The indicator is designed for calculating and displaying the options levels on the screen.
Download the СМЕ bulletin:
Or from here: ftp://ftp.cme.com/bulletin/
Fill the input parameters of the indicator and get the options levels on the screen.
Calculation of levels is performed according to the formula:
- Call = Strike/1000 + Premium * Multiplier
- Put = Strike/1000 – Premium * Multiplier
Indicator input parameters:
input double Call_1_Strike = 1115; // Call Strike Price 1 input double Call_1_Prem = 7.6; // Call Premium 1 input double Call_1_Vol = 471; // Call Volume 1 input double Call_1_OI = 1513; // Call Open Interest 1 input double Call_2_Strike = 1120; // Call Strike Price 2 input double Call_2_Prem = 5.8; // Call Premium 2 input double Call_2_Vol = 419; // Call Volume 2 input double Call_2_OI = 3016; // Call Open Interest 2 input double Call_3_Strike = 1130; // Call Strike Price 3 input double Call_3_Prem = 3.1; // Call Premium 3 input double Call_3_Vol = 696; // Call Volume 3 input double Call_3_OI = 2738; // Call Open Interest 3 input double Put_1_Strike = 1080; // Put Strike Price 1 input double Put_1_Prem = 1.9; // Put Premium 1 input double Put_1_Vol = 694; // Put Volume 1 input double Put_1_OI = 2541; // Put Open Interest 1 input double Put_2_Strike = 1100; // Put Strike Price 2 input double Put_2_Prem = 6.2; // Put Premium 2 input double Put_2_Vol = 655; // Put Volume 2 input double Put_2_OI = 3148; // Put Open Interest 2 input double Put_3_Strike = 1090; // Put Strike Price 3 input double Put_3_Prem = 3.5; // Put Premium 3 input double Put_3_Vol = 286; // Put Volume 3 input double Put_3_OI = 7061; // Put Open Interest 3 input double Multiplier = 0.001; // Premium Multiplier input string Line_Inputs="**** Line Inputs *****"; input int LineWidth = 2; // Line Width input int LineStyle = 0; // Line Style input int LineStart = 0; // Start bar of the line input int LineEnd = 15; // End bar of the line input color CallColor = Red; // Call Line Color input color PutColor = Lime; // Put Line Color input string Text_Inputs="**** Text_Inputs *****"; input int StartText = 6; // Start bar of the text input int FontSize = 6; // Font Size input string FontName = "Arial"; // Font Name input color CallText = Blue; // Call Text Color input color PutText = Blue; // Put Text Color input bool ShowText = true; // Show Text
Fig.1. The indicator on the chart
Recommendations:
- Use the indicator as a trading assistant.