Options Vol/Open Interest For ThinkOrSwim

[XeoNoX]

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!

as per your example, you can add.. and volume is greater than 2

assignBackgroundColor (if x2 and volume >2 then color.orange  else color.black);

 

[Bert]

@stockscouter87 It works for me

Hello, I am not seeing anything on the graph. Maybe I put in the date wrong but nothing is working for me. I am looking for the expiry to be a couple days away, if you can pls give me more info. Thanks

 

[s1111]

Hello, I am not seeing anything on the graph. Maybe I put in the date wrong but nothing is working for me. I am looking for the expiry to be a couple days away, if you can pls give me more info. Thanks

I have to update date every week. last two of year then month then date. Every friday after market closed I update next week expiry date. Lets say for this week I have 210226

 

[csrkk]

How to fetch Next ITM option price and strike? for ex: say i have a value 108 and want to find the nearest ITM option for AAPL with exp 210319.

input optionSeriesPrefix = "210319";
def CallStrike = Floor(close[1] * 90 / 100);
GetNextITMOption("." + GetUnderlyingSymbol() + optionSeriesPrefix + "C" + CallStrike)

above statement should either fetch me AAPL 107.5C or 110C

 

[Rudy]

is there a possibility of writing a Scan code of peramenter
[ today's volume>open interest by 200% and with days to expire of less than 180 and 50% or more traded on the offer ]

 

[XeoNoX]

is there a possibility of writing a Scan code of peramenter
[ today's volume>open interest by 200% and with days to expire of less than 180 and 50% or more traded on the offer ]

you can possibly do this from a chart, but not from the scanner as TOS doesnt allow the using of custom scripts to scan against options related data. However the study would be long tedious and complex code and the fact it hasnt been even remotely done yet (or at least not publicly) makes it a large task to accomplish as you would have define the entire option chain for the instrument. In reality you are pretty much stuck with whatever parameters TOS provides you with in the default option hacker scanner parameters. And last but not least there is no way for tos to scan against if the transaction was on the bid or ask.

 

[Joestr369]

HI All, new to coding on TOS have been rewriting some easy ones and I have been trying to create an addlabel to my main chart with current option volume and OI for ITM and a few strikes OTM on the screen with not much success if anyone can help. I did find the script from DeusMacanicus amazing and is on the lower, but i already have too many indicators on my lower so i was trying to clean up my chart a bit and try to avoid creating a separate chart i would have to jump back and forth to.
This is the script I came up with so far below. Part of the script I got pieces from others on the site. Much appreciated any help. I thought of trying to have the label on the strike price to make it easier, then I thought of creating a bubble as example Strike 350 Volume 1200 OI 3000 would populate as a bubble at that price on the right side of the screen but I cant get even the label to work.

declare upper;
input optionSeriesPrefix = ".FB210416";
input DOE = 20210416;

def OI = open_interest(GetATMOption(GetUnderlyingSymbol(), DOE, OptionClass.CALL), period = AggregationPeriod.DAY);
def Vol = volume(GetATMOption(GetUnderlyingSymbol(), DOE, OptionClass.CALL), period = AggregationPeriod.MIN);

plot scan = Vol > 2 * OI;
plot data1 = vol;

addlabel(yes, OI, color.BLUE);
addlabel(yes, Vol, color.CYAN);

 

[halcyonguy]

regarding, adding function for weeklies,...
this code may help.
it calcs Implied Move Based on Weekly Options, and has formulas to determine the next friday

Implied Move Based on Weekly Options

 

[pritspat]

Can someone let me know what I might be doing wrong? No matter which version of this script I use I get a blank chart or just the 0 line... looks like the option volume value is not being populated for some reason.

 

[s1111]

Can someone let me know what I might be doing wrong? No matter which version of this script I use I get a blank chart or just the 0 line... looks like the option volume value is not being populated for some reason.

You need to change the expiration date every week. For this week put 210611 . Always two-digit year then month then day .

 

[pritspat]

You need to change the expiration date every week. For this week put 210611 . Always two-digit year then month then day .

Yes I've double checked that. For e.g. im checking SPY for today and it shows.... only the 0 line

 

[pritspat]

Wow what a clean chart . Change date to Friday 11. You have today's date

SPY options expire 3 times a week hence the 210607 expiry.

Anyway I tried AAPL with 210611 expiry and I am still not getting the options volume. @s1111 would you mind sharing the script you are using that is showing the option volume?

 

[s1111]

SPY options expire 3 times a week hence the 210607 expiry.

Anyway I tried AAPL with 210611 expiry and I am still not getting the options volume. @s1111 would you mind sharing the script you are using that is showing the option volume?

# 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 = "210611"; #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);

 

[s1111]

Even spy expires few days still put friday the 11. I change mine every monday

 

[pritspat]

Even spy expires few days still put friday the 11. I change mine every monday

Cool... on the script you provided, I see the call tick and put tick plotted.... volume is still showing 0. Are you able to see the option volume? Would you mind sharing a screenshot of what you see for AAPL today?

 

[s1111]

Cool... on the script you provided, I see the call tick and put tick plotted.... volume is still showing 0. Are you able to see the option volume? Would you mind sharing a screenshot of what you see for AAPL today?

Glad it worked. call and put volume shows as it happens . I do see 0 right now , sorry I don't know how to share and take screenshot

 

[mkii]

Is it possible to determine the strike price with the highest open interest for a given option chain, and plot that strike on a chart? Or something similar to a Volume profile but instead it would plot the Open Interest for a specified option chain. Edit: Plot both the Call and Put strike.

 

[rad14733]

@mkii I doubt your request is possible as we do not have a means of extrapolating that data as it is not available via Thinkscript... You can get Theoretical Option price by plotting an Option symbol on a Chart... That Chart should also be able to display Volume Profile for a specific symbol... For multiple symbols in a chain it would not be possible...

 

[iselloptions]

just looking to add option volume/open interest in scan so we can get some good unusual activity. simple formula so hopefully its simple and possible

Reason: we have the sizzle index and other tools, but adding this to a sizzle scan can save us time by having to look ourselves and consolidate the sizzle list

 

[rad14733]

@iselloptions I use Open interest and Average_volume as part of all of my Option Hacker Scans...