With the new option indicators you can chart options-data directly in your chart and also add them to conditions and signals in your columns or in ConditionEscort. InteractiveBrokers does not provide historical data for options, while IQ does provide historical data for options.
Option Listener
This is a realtime-indicator, it will start loading data as soon as you add the indicator to your chart. Switch to the 1-Minute timeframe to see some results more quickly. No historical options data will be loaded with this indicator.
- Expiry: Choose for which option expiry the data should be loaded
- Field: Choose the datseries you want to output with the indicator
- OptionType: Put or Call option data
- Strike: Choose for which strike the data should be loaded
Option Listener Atm
Same indicator as the OptionListener, but this indicator always detects the current ATM strike and the nearest expiry, so you can load this indicator as a column to your LCG and e.g. print out any of the greeks values without having to manually select which exact option (strike/expiry) you want to see.
Option Multiline Listener
Again, basically the same logic as the OptionListener, but with this indicator you can plot many dataseries of a single option at once. You have a list of selections which optionsdata should be shown in the indicator panel.
- Days in Year: Input value for BlackScholes calculation. There are two main mostly used settings: 365days or 250days. The chosen value will affect the greeks and implied volatility calculations.
- Dividend Yield: Input value for BlackScholes calculation. What dividend the underlying yields. As there is not dividend data available in AgenaTrader, you can set the dividend yield on your own. IQ also uses a dividend yield of „0“ for their internal calculation.
- Expiry: Choose for which option expiry the data should be loaded
- OptionType: Put or Call option data
- Risk-Free Rate: Input value for BlackScholes calculation. What risk-free rate is available in the markets? Usually returns of US-Bonds are used as proxy for this value. IQ-Feed uses 5% as risk-free rate in their internal greek-calculations, therefore we also take this value by default.
- Strike: Choose for which strike the data should be loaded
Option BlackScholes Listener
This again follows the logic of the OptionMultilineListener, but this indicator is calculating the greek values and the implied volatility with the BlackScholes formula. It is available for IQFeed and is calculating all values also for historical values (as IQFeed is providing historical options data). You can
InstrumentExpiries
This new indicator works in future-charts (shows future expiries) as well as in stock-charts (shows stock-option expiries). Scroll the chart to the left and you will see vertical lines in the chart which represent the next expiries for this instrument.
HOTKEYS
Following hotkeys are available:
- Toggle Options Trading Pad (Category „Chart Pads“)
- OptionChain (Category „Charts“)