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ThinkScript: Modified Put/Call Ratio Labels

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  1. declare once_per_bar;
  2.  
  3. input expirationDate = 20150321;
  4. input expirationDate2 = 20150418;
  5. input expirationDate3 = 20150516;
  6.  
  7. input pcrAveragePeriod = 20;
  8.  
  9. def atmC = volume(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL));
  10. def itmC1 = volume(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL)));
  11. def itmC2 = volume(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL))));
  12. def itmC3 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL)))));
  13. def itmC4 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL))))));
  14. def itmC5 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL)))))));
  15. def itmC6 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL))))))));
  16. def itmC7 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL)))))))));
  17. def itmC8 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL))))))))));
  18. def itmC9 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL)))))))))));
  19. def itmC10 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL))))))))))));
  20. def otmC1 = volume(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL)));
  21. def otmC2 = volume(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL))));
  22. def otmC3 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL)))));
  23. def otmC4 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL))))));
  24. def otmC5 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL)))))));
  25. def otmC6 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL))))))));
  26. def otmC7 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL)))))))));
  27. def otmC8 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL))))))))));
  28. def otmC9 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL)))))))))));
  29. def otmC10 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.CALL))))))))))));
  30. def atmCV = if !IsNaN(atmC) then atmC else 0;
  31. def itmC1V = if !IsNaN(itmC1) then itmC1 else 0;
  32. def itmC2V = if !IsNaN(itmC2) then itmC2 else 0;
  33. def itmC3V = if !IsNaN(itmC3) then itmC3 else 0;
  34. def itmC4V = if !IsNaN(itmC4) then itmC4 else 0;
  35. def itmC5V = if !IsNaN(itmC5) then itmC5 else 0;
  36. def itmC6V = if !IsNaN(itmC6) then itmC6 else 0;
  37. def itmC7V = if !IsNaN(itmC7) then itmC7 else 0;
  38. def itmC8V = if !IsNaN(itmC8) then itmC8 else 0;
  39. def itmC9V = if !IsNaN(itmC9) then itmC9 else 0;
  40. def itmC10V = if !IsNaN(itmC10) then itmC10 else 0;
  41. def otmC1V = if !IsNaN(otmC1) then otmC1 else 0;
  42. def otmC2V = if !IsNaN(otmC2) then otmC2 else 0;
  43. def otmC3V = if !IsNaN(otmC3) then otmC3 else 0;
  44. def otmC4V = if !IsNaN(otmC4) then otmC4 else 0;
  45. def otmC5V = if !IsNaN(otmC5) then otmC5 else 0;
  46. def otmC6V = if !IsNaN(otmC6) then otmC6 else 0;
  47. def otmC7V = if !IsNaN(otmC7) then otmC7 else 0;
  48. def otmC8V = if !IsNaN(otmC8) then otmC8 else 0;
  49. def otmC9V = if !IsNaN(otmC9) then otmC9 else 0;
  50. def otmC10V = if !IsNaN(otmC10) then otmC10 else 0;
  51.  
