Boris Lund Regular  Posts: 59 Joined: 12/9/2021  User Profile | I am very interested in expanding and combining your two flagships ARM and OptionsFinder. How many functions can we possibly have from options? PutV and CallV is a very crude resolution of the options market. It would be very useful to be able to pull value and open interest for both puts and calls for set strike prices or even to find out where certain percentiles of value are located for a given expiry date. Further, being able to tell when the next large gamma expiry is happening would enable us to “see” the structure of options positioning for a given symbol and a given period much better. Options finder does much of this when searching for good prospects but we need to be able to access this information in scripts. I am inspired by spotgamma who provides spy/spx data together with an analysis, and I would very much like to do some ARM training based on the same data. Spotgamma will tell you the expected volatility based on the gamma together with resistance/support levels based on hedging. Being able to see strike prices with unusually large hedging or just put or call values with dates tells us a lot about market levels and structures in the near future. And, in addition, knowing when large amounts of gamma expires would be invaluable. In an ARM context, coding this information as genes allows us to look for shapes and general technical patterns but with the added advantage of knowing whether or not to expect such patterns to develop freely or if sudden movements due to large hedging or options-rollling movements are to be expected to interfere. Could you expand on documentation on the possibilities with the existing function calls that come with option finder and are accessible in omni language and supply the last levels of information for scripting which option finder already looks at? /best regards Boris | |
