I am looking to try to automate a monthly collar trade. Is there a way to have ThinkScript (on the monthly options expiration) look at next months Calls - retrieve the 30 delta - what strike would that be? And then look at the Put data for the next month and suggest a Put Strike that is just under the 'price' of the sold Call?
looking to have a bubble with the information to look into further...
looking to have a bubble with the information to look into further...
Last edited: