Options Vol/Open Interest For ThinkOrSwim

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to be honest im not sure what retail company allows you to setup intricate custom scans for options such as the example you stated in this first post... maybe others can chime in or if you find out you can share your findings.
 
This code, i believe, is coded for monthly & quarterly options. It is posted here for experimental purposes.

Code:
# Option Prices At Close with Open Interest Intraday Charts Only
# Mobius
# V01.03.2017

declare hide_on_daily;

input series = 1;
input show_All_labels = yes;

Assert(series > 0, "'series' must be positive: " + series);

def c = close;
def interest_rate = GetInterestRate();
def yield = GetYield() * 4;
def iv;
if GetAggregationPeriod() < AggregationPeriod.DAY {
    iv = imp_volatility(period = AggregationPeriod.DAY);
} else {
    iv = imp_volatility();
}

def CurrentYear = GetYear();
def CurrentMonth = GetMonth();
def CurrentDOM = GetDayOfMonth(GetYYYYMMDD());
def Day1DOW1 = GetDayOfWeek(CurrentYear * 10000 + CurrentMonth * 100 + 1);
def FirstFridayDOM1 = if Day1DOW1 < 6
                      then 6 - Day1DOW1
                      else if Day1DOW1 == 6
                           then 7
                           else 6;

def RollDOM = FirstFridayDOM1 + 14;
def ExpMonth1 = if RollDOM > CurrentDOM
                then CurrentMonth + series - 1
                else CurrentMonth + series;
def ExpMonth2 = if ExpMonth1 > 12
                then ExpMonth1 - 12
                else ExpMonth1;
def ExpYear = if ExpMonth1 > 12
              then CurrentYear + 1
              else CurrentYear;
def Day1DOW = GetDayOfWeek(ExpYear * 10000 + ExpMonth2 * 100 + 1);
def FirstFridayDOM = if Day1DOW < 6
                     then 6 - Day1DOW
                     else if Day1DOW == 6
                          then 7
                          else 6;
def ExpDOM = FirstFridayDOM + 14;
def N3rdF = DaysTillDate(ExpYear * 10000 + ExpMonth2 * 100 + ExpDOM);
def OptionDateString = ExpYear * 10000 + ExpMonth2 * 100 + ExpDOM + 1;
Addlabel(1, "Options Expy. Date: " + ExpMonth2 + "/" + ExpDOM + "/" + AsPrice(ExpYear), color.white);

# Strike Plots
plot Strike = HighestAll(if IsNaN(c[-1])
                         then Round(c, 0)
                         else Double.NaN);
Strike.SetDefaultColor(Color.CYAN);
plot OTM_1_Strike = HighestAll(if IsNaN(c[-1])
                               then Round(c, 0) - 1
                               else Double.NaN);
OTM_1_Strike.SetDefaultColor(Color.CYAN);
plot OTM_2_Strike = HighestAll(if IsNaN(c[-1])
                               then Round(c, 0) - 2
                               else Double.NaN);

OTM_2_Strike.SetDefaultColor(Color.CYAN);
plot ITM_1_Strike = HighestAll(if IsNaN(c[-1])
                               then Round(c, 0) + 1
                               else Double.NaN);

ITM_1_Strike.SetDefaultColor(Color.CYAN);
plot ITM_2_Strike = HighestAll(if IsNaN(c[-1])
                               then Round(c, 0) + 2
                               else Double.NaN);

ITM_2_Strike.SetDefaultColor(Color.CYAN);

# At The Money
def ATMTheoC = OptionPrice(Strike, 0, N3rdF, c, iv, 0, yield, interest_rate);
def ATM_CALL = if IsNaN(ATMTheoC)
               then ATM_CALL[1]
               else ATMTheoC;

def ATM_OI_C = open_interest(GetATMOption(GetUnderlyingSymbol(), OptionDateString, OptionClass.CALL), period = AggregationPeriod.DAY);

def ATMOIC = if IsNaN(ATM_OI_C)
             then ATMOIC[1]
             else ATM_OI_C;

def ATMTheoP = OptionPrice(Strike, 1, N3rdF, c, iv, 0, yield, interest_rate);
def ATM_PUT = if IsNaN(ATMTheoP)
              then ATM_PUT[1]
              else ATMTheoP;

def ATM_OI_P = open_interest(GetATMOption(GetUnderlyingSymbol(), OptionDateString, OptionClass.PUT), period = AggregationPeriod.DAY);

def ATMOIP = if IsNaN(ATM_OI_P)
             then ATMOIP[1]
             else ATM_OI_P;

def bubbleLocation = IsNaN(c[2]) and !IsNaN(c[3]);
AddChartBubble(bubbleLocation, Strike, "CALL = " +
               AsDollars(ATM_CALL) +

