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Derivatives: Number of days until the expiration date


This 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, number of days to expire, Days Till Expiration, number of days to expiration

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

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