Options volume for each price bar

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Thank you very much for your answer on inserting volume numbers above price bars. I used the word “volume” incorrectly – my apologies. How would total “options volume” be represented above a price bar? Thank you again.

plot data = Volume;
data.SetPaintingStrategy(PaintingStrategy.VALUES_ABOVE);

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Posted by (Questions: 3, Answers: 0)
Asked on April 26, 2020 11:49 am
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That data is not available on the chart studies for Thinkorswim. You can include volume for a specific option contract. But not for all options volume.

input tickerSymbol = ".SPXW200513C2835";
plot data = volume(tickerSymbol);
data.SetPaintingStrategy(PaintingStrategy.VALUES_ABOVE);

In this updated code I have added a new user input to contain the OPRA code of the ATM Call for May 2020 expiration. In testing, this does not plot on a chart of SPX. You can plot any other ticker symbol that includes volume data but for some unknown reason it does not work for SPX.

There is nothing in Thinkorswim language that automatically gets and displays volume for all options of a given instrument. Any solution requires the application of the method I just described in the example above. There are some very laborious and complicated ways to get options volume for a limited number of strikes for a given expiration date. But there is nothing that can get us all the options volume.

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Posted by (Questions: 37, Answers: 4118)
Answered on April 26, 2020 1:04 pm
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