            "  OI = " +

               ATMOIC +

              "\nPUT    = " + AsDollars(ATM_PUT) +

            "  OI = " + ATMOIP, 

               Color.CYAN,

               if c > Strike 

               then 0 

               else 1);

# $1.00 Out Of The Money

def OTM_1_TheoC = OptionPrice(OTM_1_Strike, 0, N3rdF, c, iv, 0, yield, interest_rate);

def OTM_1_CALL = if IsNaN(OTM_1_TheoC)
                 then OTM_1_CALL[1]
                 else OTM_1_TheoC;

def OTM_OI_C = open_interest("." + GetUnderlyingSymbol() + (Expyear-2000) + (if Expmonth2 < 10 then 0 else double.nan) + (ExpMonth2) + (N3rdF) + "C" + OTM_1_Strike, period = AggregationPeriod.DAY);

def OTMOIC = if IsNaN(OTM_OI_C)
             then OTMOIC[1]
             else OTM_OI_C;

def OTM_1_TheoP = OptionPrice(OTM_1_Strike, 1, N3rdF, c, iv, 0, yield, interest_rate);

def OTM_1_PUT = if IsNaN(OTM_1_TheoP)
                then OTM_1_PUT[1]
                else OTM_1_TheoP;

def OTM_OI_P = open_interest("." + GetUnderlyingSymbol() + (Expyear-2000) + (if Expmonth2 < 10 then 0 else double.nan) + (ExpMonth2) + (N3rdF) + "P" + OTM_1_Strike, period = AggregationPeriod.DAY);

def OTMOIP = if IsNaN(OTM_OI_P)
             then OTMOIP[1]
             else OTM_OI_P;

AddChartBubble(bubbleLocation, OTM_1_Strike, "CALL = " +

               AsDollars(OTM_1_CALL) +
           "   OI = " + OTMOIC +
              "\nPUT    = " + AsDollars(OTM_1_PUT) +
           "   OI = " + OTMOIP, 
               Color.CYAN,
               if c > OTM_1_Strike 
               then 0 
               else 1);

# $2.00 Out Of The Money

def OTM_2_TheoC = OptionPrice(OTM_2_Strike, 0, N3rdF, c, iv, 0, yield, interest_rate);

def OTM_2_CALL = if IsNaN(OTM_2_TheoC)
                 then OTM_2_CALL[1]
                 else OTM_2_TheoC;

def OTM2_OI_C = open_interest("." + GetUnderlyingSymbol() + (Expyear-2000) + (if Expmonth2 < 10 then 0 else double.nan) + (ExpMonth2) + (N3rdF) + "C" + OTM_2_Strike, period = AggregationPeriod.DAY);

def OTMOIC2 = if IsNaN(OTM2_OI_C)
             then OTMOIC2[1]
             else OTM2_OI_C;

def OTM_2_TheoP = OptionPrice(OTM_2_Strike, 1, N3rdF, c, iv, 0, yield, interest_rate);

def OTM_2_PUT = if IsNaN(OTM_2_TheoP)
                then OTM_2_PUT[1]
                else OTM_2_TheoP;

def OTM2_OI_P = open_interest("." + GetUnderlyingSymbol() + (Expyear-2000) + (if Expmonth2 < 10 then 0 else double.nan) + (ExpMonth2) + (N3rdF) + "P" + OTM_2_Strike, period = AggregationPeriod.DAY);

def OTMOIP2 = if IsNaN(OTM2_OI_P)
             then OTMOIP2[1]
             else OTM2_OI_P;

AddChartBubble(bubbleLocation, OTM_2_Strike, "CALL = " +

               AsDollars(OTM_2_CALL) +

           "   OI = " + OTMOIC2 +

              "\nPUT    = " + AsDollars(OTM_2_PUT) +

           "   OI = " + OTMOIP2, 

               Color.CYAN,

               if c > OTM_2_Strike 

               then 0 

               else 1);

