Options Vol/Open Interest For ThinkOrSwim

[Glefdar]

You have to change expire date to every Friday . Put December 3rd , it will work.

The modifications that I made were to make every Friday automatically populate without manually entering the date. It worked during a previous week but stopped working this week, so I was hoping someone could help determine why in case it's not a difficult fix.

 

[MountainKing333]

if you add label on the part that calls the option code, you can see that the single digits need to have a "01" format which isn't accounted for. So double digit day/month dates will work but single digits won't. im working on this but im struggling lol

look here at this section

### Put Option Volume
def putOptionVolume = if IsNaN(volume("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0))) then 0 else volume("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0));

creating a test label shows the error

addlabel(yes, ("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0)));

for instance instead of this:

.QQQ220105P295

it ends up calling this

.QQQ2215P295 which doesn't exist

we need a way to insert those zeroes when the date input is a single digit and I dont know how to do that yet

Ok I fixed it -- had to convert YYMMDD format into single digit outputs that produce 0 in first digit of the option code so that it is called properly. Here is the code. There was a **** ton of copy paste lol. Added my own twist on the putvol variable to make it negative and have some cloud/average modifications in there as well. Please enjoy.

HOWEVER it will not work for futures yet because you need to be able to get rid of the "." in order to call a futures contract.

not that anyone cares but I fixed the "digit shearing" equation so that it actually returns the right digit note the "--- fixed" comment

# 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 : Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") 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
# MountainKing/MK : fixed option code expiry date incompatibility and it seems to be working fine now. Zeros will now appear in single digits of YYMMDD date, and i tried to account for all years/months/day outcomes. Please check for errors due to a lot of copy/paste i may have left a few c's as p's or callstrike as putstrike etc. Tickcount does not seem to be working at this time.

declare lower;


input aggregation = aggregationperiod.day;

def pricerange1 = if close(period=aggregation)[1]<=2 then 1 else 0; #.5
def pricerange2 = if close(period=aggregation)[1]>2 and close(period=aggregation)[1]<=10 then 1 else 0; #1
def pricerange3 = if close(period=aggregation)[1]>10 and close(period=aggregation)[1]<=25 then 1 else 0; #2.5
def pricerange4 = if close(period=aggregation)[1]>25 and close(period=aggregation)[1]<=50 then 1 else 0; #5
def pricerange5 = if close(period=aggregation)[1]>50 and close(period=aggregation)[1]<=500 then 1 else 0; #10
def pricerange6 = if close(period=aggregation)[1]>500 then 1 else 0; #25

def series = 1;



def RTHopen = open(period =aggregation);
def CurrentYear =GetYear();
def CurrentMonth = GetMonth();
def CurrentDOM = GetDayOfMonth(GetYYYYMMDD());
def Day1DOW1 = GetDayOfWeek((CurrentYear * 10000) + (CurrentMonth * 100) + 1); # First DOM is this DOW
def FirstFridayDOM1 = if Day1DOW1 < 6
then Day1DOW1
else if Day1DOW1 == 6
then 7
else 6;

def SecondFridayDOM = FirstFridayDOM1 + 7;
def ThirdFridayDOM = FirstFridayDOM1 + 14;
def FourthFridayDOM = FirstFridayDOM1 + 21;
def RollDOM = FirstFridayDOM1 + 21; #14; changed to 21 to pick up all Fridays of the current month for weekly options
def ExpMonth1 = if RollDOM > CurrentDOM
then CurrentMonth + series - 1
else CurrentMonth + series;

def ExpMonth2 = if ExpMonth1 > 12 #options month input
then ExpMonth1 - 12
else ExpMonth1;

def ExpYear = if ExpMonth1 > 12 #options year input
then CurrentYear + 1
else CurrentYear;


def Day1DOW = GetDayOfWeek(ExpYear * 10000 + ExpMonth2 * 100 + 1); #first friday expiry calc
def FirstFridayDOM = if Day1DOW < 6
then 6 - Day1DOW
else if Day1DOW == 6
then 7
else 6;

def ExpDOM = if currentDOM < FirstFridayDOM -1 #options code day of month input
then FirstFridayDOM1
else if between(currentDOM, FirstFridayDOM, SecondFridayDOM-1)
then SecondFridayDOM
else if between(currentDOM, SecondFridayDOM, ThirdFridayDOM-1)
then ThirdFridayDOM
else if between(currentDOM, ThirdFridayDOM, FourthFridayDOM-1)
then FourthFridayDOM
else FirstFridayDOM;



#MK BEGIN NEXT WEEKLY OPEX OPTIONS CODE CALL SYSTEM WITH YYMMDD FORMAT FIX --- MountainKing
#MK get correct double digit year for TOS option code format whether single or double digit.

