.call))
, color.cyan);
addlabel(1, atmcall, color.cyan);

addlabel(1, " ", color.black);

#----------------------


# debugging,
# go to the code line causing an error.
# put some of the variables in a bubble to see what is happening

# add this to end of code
# both are N/A
addchartbubble(0, low,
move + "\n" +
y
, color.yellow, no);


# add this ad end of code, to show the values in move formula
# put and call are N/A
addchartbubble(0, low,
atmPut + "\n" +
atmCall + "\n" +
ATMStrike + "\n" +
underlyingStockLastPrice + "\n"
, color.yellow, no);
#