Option Price (Indicator)
Input Information
| Name | Expression | Default | Description |
| MyAssetType | Numeric | 1 | Type of asset (1=stock, 2=stock w/divident, 3=future, 4=currencies |
| 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 |
| Yield100 | Numeric | 0 | Dividend yield in needed |
| ForeignRate100 | Numeric | 0 | Used for currency options |
| Volty100 | Numeric | 0 | Annualized volatility |
| PutCall | Numeric | Put | The type of option (Put=2, Call=3) |
| EuroAmer | Numeric | 0 | Expiration type (1=American, 0=European) |
Market Synopsis
Using the Black Scholes and Black 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. The indicator also works with futures options.
Plot Information
| Number | Name | Default Color | Description |
| Plot1 | OptPrice | Red | Plots the options price value |
When applied to a chart, this indicator displays one plot in a separate subgraph from the price data.