OPEN-SOURCE SCRIPT
GVCR (Gamma-Volatility Cost Ratio)
Telah dikemas kini
While TradingView does not currently support options data to automatically fill this tool with the required data live, it will be updated once it does.
Currently, it is pretty simple and acts like a calculator to display the result below your chart for reference. As options data changes all the time a live version will be needed when capabilities support it.
The formula is Implied Volatility / Gamma * Premium
This helps you compare two options affected by similar price action.
In theory the lower number result option will perform better.
There is an option to add an extra set into the calculation to get the average of the two intended to be used for spreads.
- TK211X
Credit for Formula: Tekhon Kovalev
Tip jar:
BTC: bc1q3cakkvkj9vnk94cr7akqwwx8kl0086k6ruy036
Currently, it is pretty simple and acts like a calculator to display the result below your chart for reference. As options data changes all the time a live version will be needed when capabilities support it.
The formula is Implied Volatility / Gamma * Premium
This helps you compare two options affected by similar price action.
In theory the lower number result option will perform better.
There is an option to add an extra set into the calculation to get the average of the two intended to be used for spreads.
- TK211X
Credit for Formula: Tekhon Kovalev
Tip jar:
BTC: bc1q3cakkvkj9vnk94cr7akqwwx8kl0086k6ruy036
Nota Keluaran
While TradingView does not currently support options data to automatically fill this tool with the required data live, it will be updated once it does.Currently, it is pretty simple and acts like a calculator to display the result below your chart for reference. As options data changes all the time a live version will be needed when capabilities support it.
The formula is Implied Volatility * Starting Delta / Current Gamma * Current Premium
This helps you compare two options affected by similar price action.
In theory the lower number result option will perform better.
There is an option to add an extra set into the calculation to get the average of the two intended to be used for spreads.
- TK211X
Credit for Formula: Tekhon Kovalev
Tip jar:
BTC: bc1q3cakkvkj9vnk94cr7akqwwx8kl0086k6ruy036
Nota Keluaran
Small bug fixes. Added starting delta from clarification.Nota Keluaran
Update default line width to be more visible. Change options Greeks imput order to be more TAB key friendly when looking at a options tree.
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Penafian
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