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Barry Cohen

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Posts: 6338

Joined: 1/19/2004

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Subject : RE: PutVal and CallVal Parameters
Posted : 7/12/2021 11:35 AM
Post #48224 - In reply to #48220
This is what I was able to find out...

The indicator returns the historical close price for the option model. If “In the money” is checked (unchecked), then it’s N strikes up (down). Expiration & roll are in days. Roll is how far out you pick the contract for calculations. All parameters are the same in OptionFinder & throughout the option model.
Deleting message 48224 : RE: PutVal and CallVal Parameters


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