#MK Year Exp Digit Format - MK
def ExpYY = ExpYear - 2000; # convert YYYY to 0-10 number YY or Y

def ExpY1 = if ExpYY > 9 # if year is double digit
then Round(ExpYY / 10,0) # use round to shear off first digit of YY (ex. 19, 1.9, 9)
else 0; # otherwise make first digit zero

def ExpY2 = if ExpYY > 9 # if year is double digit
then Round((ExpYY/10) - ExpY1,1) * 10 # isolate tenths of Y.Y as whole number # isolate tenths of Y.Y as whole number (ex. 1.9, 0.9, 9) -- fixed
else ExpYY; # otherwise return unprocessed single digit year

#MK Month Expiry Digit Format -MK
def ExpM1 = if ExpMonth2 > 9 # if double digit
then Round(ExpMonth2 / 10,0) # get month first digit
else 0; # else return 0
def ExpM2 = if ExpMonth2 > 9 # if double digit
then Round((ExpMonth2/10) - ExpM1,1) * 10 # isolate tenths of M.M as whole number -- fixed
else ExpMonth2; # otherwise return unprocessed single digit monthly

#MK Day Expiry Digit Format -MK
def ExpD1 = if ExpDOM > 9 # if double digit
then Round(ExpDOM / 10,0) # get day first digit
else 0; # else return 0
def ExpD2 = if ExpDOM > 9 # if double digit
then Round((ExpDOM/10) - ExpD1,1) * 10 # isolate tenths of M.M as whole number -- fixed
else ExpDOM; # otherwise return unprocessed single digit month

#MK - easier to see current expiry date label
AddLabel(1, GetSymbol() + " Exp:" + Concat((ExpM1),"") + Concat((ExpM2),"") + "-" + Concat((ExpD1),"") + Concat((ExpD2),"") + "-" + Concat((ExpY1),"") + Concat((ExpY2),""), CreateColor(135,135,135));

#def optionSeriesPrefix = Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"");
#NPTrading : manually update option expiry date in format YYMMDD

def strikeSpacing =
if pricerange6 then 25
else if pricerange5 then 10
else if pricerange4 then 5
else if pricerange3 then 2.5
else if pricerange2 then 1
else if pricerange1 then .5
else double.nan;
#{ default ".5", "1", "2.5", "5", "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;


### Put Option Volume
#MK retooled with updated options code format inputs

#MK option code test label
addlabel(yes, ("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0)));


### putvols #
def putOptionVolume = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0));
def putOptionVolume1 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 1))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 1));
def putOptionVolume2 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 2))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 2));
def putOptionVolume3 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 3))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 3));
def putOptionVolume4 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 4))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 4));
def putOptionVolume5 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 5))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 5));
def putOptionVolume6 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 6))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 6));
def putOptionVolume7 =if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 7))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 7));
def putOptionVolume8 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 8))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 8));
def putOptionVolume9 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 9))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 9));
def putOptionVolume10 =if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 10))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 10));
def putOptionVolume11 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 11))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 11));
def putOptionVolume12 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 12))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 12));
def putOptionVolume13 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 13))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 13));
def putOptionVolume14 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 14))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 14));
def putOptionVolume15 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 15))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 15));
def putOptionVolume16 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 16))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 16));
def putOptionVolume17 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 17))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 17));
def putOptionVolume18 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 18))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 18));
def putOptionVolume19 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 19))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 19));
def putOptionVolume20 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 20))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 20));

