Options Volume Histogram Study

[Fedegrosso]

Hi,

Is there a already built in study in TOS where in the lower panel you can see a histogram of daily options activity?

Something like this:

 

[BenTen]

You have to manually input those data and turn it into a visual script.

 

[Dublin_Capital]

Ha - you are following the good Doctor on twitter as well. His thinkscript charts are great - I love how clean they are.

I have been working on a version of this, and am getting closer. I will share as soon as I make some progress.

In the meantime, there are others on this site curious as well. Check out:

Simple Options Volume Indicator
and
Option Volume / Open Interest Indicator

I can't seem to get the SPX data to pull lately, and some of the thinkscript code (GetATMOption) doesn't seem to work as intended. But getting closer....

 

[codydog]

tos' options data can be quirky, I have trouble with amzn and a few other names.

The doc you pulled those charts from has some good insights but because of the constant nagging about sharing his work, he is stopping the shares now

 

[Dublin_Capital]

Yeah - he likes to keep a sense of mystery about those charts. I never reply, as I can see that it frustrates him. Not surprised to see that he has stopped sharing. He's still a great follow, as he has some innovative ideas and shows what can be done on thinkscript.

 

[codydog]

i agree 200% with you, but find it odd that tos, who wants to forward leaning in options, isnt rolling out stuff like what he does and very limited interest in tos' thinkscript room on stuff like this.

Not being negative on anyone, just disappointed.

 

[HumanSuit]

I have that study but mine stopped working today. Does anyone have one that is working. I can post code here if you like to see what happened and if there is a fix

 

[CJ_brt]

I have that study but mine stopped working today. Does anyone have one that is working. I can post code here if you like to see what happened and if there is a fix

I’d be very interested in that study. I believe I know why it may have “stopped working”.

Thanks!

 

[HumanSuit]

https://tos.mx/qd6mQHN

Here you go. I have the call and put setup at the bottom of my /ES chart. It works. Just change the dates as needed

 

[CJ_brt]

https://tos.mx/qd6mQHN

Here you go. I have the call and put setup at the bottom of my /ES chart. It works. Just change the dates as needed

Much appreciated!

 

[predictably-irrational]

https://tos.mx/qd6mQHN

Here you go. I have the call and put set up at the bottom of my /ES chart. It works. Just change the dates as needed

This is great, but do you know if there is a way to filter calls at the bid to the put side and put at the bid to the call side? Or do those even count as calls or puts in the histogram?

Also, do calls at the bid usually indicate a covered call so it's still bullish and the same for puts at the bid? In your experience? Sorry for the curveball question. Thank you for sharing your indicator.

 

[Mac Trader]

https://tos.mx/qd6mQHN

Here you go. I have the call and put setup at the bottom of my /ES chart. It works. Just change the dates as needed

Is there a way to code the indicator to show call and put volume

 

[MerryDay]

Is there a way to code the indicator to show call and put volume

No that information is not available in the ToS data streams