Passing a date variable into options functions

[miler4salem]

I'm trying to work on some thinkscript open interest and volume plots and am stumped by the fact that I can't seem to pass a date into a function like GetATMOption after creating a variable for today's date. I have tried compiling the date from the day of month, month, and year functions and have tried adding days to the GetYYYYMMDD function but I keep getting N/A in my chart.

The script works fine if I just type in the date or create a variable with the date in it. However, I'd like to dynamically have the date update.

 

[halcyonguy]

I'm trying to work on some thinkscript open interest and volume plots and am stumped by the fact that I can't seem to pass a date into a function like GetATMOption after creating a variable for today's date. I have tried compiling the date from the day of month, month, and year functions and have tried adding days to the GetYYYYMMDD function but I keep getting N/A in my chart.

The script works fine if I just type in the date or create a variable with the date in it. However, I'd like to dynamically have the date update.

what did you try?
what day of the week are you trying to calculate a date for?

for monthly options, the date should be the 3rd saturday of the month.
i copied the examples from the GetATMOption page and changed them slightly, so they plot the put price on a lower chart.
this makes 2 plots. 1 is based on an entered expire date.
the other plot is based on a calculated expire date, for the next saturday. this one only plots data during the current day.

https://tlc.thinkorswim.com/center/reference/thinkScript/Functions/Option-Related/GetATMOption

INTC 5 min chart 1/22 put and 2/19 put

# option_getatm_00

def today = GetYYYYMMDD();
# get current day of week number
# this is a number.  mon=1, tues=2,.. fri=5, sun=7
def dow = (GetDayofWeek(today));
addlabel(1, "day of week # " + dow, color.magenta);

# this assumes it is the 3rd week of month, doesn't adjust date if it isn't
# calc diff to sat ( 3rd sat of month is common expire date)
def desired_day = 6;
def diff1 =  desired_day - dow;
def ddate1 = today + diff1;

addlabel(1, "diff1 " + diff1, color.magenta);
addlabel(1, "ddate1 " + ddate1, color.magenta);

AddLabel(IsOptionable(), ddate1 + " ATM put option is " + GetATMOption(GetUnderlyingSymbol(), ddate1, OptionClass.put), color.magenta);

plot ATM1 = close(GetATMOption(GetUnderlyingSymbol(), ddate1, OptionClass.PUT));
ATM1.setdefaultcolor(color.magenta);


addlabel(1, "----", color.gray);

# --------------------------------------------

# https://tlc.thinkorswim.com/center/reference/thinkScript/Functions/Option-Related/GetATMOption
# Example 1
#input expire_date1 = 20220122;
input expire_date2 = 20220219;

#def dat1_mmdd =  10000 * ( expire_date1 - (expire_date1/10000));
def dat2a =  (expire_date2/10000);
def dat2b =  dat2a - floor(dat2a);
def dat2_mmdd = dat2b * 10000;
addlabel(1, "mmdd " + dat2_mmdd, color.cyan);

#AddLabel(IsOptionable(), expire_date1 + " ATM put option is " + GetATMOption(GetUnderlyingSymbol(), expire_date1, OptionClass.put), color.yellow);
AddLabel(IsOptionable(), expire_date2 + " ATM put option is " + GetATMOption(GetUnderlyingSymbol(), expire_date2, OptionClass.put), color.cyan);

#This script adds a chart label showing the code of the at-the-money Call option of currently chosen symbol with expiration date April 21, 2012.

#Example 2
declare lower;
#plot ATMPut1 = close(GetATMOption(GetUnderlyingSymbol(), expire_date1, OptionClass.PUT));
#ATMPut1.setdefaultcolor(color.yellow);
plot ATMPut2 = close(GetATMOption(GetUnderlyingSymbol(), expire_date2, OptionClass.PUT));
ATMPut2.setdefaultcolor(color.cyan);

#This script plots the Close price of the at-the-money Put option of currently chosen symbol with expiration date April 21, 2012.
#

 

[saak99]

Hello
In this post you mentioned you are trying to draw openinterest levels/lines on an intraday chart, what I am thinking is top 5 openinterests for the options expiring coming friday (so just weeklys) , so higher the openinterest thicker the line, and same for puts , so on one chart 10 lines , 5 top calls/oi and 5 top put/oi and system should automatically take expiry as friday. is it possible or if you know if it already exist. Plotting the strikes. Thanks.