###Call Option Volume
def callOptionVolume = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 0))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 0));
def callOptionVolume1 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 1))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 1));
def callOptionVolume2 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 2))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 2));
def callOptionVolume3 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 3))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 3));
def callOptionVolume4 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 4))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 4));
def callOptionVolume5 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 5))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 5));
def callOptionVolume6 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 6))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 6));
def callOptionVolume7 =if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 7))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 7));
def callOptionVolume8 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 8))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 8));
def callOptionVolume9 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 9))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 9));
def callOptionVolume10 =if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 10))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 10));
def callOptionVolume11 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 11))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 11));
def callOptionVolume12 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 12))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 12));
def callOptionVolume13 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 13))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 13));
def callOptionVolume14 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 14))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 14));
def callOptionVolume15 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 15))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 15));
def callOptionVolume16 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 16))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 16));
def callOptionVolume17 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 17))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 17));
def callOptionVolume18 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 18))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 18));
def callOptionVolume19 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 19))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 19));
def callOptionVolume20 = if IsNaN(volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 20))) then 0 else volume("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(CallStrike - strikeSpacing * 20));



### Put Option ohlc4
def putOptionohlc4 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0));
def putOptionohlc41 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 1))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 1));
def putOptionohlc42 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 2))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 2));
def putOptionohlc43 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 3))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 3));
def putOptionohlc44 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 4))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 4));
def putOptionohlc45 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 5))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 5));
def putOptionohlc46 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 6))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 6));
def putOptionohlc47 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 7))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 7));
def putOptionohlc48 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 8))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 8));
def putOptionohlc49 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 9))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 9));
def putOptionohlc410 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 10))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 10));
def putOptionohlc411 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 11))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 11));
def putOptionohlc412 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 12))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 12));
def putOptionohlc413 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 13))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 13));
def putOptionohlc414 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 14))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 14));
def putOptionohlc415 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 15))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 15));
def putOptionohlc416 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 16))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 16));
def putOptionohlc417 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 17))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 17));
def putOptionohlc418 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 18))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 18));
def putOptionohlc419 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 19))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 19));
def putOptionohlc420 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 20))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 20));


####Call Option ohlc4
def callOptionohlc4 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 0))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 0));
def callOptionohlc41 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 1))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 1));
def callOptionohlc42 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 2))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 2));
def callOptionohlc43 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 3))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 3));
def callOptionohlc44 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 4))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 4));
def callOptionohlc45 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 5))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 5));
def callOptionohlc46 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 6))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 6));
def callOptionohlc47 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 7))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 7));
def callOptionohlc48 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 8))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 8));
def callOptionohlc49 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 9))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 9));
def callOptionohlc410 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 10))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 10));
def callOptionohlc411 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 11))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 11));
def callOptionohlc412 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 12))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 12));
def callOptionohlc413 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 13))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 13));
def callOptionohlc414 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 14))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 14));
def callOptionohlc415 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 15))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 15));
def callOptionohlc416 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 16))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 16));
def callOptionohlc417 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 17))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 17));
def callOptionohlc418 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 18))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 18));
def callOptionohlc419 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 19))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 19));
def callOptionohlc420 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 20))) then 0 else ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 20));


### Put Option tick_count
def putOptiontick_count = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 1))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 1));
def putOptiontick_count1 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 1))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 1));
def putOptiontick_count2 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 2))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 2));
def putOptiontick_count3 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 3))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 3));
def putOptiontick_count4 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 4))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 4));
def putOptiontick_count5 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 5))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 5));
def putOptiontick_count6 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 6))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 6));
def putOptiontick_count7 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 7))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 7));
def putOptiontick_count8 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 8))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 8));
def putOptiontick_count9 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 9))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 9));
def putOptiontick_count10 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 10))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 10));
def putOptiontick_count11 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 11))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 11));
def putOptiontick_count12 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 12))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 12));
def putOptiontick_count13 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 13))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 13));
def putOptiontick_count14 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 14))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 14));
def putOptiontick_count15 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 15))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 15));
def putOptiontick_count16 = if IsNaN(ohlc4("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 16))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 16));
def putOptiontick_count17 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 17))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 17));
def putOptiontick_count18 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 18))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 18));
def putOptiontick_count19 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 19))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 19));
def putOptiontick_count20 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 20))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "P" + AsPrice(PutStrike - strikeSpacing * 20));