# $1.00 In The Money
def ITM_1_TheoC = OptionPrice(ITM_1_Strike, 0, N3rdF, c, iv, 0, yield, interest_rate);

def ITM_1_CALL = if IsNaN(ITM_1_TheoC)
                 then ITM_1_CALL[1]
                 else ITM_1_TheoC;

def ITM_OI_C = open_interest("." + GetUnderlyingSymbol() + (Expyear-2000) + (if Expmonth2 < 10 then 0 else double.nan) + (ExpMonth2) + (N3rdF) + "C" + ITM_1_Strike, period = AggregationPeriod.DAY);

def ITMOIC = if IsNaN(ITM_OI_C)
             then ITMOIC[1]
             else ITM_OI_C;

def ITM_1_TheoP = OptionPrice(ITM_1_Strike, 1, N3rdF, c, iv, 0, yield, interest_rate);

def ITM_1_PUT = if IsNaN(ITM_1_TheoP)
                then ITM_1_PUT[1]
                else ITM_1_TheoP;

def ITM_OI_P = open_interest("." + GetUnderlyingSymbol() + (Expyear-2000) + (if Expmonth2 < 10 then 0 else double.nan) + (ExpMonth2) + (N3rdF) + "P" + ITM_1_Strike, period = AggregationPeriod.DAY);

def ITMOIP = if IsNaN(ITM_OI_P)
             then ITMOIP[1]
             else ITM_OI_P;

AddChartBubble(bubbleLocation, ITM_1_Strike, "CALL = " +

               AsDollars(ITM_1_CALL) +

            "  OI = " + ITMOIC +

              "\nPUT    = " + AsDollars(ITM_1_PUT) +

            "  OI = " + ITMOIP, 

               Color.CYAN,

               if Strike > ITM_1_Strike 

               then 0 

               else 1);

# $2.00 In The Money
def ITM_2_TheoC = OptionPrice(ITM_2_Strike, 0, N3rdF, c, iv, 0, yield, interest_rate);

def ITM_2_CALL = if IsNaN(ITM_2_TheoC)
                 then ITM_2_CALL[1]
                 else ITM_2_TheoC;

def ITM2_OI_C = open_interest("." + GetUnderlyingSymbol() + (Expyear-2000) + (if Expmonth2 < 10 then 0 else double.nan) + (ExpMonth2) + (N3rdF) + "C" + ITM_2_Strike, period = AggregationPeriod.DAY);

def ITMOIC2 = if IsNaN(ITM2_OI_C)
             then ITMOIC2[1]
             else ITM2_OI_C;

def ITM_2_TheoP = OptionPrice(ITM_2_Strike, 1, N3rdF, c, iv, 0, yield, interest_rate);

def ITM_2_PUT = if IsNaN(ITM_2_TheoP)
                then ITM_2_PUT[1]
                else ITM_2_TheoP;

def ITM2_OI_P = open_interest("." + GetUnderlyingSymbol() + (Expyear-2000) + (if Expmonth2 < 10 then 0 else double.nan) + (ExpMonth2) + (N3rdF) + "P" + ITM_2_Strike, period = AggregationPeriod.DAY);

def ITMOIP2 = if IsNaN(ITM2_OI_P)
             then ITMOIP2[1]
             else ITM2_OI_P;

AddChartBubble(bubbleLocation, ITM_2_Strike, "CALL = " +

               AsDollars(ITM_2_CALL) +

            "  OI = " + ITMOIC2 +

              "\nPUT    = " + AsDollars(ITM_2_PUT) +

            "  OI = " + ITMOIP2, 

               Color.CYAN,

               if Strike > ITM_2_Strike 

               then 0 

               else 1);
# End Code Option Prices and Open interest
@BenTen @markos @Pensar is there a way to add weeklies to this code?
 
@stockscouter87 It works for me

KpxuI4l.jpg
 
Hey I have a question if maybe someone can help with , I am looking for an OI change indicator to display in the options chain

OI-change.png
 
Last edited by a moderator:
Ratio Open Interest to Volume Percentage Change Column for ThinkorSwim

Volume is 2 times great than the Open Interest -- OI

THIS ONLY WORKS CORRECTLY AS A OPTION CHAIN COLUMN

Appreciation goes a long way... if you like my work or you found this post useful be sure to hit the like button to keep me motivated

yWmxqUQ.png


Code:
####Please Keep Code Intact if you share#######
##volume is 2 times greater than the OI COLUMN
##NOTE: IT ONLY WORKS AS A OPTION CHAIN COLUMN
def x2 = (volume > open_interest*2);
def x = (volume / open_interest)*100;
AddLabel(yes,  + Round(x , 0) + "%",color.black);
assignBackgroundColor (if x2 then color.orange  else color.black);
#######################################
#######By XeoNoX via usethinkscript.com#######
#######################################
 
Last edited:
Hello - I need some information on option scanner for ToS and appreciate any help.
I am looking to scan for options that has volume of 'x' (say 500 contracts) that were trading in last 5 mins, with any expiry that we choose.

Any thoughts on how we can accomplish this?