  52. def atmP = volume(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT));
  53. def itmP1 = volume(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT)));
  54. def itmP2 = volume(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT))));
  55. def itmP3 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT)))));
  56. def itmP4 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT))))));
  57. def itmP5 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT)))))));
  58. def itmP6 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT))))))));
  59. def itmP7 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT)))))))));
  60. def itmP8 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT))))))))));
  61. def itmP9 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT)))))))))));
  62. def itmP10 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT))))))))))));
  63. def otmP1 = volume(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT)));
  64. def otmP2 = volume(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT))));
  65. def otmP3 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT)))));
  66. def otmP4 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT))))));
  67. def otmP5 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT)))))));
  68. def otmP6 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT))))))));
  69. def otmP7 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT)))))))));
  70. def otmP8 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT))))))))));
  71. def otmP9 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT)))))))))));
  72. def otmP10 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate, OptionClass.PUT))))))))))));
  73. def atmPV = if !IsNaN(atmP) then atmP else 0;
  74. def itmP1V = if !IsNaN(itmP1) then itmP1 else 0;
  75. def itmP2V = if !IsNaN(itmP2) then itmP2 else 0;
  76. def itmP3V = if !IsNaN(itmP3) then itmP3 else 0;
  77. def itmP4V = if !IsNaN(itmP4) then itmP4 else 0;
  78. def itmP5V = if !IsNaN(itmP5) then itmP5 else 0;
  79. def itmP6V = if !IsNaN(itmP6) then itmP6 else 0;
  80. def itmP7V = if !IsNaN(itmP7) then itmP7 else 0;
  81. def itmP8V = if !IsNaN(itmP8) then itmP8 else 0;
  82. def itmP9V = if !IsNaN(itmP9) then itmP9 else 0;
  83. def itmP10V = if !IsNaN(itmP10) then itmP10 else 0;
  84. def otmP1V = if !IsNaN(otmP1) then otmP1 else 0;
  85. def otmP2V = if !IsNaN(otmP2) then otmP2 else 0;
  86. def otmP3V = if !IsNaN(otmP3) then otmP3 else 0;
  87. def otmP4V = if !IsNaN(otmP4) then otmP4 else 0;
  88. def otmP5V = if !IsNaN(otmP5) then otmP5 else 0;
  89. def otmP6V = if !IsNaN(otmP6) then otmP6 else 0;
  90. def otmP7V = if !IsNaN(otmP7) then otmP7 else 0;
  91. def otmP8V = if !IsNaN(otmP8) then otmP8 else 0;
  92. def otmP9V = if !IsNaN(otmP9) then otmP9 else 0;
  93. def otmP10V = if !IsNaN(otmP10) then otmP10 else 0;
  94.  
  95. def atm2C = volume(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL));
  96. def itm2C1 = volume(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL)));
  97. def itm2C2 = volume(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL))));
  98. def itm2C3 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL)))));
  99. def itm2C4 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL))))));
  100. def itm2C5 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL)))))));
  101. def itm2C6 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL))))))));
  102. def itm2C7 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL)))))))));
  103. def itm2C8 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL))))))))));
  104. def itm2C9 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL)))))))))));
  105. def itm2C10 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL))))))))))));
  106. def otm2C1 = volume(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL)));
  107. def otm2C2 = volume(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL))));
  108. def otm2C3 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL)))));
  109. def otm2C4 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL))))));
  110. def otm2C5 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL)))))));
  111. def otm2C6 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL))))))));
  112. def otm2C7 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL)))))))));
  113. def otm2C8 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL))))))))));
  114. def otm2C9 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL)))))))))));
  115. def otm2C10 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.CALL))))))))))));
  116. def atm2CV = if !IsNaN(atm2C) then atm2C else 0;
  117. def itm2C1V = if !IsNaN(itm2C1) then itm2C1 else 0;
  118. def itm2C2V = if !IsNaN(itm2C2) then itm2C2 else 0;
  119. def itm2C3V = if !IsNaN(itm2C3) then itm2C3 else 0;
  120. def itm2C4V = if !IsNaN(itm2C4) then itm2C4 else 0;
  121. def itm2C5V = if !IsNaN(itm2C5) then itm2C5 else 0;
  122. def itm2C6V = if !IsNaN(itm2C6) then itm2C6 else 0;
  123. def itm2C7V = if !IsNaN(itm2C7) then itm2C7 else 0;
  124. def itm2C8V = if !IsNaN(itm2C8) then itm2C8 else 0;
  125. def itm2C9V = if !IsNaN(itm2C9) then itm2C9 else 0;
  126. def itm2C10V = if !IsNaN(itm2C10) then itm2C10 else 0;
  127. def otm2C1V = if !IsNaN(otm2C1) then otm2C1 else 0;
  128. def otm2C2V = if !IsNaN(otm2C2) then otm2C2 else 0;
  129. def otm2C3V = if !IsNaN(otm2C3) then otm2C3 else 0;
  130. def otm2C4V = if !IsNaN(otm2C4) then otm2C4 else 0;
  131. def otm2C5V = if !IsNaN(otm2C5) then otm2C5 else 0;
  132. def otm2C6V = if !IsNaN(otm2C6) then otm2C6 else 0;
  133. def otm2C7V = if !IsNaN(otm2C7) then otm2C7 else 0;
  134. def otm2C8V = if !IsNaN(otm2C8) then otm2C8 else 0;
  135. def otm2C9V = if !IsNaN(otm2C9) then otm2C9 else 0;
  136. def otm2C10V = if !IsNaN(otm2C10) then otm2C10 else 0;
  137.  
