Plotting ATM call price

R

RachelB

New member
Hi,

As stock moves ATM strike also changes. I wanted to plot ATM CALL price as underlying goes through different price.

I was using following code but its not plotting. I found out GetATMOption function doenst return value. Can somebody please help me here ?


plot Data = close;
declare lower;
input expirationDate = 20200612;
plot AprilATMPutPrice = close(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT));

Thanks for your time.
Rachel
 

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