####Call Option tick_count
def callOptiontick_count = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "C" + AsPrice(CallStrike + strikeSpacing * 0))) then 0 else tick_count("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "C" + AsPrice(CallStrike + strikeSpacing * 0));
def callOptiontick_count1 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 1))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 1));
def callOptiontick_count2 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 2))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 2));
def callOptiontick_count3 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 3))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 3));
def callOptiontick_count4 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 4))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 4));
def callOptiontick_count5 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 5))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 5));
def callOptiontick_count6 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 6))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 6));
def callOptiontick_count7 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 7))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 7));
def callOptiontick_count8 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 8))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 8));
def callOptiontick_count9 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 9))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 9));
def callOptiontick_count10 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 10))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 10));
def callOptiontick_count11 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 11))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 11));
def callOptiontick_count12 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 12))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 12));
def callOptiontick_count13 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 13))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 13));
def callOptiontick_count14 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 14))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 14));
def callOptiontick_count15 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 15))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 15));
def callOptiontick_count16 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 16))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 16));
def callOptiontick_count17 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 17))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 17));
def callOptiontick_count18 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 18))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 18));
def callOptiontick_count19 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 19))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 19));
def callOptiontick_count20 = if IsNaN(tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 20))) then 0 else tick_count("." + GetSymbol() + Concat((ExpY1),"") + Concat((ExpY2),"") + Concat((ExpM1),"") + Concat((ExpM2),"") + Concat((ExpD1),"") + Concat((ExpD2),"") + "C" + AsPrice(callStrike - strikeSpacing * 20));


def Callvoldef = if !isNan(close) then
((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
else double.nan;
def Putvoldef = if !isNan(close) then
((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
else double.nan;

plot Callvol = if Callvoldef>=0 then Callvoldef else double.nan;
plot Putvol = if Putvoldef>=0 then - Putvoldef else double.nan; #MK made put volume negative

#NPTrading : Rounding to whole number
AddLabel(yes, "Call Volume :" + AsPrice(Round(Callvol*1000,0)), CreateColor(0,120,0));
AddLabel(yes, "Put Volume: " + AsPrice(Round(Putvol*1000, 0)), CreateColor(120,0,0));

#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);

DefineGlobalColor("CallVolCloud",Color.dark_green);
DefineGlobalColor("PutVolCloud",Color.dark_Red);

Putvol.SetPaintingStrategy(PaintingStrategy.LINE);
Callvol.SetPaintingStrategy(PaintingStrategy.LINE);
Putvol.SetDefaultColor(GlobalColor("PutVolCloud"));
Callvol.SetDefaultColor(GlobalColor("CallVolCloud"));


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


#Diff Cloud ?
#addCloud(Callvol, putvol, GlobalColor("CallVolCloud"), GlobalColor("PutVolCloud"));
#AddCloud(Callvol, Putvol, GlobalColor("CallVolCloud"), GlobalColor("PutVolCloud"));



#individual Cloud ?
AddCloud(Callvol, ZeroLine, GlobalColor("CallVolCloud"), GlobalColor("PutVolCloud"));
AddCloud(Zeroline, putvol, GlobalColor("PutVolCloud"), GlobalColor("CallVolCloud"));


#hull moving averages of putvol and callvol
plot putavg = hullmovingavg(putvol);
putavg.setdefaultcolor(color.orange);
putavg.setstyle(curve.medium_DASH);
plot callavg = hullmovingavg(callvol);
callavg.setdefaultcolor(color.light_green);
callavg.setstyle(curve.medium_DASH);

#MK -- nice little color gradient average
plot avg = average(callvol + putvol);
def colornormlength = 14;
avg.setlineweight(3);
avg.definecolor("Default", Color.yellow);
avg.definecolor("Highest", Color.GREEN);
avg.DefineColor("Lowest", Color.RED);
avg.AssignNormGradientColor(colorNormLength,avg.Color("Lowest"), avg.Color("Highest"));

AddCloud(avg, ZeroLine, color.green, color.red);


#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);
#Puttick.Hide(); # added by me
#Calltick.Hide(); # added by me

#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.

 

[vensonom]

Amazing script. is there a way to plot the Top Call and Put Strike based on Open Interest ?

