アップデート済
Dynamic Multi-DTE Call Wall Levels (RRR)
Dynamic Multi-DTE Call Wall Levels (RRR)
This Pine Script v6 overlay indicator dynamically maps critical options market structure directly onto your price chart, identifying areas of high options concentration that act as institutional support, resistance, or volatility triggers.
Premium Data Feed: The script relies on TradingView’s native OPRA (Options Price Reporting Authority) real-time data subscription. By using dynamic string generation with the OPRA: prefix, it bypasses the need for costly third-party APIs, querying precise, strike-by-strike data directly from the exchange.
Dynamic Expiration Engine: Automatically calculates and rolls the precise YYMMDD string for three distinct time horizons: Nearest Expiry (0DTE or daily equivalent), Nearest Friday (7DTE), and +28Days (macro exposure). It mathematically adjusts for single stocks (Friday-only) versus daily ETFs (SPY/QQQ).
Exposure Visualization Logic:
Anchor & Scan: The script identifies the current At-The-Money (ATM) strike and queries the volume for a user-defined basket of strikes above and below the current price.
Peak Identification: It pushes the real-time volume data into a v6 array, instantly identifying the single strike with the maximum volume—the "Call Wall." This level represents the highest concentration of dealer gamma exposure.
Persistent Plotting: The macro and micro Call Walls are plotted as distinct horizontal lines (using trackprice=true) across the chart.
EOD Freeze Mechanism: Using session.ismarket, the script stops pinging the chain at the 4:00 PM EST close, locking the final levels in memory and projecting them across the overnight and pre-market sessions for continuous visualization.
This Pine Script v6 overlay indicator dynamically maps critical options market structure directly onto your price chart, identifying areas of high options concentration that act as institutional support, resistance, or volatility triggers.
Premium Data Feed: The script relies on TradingView’s native OPRA (Options Price Reporting Authority) real-time data subscription. By using dynamic string generation with the OPRA: prefix, it bypasses the need for costly third-party APIs, querying precise, strike-by-strike data directly from the exchange.
Dynamic Expiration Engine: Automatically calculates and rolls the precise YYMMDD string for three distinct time horizons: Nearest Expiry (0DTE or daily equivalent), Nearest Friday (7DTE), and +28Days (macro exposure). It mathematically adjusts for single stocks (Friday-only) versus daily ETFs (SPY/QQQ).
Exposure Visualization Logic:
Anchor & Scan: The script identifies the current At-The-Money (ATM) strike and queries the volume for a user-defined basket of strikes above and below the current price.
Peak Identification: It pushes the real-time volume data into a v6 array, instantly identifying the single strike with the maximum volume—the "Call Wall." This level represents the highest concentration of dealer gamma exposure.
Persistent Plotting: The macro and micro Call Walls are plotted as distinct horizontal lines (using trackprice=true) across the chart.
EOD Freeze Mechanism: Using session.ismarket, the script stops pinging the chain at the 4:00 PM EST close, locking the final levels in memory and projecting them across the overnight and pre-market sessions for continuous visualization.
リリースノート
Stabilized OPRA feed and added dashboard for validationリリースノート
Toggle between Call and Put Wallsリリースノート
Toggle between Call and Put Wallsリリースノート
Modified the strike engine to scan more strikes when you reduce the load on the Number of Expirations. If all 3 toggles for 0/7/30DTE are selected, 6 strikes (above and below) will be scanned. If the 7/30DTE toggles are selected, 9 strikes (above and below) will be scanned. If the 30DTE strike alone is selected, 19 strikes will be scanned (above and below)リリースノート
Updated logic to manually enter expirations if desired by userリリースノート
Cleaner user interface and added notes on functionalityリリースノート
fixed 0DTE option strike scanner
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。