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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.
Phát hành các Ghi chú
Stabilized OPRA feed and added dashboard for validationPhát hành các Ghi chú
Toggle between Call and Put WallsPhát hành các Ghi chú
Toggle between Call and Put WallsPhát hành các Ghi chú
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)Phát hành các Ghi chú
Updated logic to manually enter expirations if desired by userPhát hành các Ghi chú
Cleaner user interface and added notes on functionalityPhát hành các Ghi chú
fixed 0DTE option strike scanner
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.