 

[dinodotcom]

Thanks for the great script. I also experienced this script working and as of today it has stopped functioning. Any idea why? If a work around is to just input the expiration and strike manually, I would be glad to do so. I was wondering that would keep it from failing? If so, would someone show me what to change to enter manually? Thanks

 

[dinodotcom]

if you add label on the part that calls the option code, you can see that the single digits need to have a "01" format which isn't accounted for. So double digit day/month dates will work but single digits won't. im working on this but im struggling lol

look here at this section

### Put Option Volume
def putOptionVolume = if IsNaN(volume("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0))) then 0 else volume("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0));

creating a test label shows the error

addlabel(yes, ("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0)));

for instance instead of this:

.QQQ220105P295

it ends up calling this

.QQQ2215P295 which doesn't exist

we need a way to insert those zeroes when the date input is a single digit and I dont know how to do that yet

Ok I fixed it -- had to convert YYMMDD format into single digit outputs that produce 0 in first digit of the option code so that it is called properly. Here is the code. There was a **** ton of copy paste lol. Added my own twist on the putvol variable to make it negative and have some cloud/average modifications in there as well. Please enjoy.

HOWEVER it will not work for futures yet because you need to be able to get rid of the "." in order to call a futures contract.

not that anyone cares but I fixed the "digit shearing" equation so that it actually returns the right digit note the "--- fixed" comment

Is there something in this code that would cause this to work this last Thursday and not work Friday the next day? It seems that the results that I got on Friday seems as if the code is calling a expiration date/ and or strike that does not exist and creating an error in the results. Thank you very much for your reply.

 

[BoltPilot]

if you add label on the part that calls the option code, you can see that the single digits need to have a "01" format which isn't accounted for. So double digit day/month dates will work but single digits won't. im working on this but im struggling lol

look here at this section

### Put Option Volume
def putOptionVolume = if IsNaN(volume("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0))) then 0 else volume("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0));

creating a test label shows the error

addlabel(yes, ("." + GetSymbol() + Concat((ExpYear-2000),"") + Concat((ExpMonth2),"") + Concat((ExpDOM),"") + "P" + AsPrice(PutStrike - strikeSpacing * 0)));

for instance instead of this:

.QQQ220105P295

it ends up calling this

.QQQ2215P295 which doesn't exist

we need a way to insert those zeroes when the date input is a single digit and I dont know how to do that yet

Ok I fixed it -- had to convert YYMMDD format into single digit outputs that produce 0 in first digit of the option code so that it is called properly. Here is the code. There was a **** ton of copy paste lol. Added my own twist on the putvol variable to make it negative and have some cloud/average modifications in there as well. Please enjoy.

HOWEVER it will not work for futures yet because you need to be able to get rid of the "." in order to call a futures contract.

not that anyone cares but I fixed the "digit shearing" equation so that it actually returns the right digit note the "--- fixed" comment

This is incredible! Thanks!

 

[stocksniper]

Does anyone know if Chart Labels can be created to show the Total Volume: Calls and Puts as displayed on the First row on the picture, on Todays Options Statistics. If anyone knows how to create them or has them. This is really good info for options traders to look at on their charts when they bring up a ticker. Thanks in advance.

Thanks in advance!

 

[a1cturner]

No idea if this will work. Can't test it on OnDemand and it's the weekend. I was looking for something else and found this post so I took a stab at it.

declare upper;

def call = volume(optionClass.CALL);
def put = volume(optionClass.PUT);
plot total = call+put;
AddLabel(yes, total);

 

[MountainKing333]

Noticed a glitch around line 95 that can output a negative number that screws up the date code -- absvalue fixes that

#MK Day Expiry Digit Format -MK
def ExpD1 = if ExpDOM > 9 # if double digit
then absvalue(Round(absvalue(ExpDOM) / 10,0)) # get day first digit
else 0; # else return 0
def ExpD2 = if ExpDOM > 9 # if double digit
then absvalue((Round((ExpDOM/10) - ExpD1,1) * 10)) # isolate tenths of M.M as whole number -- fixed
else absvalue(ExpDOM); # otherwise return unprocessed single digit month

 

[stocksniper]

Script reads N/A when I put it on a chart.

 

[a1cturner]

Script reads N/A when I put it on a chart.

Yeah mine too. Like I said I was just taking a stab at it. If you notice on this site, it seems very hard to create any studies that have to do with options. This may be one of those that is impossible.

