Thinkorswim option open interest profile code

# Next3rdFriday excerpt
input show_Label = yes;

input optionSeriesPrefix = ".SPY140422";
input centerStrike = 450.0;
input strikeSpacing = 1;
AddLabel(show_Label, Concat(optionSeriesPrefix, ""), Color.WHITE);

AddLabel(show_Label, Concat("Strike Spacing: ", strikeSpacing), Color.WHITE);
AddLabel(show_Label, Concat("Center Strike: ", centerStrike), Color.WHITE);
DefineGlobalColor("Calls", Color.LIME);
DefineGlobalColor("Puts", Color.VIOLET);
def barWeight = 5;
# Number of bars to right of current bar for display

# Should be a positiveVolumeIndex number
input displayOffset = 5;
# Number of bars of right space minus 5

input barLength = 45;
rec barOffset = if !IsNaN(close) then strikeSpacing / 10.0 else barOffset[1];
rec extBar = if IsNaN(close[displayOffset]) then extBar[1] + 1 else 0;
def c1_V_d = open_interest(Concat(optionSeriesPrefix, Concat("C",

AsPrice(centerStrike ))));
AsPrice(centerStrike - strikeSpacing))));
AsPrice(centerStrike - strikeSpacing * 2))));


AsPrice(centerStrike + strikeSpacing))));
AsPrice(centerStrike + strikeSpacing * 2))));

def p1_V_d = open_interest(Concat(optionSeriesPrefix, Concat("P",

AsPrice(centerStrike))));

AsPrice(centerStrike - strikeSpacing))));

AsPrice(centerStrike + strikeSpacing))));

def c1_V = if !IsNaN(c1_V_d) then c1_V_d else 0;


def p1_V = if !IsNaN(p1_V_d) then p1_V_d else 0;


def c1t = Max(Max(Max(Max(c1_V, c2_V), c3_V), c4_V), c5_V);

def c2t = Max(Max(Max(Max(Max(c6_V, c7_V), c8_V), c9_V), c10_V), c11_V);
def c3t = Max(Max(Max(Max(Max(c12_V, c13_V), c14_V), c15_V), c16_V), c17_V);

def c4t = Max(c18_V, c19_V);
def p1t = Max(Max(Max(Max(p1_V, p2_V), p3_V), p4_V), p5_V);

def p2t = Max(Max(Max(Max(Max(p6_V, p7_V), p8_V), p9_V), p10_V), p11_V);
def p3t = Max(Max(Max(Max(Max(p12_V, p13_V), p14_V), p15_V), p16_V), p17_V);

def p4t = Max(p18_V, p19_V);
def c_V_max = Max(Max(Max(c1t, c2t), c3t), c4t);

def p_V_max = Max(Max(Max(p1t, p2t), p3t), p4t);
def OI_max = Max(c_V_max, p_V_max);
def cVT = c1_V + c2_V + c3_V + c4_V + c5_V + c6_V + c7_V + c8_V + c9_V + c10_V +
c11_V + c12_V + c13_V + c14_V + c15_V + c16_V + c17_V + c18_V + c19_V;
def pVT = p1_V + p2_V + p3_V + p4_V + p5_V + p6_V + p7_V + p8_V + p9_V + p10_V +
p11_V + p12_V + p13_V + p14_V + p15_V + p16_V + p17_V + p18_V + p19_V;
AddLabel(yes, Concat("Call OI: ", cVT), GlobalColor("Calls"));

AddLabel(yes, Concat("Put OI: ", pVT), GlobalColor("Puts"));
rec c1_D = if IsNaN(close) then c1_D[1] else Ceil((c1_V / OI_max) * barLength);

plot C1 = if c1_D >= extBar and extBar != 0 then centerStrike + barOffset else
Double.NaN;
C1.SetDefaultColor(GlobalColor("Calls") );
C1.SetLineWeight(barWeight);

plot C2 = if c2_D >= extBar and extBar != 0 then centerStrike + barOffset -
strikeSpacing else Double.NaN;
C2.SetDefaultColor(GlobalColor("Calls"));

strikeSpacing * 2 else Double.NaN;


plot C5 = if c5_D >= extBar and extBar != 0 then centerStrike + barOffset +













rec p1_D = if IsNaN(close) then p1_D[1] else Ceil((p1_V / OI_max) * barLength);
plot P1 = if p1_D >= extBar and extBar != 0 then centerStrike - barOffset else
Double.NaN;
P1.SetDefaultColor(GlobalColor("Puts") );
P1.SetLineWeight(barWeight);

plot P2 = if p2_D >= extBar and extBar != 0 then centerStrike - barOffset -
P2.SetDefaultColor(GlobalColor("Puts"));



plot P5 = if p5_D >= extBar and extBar != 0 then centerStrike - barOffset +














C1.SetPaintingStrategy(PaintingStrategy.DASHES);
P1.SetPaintingStrategy(PaintingStrategy.DASHES);
rec c1_V_e = if IsNaN(close) and !IsNaN(close[1]) then c1_V[1] else c1_V_e[1];


rec p1_V_e = if IsNaN(close) and !IsNaN(close[1]) then p1_V[1] else p1_V_e[1];



Thinkorswim option open interest profile code

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Thinkorswim option open interest profile code

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# Next3rdFriday excerpt

input show_Label = yes;

AddLabel(show_Label, Concat(optionSeriesPrefix, ""), Color.WHITE);

# Number of bars to right of current bar for display

# Number of bars of right space minus 5

rec barOffset = if !IsNaN(close) then strikeSpacing / 10.0 else barOffset[1];

rec extBar = if IsNaN(close[displayOffset]) then extBar[1] + 1 else 0;

def c1_V_d = open_interest(Concat(optionSeriesPrefix, Concat("C",

def c4_V_d = open_interest(Concat(optionSeriesPrefix, Concat("C",

def c5_V_d = open_interest(Concat(optionSeriesPrefix, Concat("C",

def c8_V_d = open_interest(Concat(optionSeriesPrefix, Concat("C",

def p1_V_d = open_interest(Concat(optionSeriesPrefix, Concat("P",

def p2_V_d = open_interest(Concat(optionSeriesPrefix, Concat("P",

def p5_V_d = open_interest(Concat(optionSeriesPrefix, Concat("P",

def p8_V_d = open_interest(Concat(optionSeriesPrefix, Concat("P",

def c1_V = if !IsNaN(c1_V_d) then c1_V_d else 0;

def c12_V = if !IsNaN(c12_V_d) then c12_V_d else 0;

def p1_V = if !IsNaN(p1_V_d) then p1_V_d else 0;

def p12_V = if !IsNaN(p12_V_d) then p12_V_d else 0;

def c1t = Max(Max(Max(Max(c1_V, c2_V), c3_V), c4_V), c5_V);

def c3t = Max(Max(Max(Max(Max(c12_V, c13_V), c14_V), c15_V), c16_V), c17_V);

def p1t = Max(Max(Max(Max(p1_V, p2_V), p3_V), p4_V), p5_V);

def p3t = Max(Max(Max(Max(Max(p12_V, p13_V), p14_V), p15_V), p16_V), p17_V);

def c_V_max = Max(Max(Max(c1t, c2t), c3t), c4t);

AddLabel(yes, Concat("Call OI: ", cVT), GlobalColor("Calls"));

rec c1_D = if IsNaN(close) then c1_D[1] else Ceil((c1_V / OI_max) * barLength);

rec c2_D = if IsNaN(close) then c2_D[1] else Ceil((c2_V / OI_max) * barLength);

rec c3_D = if IsNaN(close) then c3_D[1] else Ceil((c3_V / OI_max) * barLength);

rec c4_D = if IsNaN(close) then c4_D[1] else Ceil((c4_V / OI_max) * barLength);

rec c5_D = if IsNaN(close) then c5_D[1] else Ceil((c5_V / OI_max) * barLength);