  138. def atm2P = volume(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT));
  139. def itm2P1 = volume(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT)));
  140. def itm2P2 = volume(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT))));
  141. def itm2P3 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT)))));
  142. def itm2P4 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT))))));
  143. def itm2P5 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT)))))));
  144. def itm2P6 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT))))))));
  145. def itm2P7 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT)))))))));
  146. def itm2P8 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT))))))))));
  147. def itm2P9 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT)))))))))));
  148. def itm2P10 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT))))))))))));
  149. def otm2P1 = volume(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT)));
  150. def otm2P2 = volume(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT))));
  151. def otm2P3 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT)))));
  152. def otm2P4 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT))))));
  153. def otm2P5 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT)))))));
  154. def otm2P6 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT))))))));
  155. def otm2P7 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT)))))))));
  156. def otm2P8 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT))))))))));
  157. def otm2P9 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT)))))))))));
  158. def otm2P10 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate2, OptionClass.PUT))))))))))));
  159. def atm2PV = if !IsNaN(atm2P) then atm2P else 0;
  160. def itm2P1V = if !IsNaN(itm2P1) then itm2P1 else 0;
  161. def itm2P2V = if !IsNaN(itm2P2) then itm2P2 else 0;
  162. def itm2P3V = if !IsNaN(itm2P3) then itm2P3 else 0;
  163. def itm2P4V = if !IsNaN(itm2P4) then itm2P4 else 0;
  164. def itm2P5V = if !IsNaN(itm2P5) then itm2P5 else 0;
  165. def itm2P6V = if !IsNaN(itm2P6) then itm2P6 else 0;
  166. def itm2P7V = if !IsNaN(itm2P7) then itm2P7 else 0;
  167. def itm2P8V = if !IsNaN(itm2P8) then itm2P8 else 0;
  168. def itm2P9V = if !IsNaN(itm2P9) then itm2P9 else 0;
  169. def itm2P10V = if !IsNaN(itm2P10) then itm2P10 else 0;
  170. def otm2P1V = if !IsNaN(otm2P1) then otm2P1 else 0;
  171. def otm2P2V = if !IsNaN(otm2P2) then otm2P2 else 0;
  172. def otm2P3V = if !IsNaN(otm2P3) then otm2P3 else 0;
  173. def otm2P4V = if !IsNaN(otm2P4) then otm2P4 else 0;
  174. def otm2P5V = if !IsNaN(otm2P5) then otm2P5 else 0;
  175. def otm2P6V = if !IsNaN(otm2P6) then otm2P6 else 0;
  176. def otm2P7V = if !IsNaN(otm2P7) then otm2P7 else 0;
  177. def otm2P8V = if !IsNaN(otm2P8) then otm2P8 else 0;
  178. def otm2P9V = if !IsNaN(otm2P9) then otm2P9 else 0;
  179. def otm2P10V = if !IsNaN(otm2P10) then otm2P10 else 0;
  180.  
