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OptionsOracle Market Scanner - View Greeks in ArthaChitra

Posted: Sun Oct 25, 2015 9:39 pm
by AC_Sourav
The Options Oracle Market Scanner calculates the option price as per the Black Scholes model along with the Option Greeks. The Option Oracle user code is based on the popular Options Pricing Application, OptionsOracle
OptionOracle.png
OptionOracle.png (20.56 KiB) Viewed 20796 times
The Market Scanner is an advanced view which lets you view quotes, indicator values etc. To know more about the Market Scanner View please refer here

How to import the script
  • Download the attached OptionOracleV2.zip file
  • In Main View menu bar goto Settings > Sharp Script > Import
  • Browse to the downloaded Zip File and click Ok
  • Restart ArthChitra
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Please make sure you are using version 1.0.0.36 or above.

How to apply the Option Oracle Script in the Market Scanner View
In the Market Scanner View, add the necessary option contracts. Note, add the contracts of the same underlying and same expiry. Please do not mix the contract or expiry.
  • Right click on the Market Scanner View and in the context menu click on 'Select Columns'
  • Add the OptionOracle script and configure the same as further discussed below.

How to configure the Option Oracle Market Scanner
  • Greek Type - Select the Greek type you want to display. 'Value' represents the theoritical option price.
  • Interest rate - Current interest rate
  • Dividend - Dividend rate, if any
  • Pricision - Number of decimals
  • Underlying - The underlying asset class. Can be Index, stocks or even futures.
  • Expiry date - Expiry date of the contracts
You can add multiple columns for each greek values.