Black-Scholes (Indicator)Analysis Techniques & Strategies
Black-Scholes (Indicator)| Name | Expression | Default | Description |
| ExpMonth_MM | Numeric | 0 | The month (1-12) the option expires |
| ExpYear_YYYY | Numeric | 0 | The year the option expires. |
| StrikePr | Numeric | 0 | The option strike price |
| Rate100 | Numeric | 0 | Risk free interest rate |
| Volty100 | Numeric | 0 | Annualized volatility |
| PutCall | Numeric | Put | The type of option (Put=2, Call=3) |
Using the Black Scholes option pricing model calculation, plots the theoretical value of an option based on the underlying symbol in the chart. You must specify the option input information.
| Number | Name | Default Color | Description |
| Plot1 | BlackScholes | Red | Plots the Black Scholes value |
When applied to a chart, this indicator displays one plot in a separate subgraph from the price data.
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