  181. def atm3C = volume(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL));
  182. def itm3C1 = volume(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL)));
  183. def itm3C2 = volume(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL))));
  184. def itm3C3 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL)))));
  185. def itm3C4 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL))))));
  186. def itm3C5 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL)))))));
  187. def itm3C6 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL))))))));
  188. def itm3C7 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL)))))))));
  189. def itm3C8 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL))))))))));
  190. def itm3C9 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL)))))))))));
  191. def itm3C10 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL))))))))))));
  192. def otm3C1 = volume(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL)));
  193. def otm3C2 = volume(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL))));
  194. def otm3C3 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL)))));
  195. def otm3C4 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL))))));
  196. def otm3C5 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL)))))));
  197. def otm3C6 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL))))))));
  198. def otm3C7 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL)))))))));
  199. def otm3C8 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL))))))))));
  200. def otm3C9 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL)))))))))));
  201. def otm3C10 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.CALL))))))))))));
  202. def atm3CV = if !IsNaN(atm3C) then atm3C else 0;
  203. def itm3C1V = if !IsNaN(itm3C1) then itm3C1 else 0;
  204. def itm3C2V = if !IsNaN(itm3C2) then itm3C2 else 0;
  205. def itm3C3V = if !IsNaN(itm3C3) then itm3C3 else 0;
  206. def itm3C4V = if !IsNaN(itm3C4) then itm3C4 else 0;
  207. def itm3C5V = if !IsNaN(itm3C5) then itm3C5 else 0;
  208. def itm3C6V = if !IsNaN(itm3C6) then itm3C6 else 0;
  209. def itm3C7V = if !IsNaN(itm3C7) then itm3C7 else 0;
  210. def itm3C8V = if !IsNaN(itm3C8) then itm3C8 else 0;
  211. def itm3C9V = if !IsNaN(itm3C9) then itm3C9 else 0;
  212. def itm3C10V = if !IsNaN(itm3C10) then itm3C10 else 0;
  213. def otm3C1V = if !IsNaN(otm3C1) then otm3C1 else 0;
  214. def otm3C2V = if !IsNaN(otm3C2) then otm3C2 else 0;
  215. def otm3C3V = if !IsNaN(otm3C3) then otm3C3 else 0;
  216. def otm3C4V = if !IsNaN(otm3C4) then otm3C4 else 0;
  217. def otm3C5V = if !IsNaN(otm3C5) then otm3C5 else 0;
  218. def otm3C6V = if !IsNaN(otm3C6) then otm3C6 else 0;
  219. def otm3C7V = if !IsNaN(otm3C7) then otm3C7 else 0;
  220. def otm3C8V = if !IsNaN(otm3C8) then otm3C8 else 0;
  221. def otm3C9V = if !IsNaN(otm3C9) then otm3C9 else 0;
  222. def otm3C10V = if !IsNaN(otm3C10) then otm3C10 else 0;
  223.  
  224. def atm3P = volume(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT));
  225. def itm3P1 = volume(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT)));
  226. def itm3P2 = volume(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT))));
  227. def itm3P3 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT)))));
  228. def itm3P4 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT))))));
  229. def itm3P5 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT)))))));
  230. def itm3P6 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT))))))));
  231. def itm3P7 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT)))))))));
  232. def itm3P8 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT))))))))));
  233. def itm3P9 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT)))))))))));
  234. def itm3P10 = volume(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetNextITMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT))))))))))));
  235. def otm3P1 = volume(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT)));
  236. def otm3P2 = volume(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT))));
  237. def otm3P3 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT)))));
  238. def otm3P4 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT))))));
  239. def otm3P5 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT)))))));
  240. def otm3P6 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT))))))));
  241. def otm3P7 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT)))))))));
  242. def otm3P8 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT))))))))));
  243. def otm3P9 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT)))))))))));
  244. def otm3P10 = volume(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetNextOTMOption(GetATMOption(GetUnderlyingSymbol(), expirationDate3, OptionClass.PUT))))))))))));
  245. def atm3PV = if !IsNaN(atm3P) then atm3P else 0;
  246. def itm3P1V = if !IsNaN(itm3P1) then itm3P1 else 0;
  247. def itm3P2V = if !IsNaN(itm3P2) then itm3P2 else 0;
  248. def itm3P3V = if !IsNaN(itm3P3) then itm3P3 else 0;
  249. def itm3P4V = if !IsNaN(itm3P4) then itm3P4 else 0;
  250. def itm3P5V = if !IsNaN(itm3P5) then itm3P5 else 0;
  251. def itm3P6V = if !IsNaN(itm3P6) then itm3P6 else 0;
  252. def itm3P7V = if !IsNaN(itm3P7) then itm3P7 else 0;
  253. def itm3P8V = if !IsNaN(itm3P8) then itm3P8 else 0;
  254. def itm3P9V = if !IsNaN(itm3P9) then itm3P9 else 0;
  255. def itm3P10V = if !IsNaN(itm3P10) then itm3P10 else 0;
  256. def otm3P1V = if !IsNaN(otm3P1) then otm3P1 else 0;
  257. def otm3P2V = if !IsNaN(otm3P2) then otm3P2 else 0;
  258. def otm3P3V = if !IsNaN(otm3P3) then otm3P3 else 0;
  259. def otm3P4V = if !IsNaN(otm3P4) then otm3P4 else 0;
  260. def otm3P5V = if !IsNaN(otm3P5) then otm3P5 else 0;
  261. def otm3P6V = if !IsNaN(otm3P6) then otm3P6 else 0;
  262. def otm3P7V = if !IsNaN(otm3P7) then otm3P7 else 0;
  263. def otm3P8V = if !IsNaN(otm3P8) then otm3P8 else 0;
  264. def otm3P9V = if !IsNaN(otm3P9) then otm3P9 else 0;
  265. def otm3P10V = if !IsNaN(otm3P10) then otm3P10 else 0;
  266.  
