# Put Call Ratio
# Mobius
declare lower;
def series = 1;
def CurrentYear = GetYear();
def CurrentMonth = GetMonth();
def CurrentDOM = GetDayOfMonth(GetYYYYMMDD());
def Day1DOW1 = GetDayOfWeek(CurrentYear * 10000 + CurrentMonth * 100 + 1);
def FirstFridayDOM1 = if Day1DOW1 < 6
then 6 - Day1DOW1
else if Day1DOW1 == 6
then 7
else 6;
def RollDOM = FirstFridayDOM1 + 14;
def ExpMonth1 = if RollDOM > CurrentDOM
then CurrentMonth + series - 1
else CurrentMonth + series;
def ExpMonth2 = if ExpMonth1 > 12
then ExpMonth1 - 12
else ExpMonth1;
def ExpYear = if ExpMonth1 > 12
then CurrentYear + 1
else CurrentYear;
def Day1DOW = GetDayOfWeek(ExpYear * 10000 + ExpMonth2 * 100 + 1);
def FirstFridayDOM = if Day1DOW < 6
then 6 - Day1DOW
else if Day1DOW == 6
then 7
else 6;
def ExpDOM = FirstFridayDOM + 14;
def date = ExpYear * 10000 + ExpMonth2 * 100 + ExpDOM + 1;
def PutVolume_SPY = if isNaN(volume(symbol = GetATMOption("SPY", date, OptionClass.PUT)))
then PutVolume_SPY[1]
else volume(symbol = GetATMOption("SPY", date, OptionClass.PUT));
def PutVolume_QQQ = if isNaN(volume(symbol = GetATMOption("QQQ", date, OptionClass.PUT)))
then PutVolume_QQQ[1]
else volume(symbol = GetATMOption("QQQ", date, OptionClass.PUT));
def PutVolume_DIA = if isNaN(volume(symbol = GetATMOption("DIA", date, OptionClass.PUT)))
then PutVolume_DIA[1]
else volume(symbol = GetATMOption("DIA", date, OptionClass.PUT));;
def CallVolume_SPY = if isNaN(volume(symbol = GetATMOption("SPY", date, OptionClass.CALL)))
then CallVolume_SPY[1]
else volume(symbol = GetATMOption("SPY", date, OptionClass.CALL));
def CallVolume_QQQ = if isNaN(volume(symbol = GetATMOption("QQQ", date, OptionClass.CALL)))
then CallVolume_QQQ[1]
else volume(symbol = GetATMOption("QQQ", date, OptionClass.CALL));
def CallVolume_DIA = if isNaN(volume(symbol = GetATMOption("DIA", date, OptionClass.CALL)))
then CallVolume_DIA[1]
else volume(symbol = GetATMOption("DIA", date, OptionClass.CALL));
def PutTotal = PutVolume_SPY + PutVolume_QQQ + PutVolume_DIA;
def CallTotal = CallVolume_SPY + CallVolume_QQQ + CallVolume_DIA;
AddLabel(yes,(concat("Ex date: ",
concat(ExpMonth2,
concat("/",
concat(ExpDOM,
concat("/",
concat(AsPrice(ExpYear),""))))))), color.white);
def Strike_SPY = Round(close(symbol = "SPY") / .5, 0) * .5;
def Strike_QQQ = Round(close(symbol = "QQQ") / .5, 0) * .5;
def Strike_DIA = Round(close(symbol = "DIA") / .5, 0) * .5;
AddLabel(1, "Strikes SPY: $" + Strike_SPY + " QQQ: $" + Strike_QQQ + " DIA: $" + Strike_DIA, Color.White);
AddLabel(yes, Concat("ATM Put/Call Ratio ", Round(PutTotal / CallTotal, 2)) + " / 1", Color.White);
def PV = if IsNaN(PutTotal)
then PV[1]
else PutTotal;
def CV = if IsNaN(CallTotal)
then CV[1]
else CallTotal;
plot ChangeRatio = if isNaN(close) then Double.NaN else PV / CV;
ChangeRatio.AssignValueColor(if ChangeRatio > 1
then color.green
else color.red);
plot AvgCR = if isNaN(close) then Double.NaN else Average(ChangeRatio, 5);
AvgCR.SetDefaultColor(Color.Yellow);
plot Neutral = if isNaN(close) then Double.NaN else 1;
Neutral.SetDefaultColor(Color.Gray);