rec c6_D = if IsNaN(close) then c6_D[1] else Ceil((c6_V / OI_max) * barLength);

rec c7_D = if IsNaN(close) then c7_D[1] else Ceil((c7_V / OI_max) * barLength);

rec c8_D = if IsNaN(close) then c8_D[1] else Ceil((c8_V / OI_max) * barLength);

rec c9_D = if IsNaN(close) then c9_D[1] else Ceil((c9_V / OI_max) * barLength);

rec c11_D = if IsNaN(close) then c11_D[1] else Ceil((c11_V / OI_max) * barLength);

rec c12_D = if IsNaN(close) then c12_D[1] else Ceil((c12_V / OI_max) * barLength);

rec c13_D = if IsNaN(close) then c13_D[1] else Ceil((c13_V / OI_max) * barLength);

rec c14_D = if IsNaN(close) then c14_D[1] else Ceil((c14_V / OI_max) * barLength);

rec c15_D = if IsNaN(close) then c15_D[1] else Ceil((c15_V / OI_max) * barLength);

rec c16_D = if IsNaN(close) then c16_D[1] else Ceil((c16_V / OI_max) * barLength);

rec c17_D = if IsNaN(close) then c17_D[1] else Ceil((c17_V / OI_max) * barLength);

rec c18_D = if IsNaN(close) then c18_D[1] else Ceil((c18_V / OI_max) * barLength);

rec c19_D = if IsNaN(close) then c19_D[1] else Ceil((c19_V / OI_max) * barLength);

rec p2_D = if IsNaN(close) then p2_D[1] else Ceil((p2_V / OI_max) * barLength);

rec p3_D = if IsNaN(close) then p3_D[1] else Ceil((p3_V / OI_max) * barLength);

rec p4_D = if IsNaN(close) then p4_D[1] else Ceil((p4_V / OI_max) * barLength);

rec p5_D = if IsNaN(close) then p5_D[1] else Ceil((p5_V / OI_max) * barLength);

rec p6_D = if IsNaN(close) then p6_D[1] else Ceil((p6_V / OI_max) * barLength);

rec p7_D = if IsNaN(close) then p7_D[1] else Ceil((p7_V / OI_max) * barLength);

rec p8_D = if IsNaN(close) then p8_D[1] else Ceil((p8_V / OI_max) * barLength);

rec p9_D = if IsNaN(close) then p9_D[1] else Ceil((p9_V / OI_max) * barLength);

rec p10_D = if IsNaN(close) then p10_D[1] else Ceil((p10_V / OI_max) * barLength);

rec p11_D = if IsNaN(close) then p11_D[1] else Ceil((p11_V / OI_max) * barLength);

rec p12_D = if IsNaN(close) then p12_D[1] else Ceil((p12_V / OI_max) * barLength);

rec p13_D = if IsNaN(close) then p13_D[1] else Ceil((p13_V / OI_max) * barLength);

rec p14_D = if IsNaN(close) then p14_D[1] else Ceil((p14_V / OI_max) * barLength);

rec p15_D = if IsNaN(close) then p15_D[1] else Ceil((p15_V / OI_max) * barLength);

rec p16_D = if IsNaN(close) then p16_D[1] else Ceil((p16_V / OI_max) * barLength);

rec p17_D = if IsNaN(close) then p17_D[1] else Ceil((p17_V / OI_max) * barLength);

rec p18_D = if IsNaN(close) then p18_D[1] else Ceil((p18_V / OI_max) * barLength);

rec p19_D = if IsNaN(close) then p19_D[1] else Ceil((p19_V / OI_max) * barLength);

rec c1_V_e = if IsNaN(close) and !IsNaN(close[1]) then c1_V[1] else c1_V_e[1];

rec c12_V_e = if IsNaN(close) and !IsNaN(close[1]) then c12_V[1] else c12_V_e[1];

rec p1_V_e = if IsNaN(close) and !IsNaN(close[1]) then p1_V[1] else p1_V_e[1];