Thanks,
DayTrader
 
@thedaytrader007 its already been stated above... its not possible on TOS , you can scan for the current days total option volume on TOS, but you can not scan AGAINST option volume on TOS in any form. if you want that feature you can contact TD Ameritrade and request the feature.
 
@s1111, @stockscouter87
  • Modified script provided by @DeusMecanicus in Post #21
  • AsPrice function used to support stock price greater than 3 digits
  • optionSeriesPrefix is the option expiry date in format YYMMDD. This Expiry date can be determined automatically (for monthly and weekly options both ) but as of now it is manual modification. It is complex code, if I work on it I will update the code later
  • Put and Call Strike prices are determined based on current close price but could be previous day close.
  • Script is work in progress, shared as requested for other to use and modify as per their need. please read comments in the script

Code:
# Option Volume/Open Interest Indicator
# NPTrading : modified script provided by DeusMecanicus in Post #21
# NPTrading : AsPrice function used to support stock price in 4 digits
# NPTrading : optionSeriesPrefix is the option expiry date in format YYMMDD.  This Expiry date can be determined automatically (for monthly and weekly options both )but as of now it is manual modification.
# NPTrading : Strike price determined based on current close price but could be previous day close
# NPTrading : Script is work in progress, shared as requested for other to use and modify as per their need
# NPTrading : please read comments in the script

declare lower;
input optionSeriesPrefix = "201231"; #NPTrading : manually update option expiry date in format YYMMDD
input strikeSpacing = { ".5", "1", "2.5", "5", default "10", "25" }; #default 10 for large price stock


#NPTrading : Strike price determined based on current close price but could be previous day close
def PutStrike = Floor(close/10)*10;
def CallStrike = Floor(close/10)*10;


AddLabel(1, GetSymbol() + " Exp:" + optionSeriesPrefix + " CStrike:" + CallStrike + " PStrike:" + PutStrike , Color.WHITE);


input ShowAllLabels = no;
input Showput  = no;
input Showput1 = no;
input Showput2 = no;
input Showput3 = no;
input Showput4 = no;
input Showput5 = no;
input Showput6 = no;
input Showput7 = no;
input Showput8 = no;
input Showput9 = no;
input Showput10 = no;
input Showput11 = no;
input Showput12 = no;
input Showput13 = no;
input Showput14 = no;
input Showput15 = no;
input Showput16 = no;
input Showput17 = no;
input Showput18 = no;
input Showput19 = no;
input Showput20 = no;

input  Showcall = no;
input  Showcall1 = no;
input  Showcall2 = no;
input  Showcall3 = no;
input  Showcall4 = no;
input  Showcall5 = no;
input  Showcall6 = no;
input  Showcall7 = no;
input  Showcall8 = no;
input  Showcall9 = no;
input  Showcall10 = no;
input  Showcall11 = no;
input  Showcall12 = no;
input  Showcall13 = no;
input  Showcall14 = no;
input  Showcall15 = no;
input  Showcall16 = no;
input  Showcall17 = no;
input  Showcall18 = no;
input  Showcall19 = no;
input  Showcall20 = no;




### Put Option Volume
def putOptionVolume   = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 0))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 0));
def putOptionVolume1  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 1))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 1));
def putOptionVolume2  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 2))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 2));
def putOptionVolume3  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 3))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 3));
def putOptionVolume4  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 4))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 4));
def putOptionVolume5  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 5))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 5));
def putOptionVolume6  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 6))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 6));
def putOptionVolume7  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 7))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 7));
def putOptionVolume8  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 8))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 8));
def putOptionVolume9  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 9))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 9));
def putOptionVolume10 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 10))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 10));
def putOptionVolume11 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 11))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 11));
def putOptionVolume13 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 12))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 12));
def putOptionVolume12 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 13))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 13));
def putOptionVolume14 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 14))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 14));
def putOptionVolume15 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 15))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 15));
def putOptionVolume16 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 16))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 16));
def putOptionVolume17 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 17))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 17));
def putOptionVolume18 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 18))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 18));
def putOptionVolume19 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 19))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 19));
def putOptionVolume20 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 20))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 20));