 

[aryan.thapaliya44]

Noticed a glitch around line 95 that can output a negative number that screws up the date code -- absvalue fixes that

#MK Day Expiry Digit Format -MK
def ExpD1 = if ExpDOM > 9 # if double digit
then absvalue(Round(absvalue(ExpDOM) / 10,0)) # get day first digit
else 0; # else return 0
def ExpD2 = if ExpDOM > 9 # if double digit
then absvalue((Round((ExpDOM/10) - ExpD1,1) * 10)) # isolate tenths of M.M as whole number -- fixed
else absvalue(ExpDOM); # otherwise return unprocessed single digit month

The code didn't work after I updated it. Could you share the link if it is still working for you?

 

[dinodotcom]

Yes, this update to code did not affect any change for me as well.

 

[Nari2007]

Does anyone know if Chart Labels can be created to show the Total Volume: Calls and Puts as displayed on the First row on the picture, on Todays Options Statistics. If anyone knows how to create them or has them. This is really good info for options traders to look at on their charts when they bring up a ticker. Thanks in advance.

Thanks in advance!

Will keep eyes on this thread, id be interested in something like this also

 

[MountainKing333]

you may not see a difference but I got a "-4" for ExpD2 this week and just basically put absvalue() everywhere so that the output can't be negative. I still had to add a "+1" manually to ExpD2 to get the right Friday expiry (25th of feb) and to be honest I don't yet fully understand the code that calibrates the first day of the month -> first Friday of the month. I haven't spent a lot of time on that. FYI I am using SPY exclusively to test this.

So two things that need to be ironed out are as follows:

1. Code that allows flexibility between futures and equities by switching option code format properly between the two automatically
2. Perfecting the automatic option expiry date calculator

I don't really have the time to do this right now but those are the two main issues I'm seeing

 

[HODL-Lay-HE-hoo!]

Hello. Pictured below is the "Quant Highest Open Interest Levels" Study. The study is free and updated daily (currently set up for 12 or so tickers including NFLX, AMZN, TSLA, AAPL etc. / they have to upload the new values each day into the script)

The link to the script is: https://www.quanttradingapp.com/discord_pub/thinkscript_open_interest (you will need a discord account ((its free))

I love the study and modifications could be made if one had access to a paid site like options chameleon for the data (i assume)

They also have a free volume profile study that is very good as well. https://www.quanttradingapp.com/pub/tos_studies

Quant Free Studies Link

JUST REALIZED I CANNOT UPLOAD AN IMAGE - not sure how but check it out using the link!

 

[ziongotoptions]

@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

# 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);

I having trouble getting this to display strikes that are 2.5 strikes away, does anyone have any idea why, it separates the strikes by 2 instead of 2.5

 

[MountainKing333]

Hello. Pictured below is the "Quant Highest Open Interest Levels" Study. The study is free and updated daily (currently set up for 12 or so tickers including NFLX, AMZN, TSLA, AAPL etc. / they have to upload the new values each day into the script)

The link to the script is: https://www.quanttradingapp.com/discord_pub/thinkscript_open_interest (you will need a discord account ((its free))

I love the study and modifications could be made if one had access to a paid site like options chameleon for the data (i assume)

They also have a free volume profile study that is very good as well. https://www.quanttradingapp.com/pub/tos_studies

Quant Free Studies Link

JUST REALIZED I CANNOT UPLOAD AN IMAGE - not sure how but check it out using the link!

it seems the only issue with this is that the variables are static manually input numbers and aren't pulled from the actual data

 

[MountainKing333]

I having trouble getting this to display strikes that are 2.5 strikes away, does anyone have any idea why, it separates the strikes by 2 instead of 2.5

could be an issue due to strikespacing being multiplied by 10 instead of 10.0 for example -- might be a decimal issue?

 

[ziongotoptions]

could be an issue due to strikespacing being multiplied by 10 instead of 10.0 for example -- might be a decimal issue?

I just tried that, doesn't work , however,if i go into the script, remove the bracket list of strike selections and just enter 2.5 only it works. Not really sure what the issue is i can tell you, when i was selecting five it would show labels as if i had picked 3, and when i picked 10 it would show selection of 4 , very weird.