```
#Defining variables
def Delta = Delta();
def Ivol = imp_volatility(GetUnderlyingSymbol());
def OptionMarkPrice = close;
def UnderlyingPrice = close(getUnderlyingSymbol());
def UnderlyingVolume = volume(getUnderlyingSymbol());
#V.A.L.R - Volitility Adjusted Leverage Ratio
def Leverage = (Delta * UnderlyingPrice);
def LeverageRatio = Leverage / OptionMarkPrice;
def VALR = LeverageRatio * Ivol;
#Volume to open interest ratio (if statement pervents divide by zero errors)
def OpenInterest = if open_interest(period = AggregationPeriod.DAY) == 0 then 1 else open_interest(period = AggregationPeriod.DAY);
def volOI = volume / OpenInterest;
#Option dollar volume traded
def DvolumeOpt = volume * ohlc4 * 100;
#Underlying dollar volume traded
def DvolumeUnd = UnderlyingPrice * UnderlyingVolume;
def DvolumeRatio = DvolumeOpt / DvolumeUnd;
#Multiply by 1000 so output better displays in the columns
def WhaleScore = round(VALR * volOI * DvolumeRatio * 1000,0);
plot WhalePlot = WhaleScore;
addlabel(yes, whalescore, if (WHALESCORE >=2100) then Color.black
else if WHALESCORE >=1000 and WHALESCORE<2100 then Color.white
else if WHALESCORE <1000 and WHALESCORE >=100 then Color.white
else if WHALESCORE <100 and WHALESCORE >=0 then Color.white
else if WHALESCORE <0 and WHALESCORE >=-100 then Color.white
else if WHALESCORE <-100 and WHALESCORE >=-1000 then Color.white
else if WHALESCORE <-2100 then Color.black
else Color.dark_GRAY);
AssignBackgroundColor(
if (WHALESCORE >=2100) then Color.cyan
else if WHALESCORE >=1000 and WHALESCORE<2100 then Color.dark_green
else if WHALESCORE <1000 and WHALESCORE >=100 then Color.gray
else if WHALESCORE <100 and WHALESCORE >=0 then Color.gray
else if WHALESCORE <0 and WHALESCORE >=-100 then Color.gray
else if WHALESCORE <-100 and WHALESCORE >=-1000 then Color.dark_green
else if WHALESCORE <-2100 then Color.cyan
else Color.dark_GRAY);
```