###Call Option Volume
def callOptionVolume   = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 0))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 0));
def callOptionVolume1  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 1))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 1));
def callOptionVolume2  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 2))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 2));
def callOptionVolume3  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 3))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 3));
def callOptionVolume4  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 4))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 4));
def callOptionVolume5  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 5))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 5));
def callOptionVolume6  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 6))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 6));
def callOptionVolume7  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 7))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 7));
def callOptionVolume8  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 8))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 8));
def callOptionVolume9  = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 9))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 9));
def callOptionVolume10 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 10))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 10));
def callOptionVolume11 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 11))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 11));
def callOptionVolume12 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 12))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 12));
def callOptionVolume13 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 13))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 13));
def callOptionVolume14 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 14))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 14));
def callOptionVolume15 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 15))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 15));
def callOptionVolume16 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 16))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 16));
def callOptionVolume17 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 17))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 17));
def callOptionVolume18 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 18))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 18));
def callOptionVolume19 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 19))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 19));
def callOptionVolume20 = if IsNaN(volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 20))) then 0 else volume("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 20));


### Put Option ohlc4
def putOptionohlc4   = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 0))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 0));
def putOptionohlc41  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 1))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 1));
def putOptionohlc42  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 2))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 2));
def putOptionohlc43  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 3))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 3));
def putOptionohlc44  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 4))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 4));
def putOptionohlc45  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 5))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 5));
def putOptionohlc46  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 6))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 6));
def putOptionohlc47  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 7))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 7));
def putOptionohlc48  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 8))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 8));
def putOptionohlc49  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 9))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 9));
def putOptionohlc410 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 10))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 10));
def putOptionohlc411 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 11))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 11));
def putOptionohlc412 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 12))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 12));
def putOptionohlc413 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 13))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 13));
def putOptionohlc414 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 14))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 14));
def putOptionohlc415 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 15))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 15));
def putOptionohlc416 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 16))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 16));
def putOptionohlc417 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 17))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 17));
def putOptionohlc418 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 18))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 18));
def putOptionohlc419 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 19))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 19));
def putOptionohlc420 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 20))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 20));


####Call Option ohlc4
def callOptionohlc4   = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 0))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 0));
def callOptionohlc41  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 1))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 1));
def callOptionohlc42  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 2))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 2));
def callOptionohlc43  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 3))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 3));
def callOptionohlc44  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 4))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 4));
def callOptionohlc45  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 5))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 5));
def callOptionohlc46  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 6))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 6));
def callOptionohlc47  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 7))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 7));
def callOptionohlc48  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 8))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 8));
def callOptionohlc49  = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 9))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 9));
def callOptionohlc410 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 10))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 10));
def callOptionohlc411 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 11))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 11));
def callOptionohlc412 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 12))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 12));
def callOptionohlc413 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 13))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 13));
def callOptionohlc414 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 14))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 14));
def callOptionohlc415 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 15))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 15));
def callOptionohlc416 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 16))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 16));
def callOptionohlc417 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 17))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 17));
def callOptionohlc418 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 18))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 18));
def callOptionohlc419 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 19))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 19));
def callOptionohlc420 = if IsNaN(ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 20))) then 0 else ohlc4("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 20));


### Put Option tick_count
def putOptiontick_count   = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 0))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 0));
def putOptiontick_count1  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 1))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 1));
def putOptiontick_count2  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 2))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 2));
def putOptiontick_count3  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 3))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 3));
def putOptiontick_count4  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 4))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 4));
def putOptiontick_count5  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 5))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 5));
def putOptiontick_count6  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 6))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 6));
def putOptiontick_count7  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 7))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 7));
def putOptiontick_count8  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 8))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 8));
def putOptiontick_count9  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 9))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 9));
def putOptiontick_count10 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 10))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 10));
def putOptiontick_count11 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 11))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 11));
def putOptiontick_count13 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 12))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 12));
def putOptiontick_count12 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 13))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 13));
def putOptiontick_count14 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 14))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 14));
def putOptiontick_count15 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 15))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 15));
def putOptiontick_count16 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 16))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 16));
def putOptiontick_count17 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 17))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 17));
def putOptiontick_count18 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 18))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 18));
def putOptiontick_count19 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 19))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 19));
def putOptiontick_count20 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 20))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "P" + AsPrice(PutStrike - strikeSpacing * 20));

####Call Option tick_count
def callOptiontick_count   = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 0))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 0));
def callOptiontick_count1  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 1))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 1));
def callOptiontick_count2  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 2))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 2));
def callOptiontick_count3  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 3))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 3));
def callOptiontick_count4  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 4))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 4));
def callOptiontick_count5  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 5))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 5));
def callOptiontick_count6  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 6))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 6));
def callOptiontick_count7  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 7))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 7));
def callOptiontick_count8  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 8))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 8));
def callOptiontick_count9  = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 9))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 9));
def callOptiontick_count10 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 10))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 10));
def callOptiontick_count11 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 11))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 11));
def callOptiontick_count12 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 12))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 12));
def callOptiontick_count13 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 13))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 13));
def callOptiontick_count14 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 14))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 14));
def callOptiontick_count15 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 15))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 15));
def callOptiontick_count16 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 16))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 16));
def callOptiontick_count17 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 17))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 17));
def callOptiontick_count18 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 18))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 18));
def callOptiontick_count19 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 19))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 19));
def callOptiontick_count20 = if IsNaN(tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 20))) then 0 else tick_count("." + GetSymbol() + optionSeriesPrefix + "C" + AsPrice(CallStrike + strikeSpacing * 20));

