I am looking to make a single custom column for the options chain. I am simple looking for a tool to create the price difference between the theoretical option price and ask price of that option. Specifically it will be a column that lists the price difference between a strangle theoretical price and current ask so I can run through some statistics without having to break out the calculator every change in theo price.
I've tried a few basic things but don't seem to be able to figure out how to get it working.
This is one of many combinations I've tried
def PriceDiff;
Input Theo = TheoreticalOptionPrice;
PriceDiff = Theo - ask;
This actually allows me to apply, but the return in the column is NaN
Plot PriceDiff = TheoreticalOptionPrice() - ask();
I've tried a few basic things but don't seem to be able to figure out how to get it working.
This is one of many combinations I've tried
def PriceDiff;
Input Theo = TheoreticalOptionPrice;
PriceDiff = Theo - ask;
This actually allows me to apply, but the return in the column is NaN
Plot PriceDiff = TheoreticalOptionPrice() - ask();
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