Custom Watchlist Indicator (looking for help)

Brain Monkey

Brain Monkey

New member
Ok so this is a real simple watch list indicator to help (maybe) give me some idea which strikes get pinned on Options Exp.
  • I start by making a custom watch list with just SPX.
  • Then I run an options scan on my SPX watch list and I filter "Days to Exp" to capture just those options that pertain to the up coming Options Exp.
  • I then add columns for price, volume, open interest and this custom column. (I know this makes A LOT of assumptions about whether the volume is net short or long plus a bazillion other things)
  • Then I click on the columns to get a sense of what is being most heavily traded, what has the most open interest and which delta's the market makers have to hedge in order to remain market neutral.
Code:
def Pain = ((bid + ask)/2) *  volume;
plot R = Pain/1000;

My question is: I want to make an "if then" statement that takes all my NaN results and makes them zero, so that when I click on my Custom Pain column, all the highest results go to the top and all the NaN's go to the bottom. I hope this makes sense. Also if anyone else has a better approach, I would love to see. Thank you.
 
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