####Show Individual Put Volume Labels
AddLabel(Showput    or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 0) + ":  " + putOptionVolume);
AddLabel(Showput1   or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 1) + ":  " + putOptionVolume1);
AddLabel(Showput2   or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 2) + ":  " + putOptionVolume2);
AddLabel(Showput3   or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 3) + ":  " + putOptionVolume3);
AddLabel(Showput4   or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 4) + ":  " + putOptionVolume4);
AddLabel(Showput5   or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 5) + ":  " + putOptionVolume5);
AddLabel(Showput6   or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 6) + ":  " + putOptionVolume6);
AddLabel(Showput7   or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 7) + ":  " + putOptionVolume7);
AddLabel(Showput8   or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 8) + ":  " + putOptionVolume8);
AddLabel(Showput9   or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 9) + ":  " + putOptionVolume9);
AddLabel(Showput10  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 10) + ":  " + putOptionVolume10);
AddLabel(Showput11  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 11) + ":  " + putOptionVolume11);
AddLabel(Showput12  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 12) + ":  " + putOptionVolume12);
AddLabel(Showput13  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 13) + ":  " + putOptionVolume13);
AddLabel(Showput14  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 14) + ":  " + putOptionVolume14);
AddLabel(Showput15  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 15) + ":  " + putOptionVolume15);
AddLabel(Showput16  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 16) + ":  " + putOptionVolume16);
AddLabel(Showput17  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 17) + ":  " + putOptionVolume17);
AddLabel(Showput18  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 18) + ":  " + putOptionVolume18);
AddLabel(Showput19  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 19) + ":  " + putOptionVolume19);
AddLabel(Showput20  or ShowAllLabels, "P" + AsPrice(PutStrike  - strikeSpacing * 20) + ":  " + putOptionVolume20);


#Show Individual Call Volume Labels
AddLabel(Showcall   or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 0) + ":  " + callOptionVolume,   Color.CYAN);
AddLabel(Showcall1  or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 1) + ":  " + callOptionVolume1,  Color.CYAN);
AddLabel(Showcall2  or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 2) + ":  " + callOptionVolume2,  Color.CYAN);
AddLabel(Showcall3  or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 3) + ":  " + callOptionVolume3,  Color.CYAN);
AddLabel(Showcall4  or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 4) + ":  " + callOptionVolume4,  Color.CYAN);
AddLabel(Showcall5  or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 5) + ":  " + callOptionVolume5,  Color.CYAN);
AddLabel(Showcall6  or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 6) + ":  " + callOptionVolume6,  Color.CYAN);
AddLabel(Showcall7  or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 7) + ":  " + callOptionVolume7,  Color.CYAN);
AddLabel(Showcall8  or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 8) + ":  " + callOptionVolume8,  Color.CYAN);
AddLabel(Showcall9  or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 9) + ":  " + callOptionVolume9,  Color.CYAN);
AddLabel(Showcall10 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 10) + ":  " + callOptionVolume10, Color.CYAN);
AddLabel(Showcall11 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 11) + ":  " + callOptionVolume11, Color.CYAN);
AddLabel(Showcall12 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 12) + ":  " + callOptionVolume12, Color.CYAN);
AddLabel(Showcall13 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 13) + ":  " + callOptionVolume13, Color.CYAN);
AddLabel(Showcall14 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 14) + ":  " + callOptionVolume14, Color.CYAN);
AddLabel(Showcall15 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 15) + ":  " + callOptionVolume15, Color.CYAN);
AddLabel(Showcall16 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 16) + ":  " + callOptionVolume16, Color.CYAN);
AddLabel(Showcall17 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 17) + ":  " + callOptionVolume17, Color.CYAN);
AddLabel(Showcall18 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 18) + ":  " + callOptionVolume18, Color.CYAN);
AddLabel(Showcall19 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 19) + ":  " + callOptionVolume19, Color.CYAN);
AddLabel(Showcall20 or ShowAllLabels, "C" + AsPrice(CallStrike + strikeSpacing * 20) + ":  " + callOptionVolume20, Color.CYAN);


