OPEN-SOURCE SCRIPT

OPRA Option Ticker Parser + Implied Vol

Attempt at calculating implied vol of an US option using the OPRA feed. The goal is to see fixed strike vol. Need to check the result with other brokers, as I'm not strong in the Black–Scholes model.
options

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

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