young_and_dumb
Member
Hey all was trying to build something and found a few different ways to do what I neded to do.
I was wondering if anyone could share other ways to pull the series IV from the option chain. This code I am using now is the best format but lags and sometimes take a good 30 second- or never- to plot it on the chart.
Thank you to anyone that can help.
I was wondering if anyone could share other ways to pull the series IV from the option chain. This code I am using now is the best format but lags and sometimes take a good 30 second- or never- to plot it on the chart.
Thank you to anyone that can help.
Code:
input Series_IV = 1; #hint Series_IV: Series 1 is closest expirery.
assert(series_IV > 0, "'series' must be positive: " + series_IV);
def seriesIV = if isNaN(SeriesVolatility(series = Series_IV))
then seriesIV[7]
else SeriesVolatility(series = Series_IV);