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Hi, I was wondering if there was a way to plot call or put strikes at their expiration based on a user determined delta range? I was hoping to be able to visually see strike deltas on the chart, rather than scrolling the option chain to see which strike a 0.30 or 0.20 is currently being attributed to. I’m imagining it to be similar to the probability cone but in sync with current strike deltas. Example would be plotting positions of all strikes with a 0.20-0.25 delta at the 2week, 3week, 4week, 6mo, 9mo expirations, etc… This would be helpful for traders looking to take action at specific delta regions, esp in tickers like tsla or spy that has miles of strikes on their options chain. thank you!
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I will not be able to provide a solution to this request in the Q&A Forum. I have a client who paid for a custom chart study of a similar nature. The lines at each strike price could not be drawn on the chart due to limitations in Thinkorswim language. The final solution was to provide a set of chart labels displaying data for several strike prices based on an expiration date selected in the chart study. Marked as spam
 Posted by Pete Hahn (Questions: 37, Answers: 4118) Answered on February 13, 2021 1:08 pm
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