I'm currently trying to figure out how ThinkOrSwim calculates the greeks and Implied Volatility. If anyone has any insight on how it does this and would share, I would be very greatful.
here are some links on option greeks that might help
options data, greeks, delta, theta,
https://usethinkscript.com/threads/black-scholes-options-model-by-mobius-for-thinkorswim.326/
custom
Black Scholes Options Model by Mobius for ThinkorSwim
markos
Jul 10, 2019
post7
Here are some threads that mention the SeriesVolatility function
https://www.one-tab.com/page/jQhBYwoGTi-zEaCB7pMgjQ
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https://usethinkscript.com/threads/option-greeks-calculation-labels-for-thinkorswim.399/#post-2643
indicators
Option Greeks Calculation Labels for ThinkorSwim
markos
Jul 25, 2019
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options, 2nd order greeks
vanna
https://spotgamma.com/options-vanna-charm/
https://www.thebalance.com/vanna-explanation-of-the-options-greek-1031331
2nd order greeks
https://medium.com/hypervolatility/options-greeks-vanna-charm-vomma-dvegadtime-77d35c4db85c
Options Greeks: Vanna, Charm, Vomma, DvegaDtime
https://spotgamma.com/options-vanna/
https://financetrainingcourse.com/education/2014/06/vega-volga-and-vanna-the-volatility-greeks/
option basics
https://www.thebalance.com/options-definition-3305952
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xls file
calc greeks
https://financetrainingcourse.com/e...ks-using-solver-to-hedge-vega-gamma-exposure/
In this chapter we start with building a simple Excel spreadsheet that will us allow us to hedge Gamma and Vega exposure for a single short position in a call option contract.