plot Callvol = ((callOptionVolume * callOptionohlc4 * 100) + (callOptionVolume1 * callOptionohlc41 * 100) + (callOptionVolume2 * callOptionohlc42 * 100) + (callOptionVolume3 * callOptionohlc43 * 100) + (callOptionVolume4 * callOptionohlc44 * 100) + (callOptionVolume5 * callOptionohlc45 * 100) + (callOptionVolume6 * callOptionohlc46 * 100) + (callOptionVolume7 * callOptionohlc47 * 100) + (callOptionVolume8 * callOptionohlc48 * 100) + (callOptionVolume9 * callOptionohlc49 * 100) + (callOptionVolume10 * callOptionohlc410 * 100) + (callOptionVolume11 * callOptionohlc411 * 100) + (callOptionVolume12 * callOptionohlc412 * 100) + (callOptionVolume13 * callOptionohlc413 * 100) + (callOptionVolume14 * callOptionohlc414 * 100) + (callOptionVolume15 * callOptionohlc415 * 100) + (callOptionVolume16 * callOptionohlc416 * 100) + (callOptionVolume17 * callOptionohlc417 * 100) + (callOptionVolume18 * callOptionohlc418 * 100) + (callOptionVolume19 * callOptionohlc419 * 100) + (callOptionVolume20 * callOptionohlc420 * 100)) / 1000;
plot Putvol = ((putOptionVolume * putOptionohlc4 * 100) + (putOptionVolume1 * putOptionohlc41 * 100) + (putOptionVolume2 * putOptionohlc42 * 100) + (putOptionVolume3 * putOptionohlc43 * 100) + (putOptionVolume4 * putOptionohlc44 * 100) + (putOptionVolume5 * putOptionohlc45 * 100) + (putOptionVolume6 * putOptionohlc46 * 100) + (putOptionVolume7 * putOptionohlc47 * 100) + (putOptionVolume8 * putOptionohlc48 * 100) + (putOptionVolume9 * putOptionohlc49 * 100) + (putOptionVolume10 * putOptionohlc410 * 100) + (putOptionVolume11 * putOptionohlc411 * 100) + (putOptionVolume12 * putOptionohlc412 * 100) + (putOptionVolume13 * putOptionohlc413 * 100) + (putOptionVolume14 * putOptionohlc414 * 100) + (putOptionVolume15 * putOptionohlc415 * 100) + (putOptionVolume16 * putOptionohlc416 * 100) + (putOptionVolume17 * putOptionohlc417 * 100) + (putOptionVolume18 * putOptionohlc418 * 100) + (putOptionVolume19 * putOptionohlc419 * 100) + (putOptionVolume20 * putOptionohlc420 * 100)) / 1000;

#NPTrading : Rounding to whole number
AddLabel(yes, "Callvol :" + AsPrice(Round(Callvol*1000,0)), Color.CYAN);
AddLabel(yes, "PutVol: " + AsPrice(Round(Putvol*1000, 0)), Color.LIGHT_RED);


plot Calltick = callOptiontick_count + callOptiontick_count1 + callOptiontick_count2 + callOptiontick_count3 + callOptiontick_count4 + callOptiontick_count5 + callOptiontick_count6 + callOptiontick_count7 + callOptiontick_count8 + callOptiontick_count9 + callOptiontick_count10 + callOptiontick_count11 + callOptiontick_count12 + callOptiontick_count13 + callOptiontick_count14 + callOptiontick_count15 + callOptiontick_count16 + callOptiontick_count17 + callOptiontick_count18 + callOptiontick_count19 + callOptiontick_count20;
plot Puttick = putOptiontick_count + putOptiontick_count1 + putOptiontick_count2 + putOptiontick_count3 + putOptiontick_count4 + putOptiontick_count5 + putOptiontick_count6 + putOptiontick_count7 + putOptiontick_count8 + putOptiontick_count9 + putOptiontick_count10 + putOptiontick_count11 + putOptiontick_count12 + putOptiontick_count13 + putOptiontick_count14 + putOptiontick_count15 + putOptiontick_count16 + putOptiontick_count17 + putOptiontick_count18 + putOptiontick_count19 + putOptiontick_count20;

AddLabel(yes, "CallTick :" + Calltick, Color.PLUM);
AddLabel(yes, "PutTick: " + Puttick, Color.YELLOW);


Putvol.SetPaintingStrategy(PaintingStrategy.LINE);
Callvol.SetPaintingStrategy(PaintingStrategy.LINE);
Putvol.SetDefaultColor(Color.LIGHT_RED);
Callvol.SetDefaultColor(Color.CYAN);

