Derivatives: Number of days until the expiration dateThis object was developed by QuantShare on December 23, 2009. Derivatives: Number of days until the expiration date is a Trading Indicator. The development of this indicator necessitated 26 lines of code. The Options function is named 'GetTimeToExpiration' and it is implemented using C# language. It requires 0 parameters. The different inputs are: Example: p = GetTimeToExpiration(); Here is how to display the indicator on a chart: Plot(GetTimeToExpiration(), "Derivatives: Number of days until the expiration date", colorRed); Future and Past Bars: The function has no look-ahead bias. It uses zero previous bars. Click on this link to download Derivatives: Number of days until the expiration date Search terms used to find this trading item include Days Until Expiration, market symbols EXPIRATIONS, options days until expiration, derivatives number, number of days expiration current The trading object is saved under the following categories: Options Market Trading Indicators: (Options Market) Yang Zhang extension of the Garman-Klass Volatility Estimator Rogers-Satchell Volatility Estimator Garman-Klass Volatility Estimator Historical High-Low Volatility: Parkinson Black-Scholes Option Pricing Model formula |
|
|
|
|