  267. def totalCallVolume = atmCV + itmC1V + itmC2V + itmC3V + itmC4V + itmC5V + itmC6V + itmC7V + itmC8V + itmC9V + itmC10V
  268. + otmC1V + otmC2V + otmC3V + otmC4V + otmC5V + otmC6V + otmC7V + otmC8V + otmC9V + otmC10V +
  269. atm2CV + itm2C1V + itm2C2V + itm2C3V + itm2C4V + itm2C5V + itm2C6V + itm2C7V + itm2C8V + itm2C9V + itm2C10V
  270. + otm2C1V + otm2C2V + otm2C3V + otm2C4V + otm2C5V + otm2C6V + otm2C7V + otm2C8V + otm2C9V + otm2C10V +
  271. atm3CV + itm3C1V + itm3C2V + itm3C3V + itm3C4V + itm3C5V + itm3C6V + itm3C7V + itm3C8V + itm3C9V + itm3C10V
  272. + otm3C1V + otm3C2V + otm3C3V + otm3C4V + otm3C5V + otm3C6V + otm3C7V + otm3C8V + otm3C9V + otm3C10V;
  273.  
  274. def totalPutVolume = atmPV + itmP1V + itmP2V + itmP3V + itmP4V + itmP5V + itmP6V + itmP7V + itmP8V + itmP9V + itmP10V
  275. + otmP1V + otmP2V + otmP3V + otmP4V + otmP5V + otmP6V + otmP7V + otmP8V + otmP9V + otmP10V+
  276. atm2PV + itm2P1V + itm2P2V + itm2P3V + itm2P4V + itm2P5V + itm2P6V + itm2P7V + itm2P8V + itm2P9V + itm2P10V
  277. + otm2P1V + otm2P2V + otm2P3V + otm2P4V + otm2P5V + otm2P6V + otm2P7V + otm2P8V + otm2P9V + otm2P10V+
  278. atm3PV + itm3P1V + itm3P2V + itm3P3V + itm3P4V + itm3P5V + itm3P6V + itm3P7V + itm3P8V + itm3P9V + itm3P10V
  279. + otm3P1V + otm3P2V + otm3P3V + otm3P4V + otm3P5V + otm3P6V + otm3P7V + otm3P8V + otm3P9V + otm3P10V;
  280.  
  281. AddLabel(yes, Concat("Put Volume: ", totalPutVolume), color.orange);
  282. AddLabel(yes, Concat("Call Volume: ", totalCallVolume), color.lime);
  283.  
  284. # Delete the "#" on the line below if you wish to see the actual P/C numbers
  285. # AddLabel(yes, Concat("P/C: ", totalPutVolume/totalCallVolume), color.white);
  286.  
  287. def calc = totalputvolume/totalcallvolume;
  288. def bias = if calc <= 0.5 then 2 else if calc >= 1 then 1 else 0;
  289. AddLabel(yes, if bias == 2 then "P/C: bullish" else if bias == 1 then "P/C: bearish" else "P/C: neutral", if bias == 2 then color.light_green else if bias == 1 then color.pink else color.light_gray);
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