This script shows the Put/Call-Ratio as seen on the Cboe-Website: www.cboe.com
A higher Put/Call-Ratio means a higher trading volume of puts compared to calls, which is a sign of a higher need for protection in the market.
For best reflection of the Cboe's data, which is shown in 30 minutes intervals, a 30...
Weekly Put Sale
This study is a tool I use for selling weekly puts at the suggested strike prices.
1. The suggested strike prices are based on the weekly high minus an ATR multiple which can be adjusted in the settings
2. You can also adjust the settings to Monthly strike prices if you prefer selling options further out
3. I suggest looking for Put sale...
1. Set the put and call strike inputs to values of your choosing.
2. Select "days to expiration".
3. Set the put and call standard deviations using the output table.
The indicator is meant help price a strangle using historical data and a volatility model. By default, the model is an ewma-method historical volatility. After selecting strikes and standard...