GVCR (Gamma-Volatility Cost Ratio)

一昨日

While TradingView does not currently support options data to automatically fill this tool with the required data live, it will be updated once it does.

Currently, it is pretty simple and acts like a calculator to display the result below your chart for reference. As options data changes all the time a live version will be needed when capabilities support it.

The formula is Implied Volatility / Gamma * Premium

This helps you compare two options affected by similar price action.

In theory the lower number result option will perform better.

There is an option to add an extra set into the calculation to get the average of the two intended to be used for spreads.

- TK211X

Credit for Formula: Tekhon Kovalev

Tip jar:

BTC: bc1q3cakkvkj9vnk94cr7akqwwx8kl0086k6ruy036

一昨日

リリースノート

While TradingView does not currently support options data to automatically fill this tool with the required data live, it will be updated once it does.

Currently, it is pretty simple and acts like a calculator to display the result below your chart for reference. As options data changes all the time a live version will be needed when capabilities support it.

The formula is Implied Volatility * Starting Delta / Current Gamma * Current Premium

This helps you compare two options affected by similar price action.

In theory the lower number result option will perform better.

There is an option to add an extra set into the calculation to get the average of the two intended to be used for spreads.

- TK211X

Credit for Formula: Tekhon Kovalev

Tip jar:

BTC: bc1q3cakkvkj9vnk94cr7akqwwx8kl0086k6ruy036

一昨日

リリースノート

Small bug fixes. Added starting delta from clarification.

一昨日

リリースノート

Update default line width to be more visible.

Change options Greeks imput order to be more TAB key friendly when looking at a options tree.