Past Market Maker Move or past straddle pricing


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I had a quick question for you. Do you know of any way to get previous market maker moves or use the getATMoption function to get previous ATM option pricing? I think the answer is no, but I wanted to see if you had any ideas. Thanks

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Asked on August 31, 2018 1:49 pm
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I spent some time checking the Thinkorswim language reference looking for ways to do get this done. They have a method named GetATMOption()…

http://toslc.thinkorswim.com/center/reference/thinkScript/Functions/Option-Related/GetATMOption.html

…which returns the OPRA code. You have to provide the expiration date. The date must be from a user input. This only works for options that are currently trading. Options that have already expired cannot be recovered.

Even if this could work we have a problem in that there are no tools in the Thinkorswim language to get the current price using that OPRA code. So we have a dead end before we get to far down that road.

So there does not appear to be any solution we can achieve using the code of a chart study.

The only option remaining is to use the thinkBack tool. Located under the Analysis tab. Screenshot below shows the MMM number as it appeared at market close on July 31st 2018 for AAPL. The was the day before earnings release.

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Answered on September 1, 2018 11:38 am