#Diff Cloud ?
AddCloud(Callvol, Putvol, Color.CYAN, Color.LIGHT_RED);

plot ZeroLine = 0;
ZeroLine.SetDefaultColor(Color.GRAY);

# individual Cloud ?
AddCloud(Callvol, ZeroLine, Color.CYAN, Color.LIGHT_RED);
AddCloud(Putvol,  ZeroLine, Color.LIGHT_RED,  Color.CYAN);

#NPTrading : Using PaintingStrategy.LINE_VS_SQUARES for visiblitity
Puttick.SetPaintingStrategy(PaintingStrategy.LINE_VS_SQUARES);
Calltick.SetPaintingStrategy(PaintingStrategy.LINE_VS_SQUARES);
Puttick.SetDefaultColor(Color.YELLOW);
Calltick.SetDefaultColor(Color.PLUM);

#NPTrading :  ??
#AddCloud(Calltick, Puttick, Color.plum, Color.light_RED);

#NPTrading :  ??
#AddCloud(Calltick, ZeroLine, Color.CYAN, Color.RED);
#AddCloud(Puttick, ZeroLine, Color.RED, Color.CYAN);

###################################
#StudyName: Dilbert_BlockTrade_V1
#Description:  Identify bars with high volume relative to the tick_count.  Such bars could indicate a block trade, or a possible change in trend.
#Author: Dilbert
#Requested By:
# Ver     Date     Auth      Change
# V1      090717   Dilbert   1st code cut
# TOS.mx Link:
# Trading Notes:  Identify bars with high volume relative to the tick_count.  Such bars could indicate a block trade, or a possible change in trend.

#PUT RATIO
input AvgType = AverageType.EXPONENTIAL;
input MaLength = 20;
def V = Putvol;
def TC = Puttick;
def TradeSize = V / TC;

input displace = 0;
input SdLength = 20;
input Num_Dev_up = 2.0;
input averageType = AverageType.SIMPLE;

def sDev = StDev(data = TradeSize[-displace], length = SdLength);

def MA = MovingAverage(AvgType,  TradeSize, MaLength);
plot Dot = if TradeSize > Ma + (sDev * Num_Dev_up) then Putvol else Double.NaN;
Dot.SetPaintingStrategy(PaintingStrategy.Points);
Dot.SetLineWeight(5);
Dot.AssignValueColor(color.red);

#CALL RATIO
input AvgType1 = AverageType.EXPONENTIAL;
input MaLength1 = 20;
def V1 = Callvol;
def TC1 = Calltick;
def TradeSize1 = V1 / TC1;

input displace1 = 0;
input SdLength1 = 20;
input Num_Dev_up1 = 2.0;
input averageType1 = AverageType.SIMPLE;

def sDev1 = StDev(data = TradeSize1[-displace1], length = SdLength1);

def MA1 = MovingAverage(AvgType1,  TradeSize1, MaLength1);
plot Dot1 = if TradeSize1 > Ma1 + (sDev1 * Num_Dev_up1) then Callvol else Double.NaN;
Dot1.AssignValueColor(color.cyan);
Dot1.SetPaintingStrategy(PaintingStrategy.Points);
Dot1.SetLineWeight(5);
 
Last edited:
I'm not sure this has been discussed before, raising this question of "How to find the highly traded option (Strike Price) in an option chain?" to get some specific inputs.

I tried looking at Open interest against a strike, though there may be a high number of open interest positions, it could be because of long term swing positions and not necessarily mean the actual traffic on an intraday basis. Put / Call ratio is showing overall ratios for the given asset. Is there a way in TOS to find the actual trade traffic against a specific strike at a glance to make instant decisions?
 
@XeoNoX Very useful code. Thank you for sharing. Is there a way to filter out option volume with less than 10 open interest? For example, if a certain strike price has an open interest of 5 contracts, it won’t show up in the column in color if 10 or more contracts are purchased?
 
@XeoNoX Very useful code. Thank you for sharing. Is there a way to filter out option volume with less than 10 open interest? For example, if a certain strike price has an open interest of 5 contracts, it won’t show up in the column in color if 10 or more contracts are purchased?

in regular scan settings in TOS you can filter by open interest.
 
in regular scan settings in TOS you can filter by open interest.
Okay, so nothing can be added to the code to take away the color from 2X volume if the strike price had 1 contract in open interest, and there are 2 contracts in volume for the day?

Just thinking it would make it easier on the eyes to not see the color in column where there were very few contracts traded.

Thank you!
 

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