Please make sure you are plotting this indicator on DAILY bars, not doing so will lead to unintended results. Also, make sure that you keep up to date the Risk-free interest rate, which you can consult (for U.S.) on ycharts.com. This is an indicator that is meant to be used for Options Day Trading, but it can be useful for mid-term or leaps for I also enabled...
Personal new version! Don't forget to set the in Right Scale. The Script is now public, it's on my profile, and in search. The best buy and sell signals are those of the RSI thanks! The Script with Buy and Sell Calls is on my profile or in search and just bookmark and use. In the search just type Angells Calls and bookmark and use. To use we filter the signals...
This script helps you evaluate the fair value of an option. It poses the question "if I bought or sold an option under these circumstances in the past, would it have expired in the money, or worthless? What would be its expected value, at expiration, if I opened a position at N standard deviations, given the volatility forecast, with M days to expiration at the...