Hoping for some help on this indicator. I've tried all kinds of combos of getting Tos to plot gamma and delta...with and without parenthesis, using reference, using OptionGamma & OptionDelta, etc. Can't get this damn thing to plot.
Ruby:
declare upper;
def c = close;
plot gwapCall = c + (((gamma() * (VWAP() - c)) + delta()) * (VWAP() - c));
plot gwapPut = c + (((gamma() * (VWAP() - c)) - delta()) * (VWAP() - c));