This script shows the change from the market opening price to the market closing price of the previous day in percent.
With this you can quickly get an overview of historical data for the change of the respective day.
Important: the market closing price is always used for the calculation and not the pre/post market price.
The label with the change value is...
1. Select the type of contract (call or put), the long strike, and the width.
2. Select the volatility model
3. The standard deviation is shown, enter it into the input.
The tool gives a theoretical price of a vertical spread, based on a
historical sample. The test assumes that a spread of equal width was sold on
every prior trading day at the given...
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...