GitHub - theoddden/Option-Positioning-Ratios: Ratios analyzing the right/left shift of IV Skew, put/call volume, and put/call open interest on the option chain of an underlying. A script that uses Open interest and Gamma to generate support and resistance levels for an underlying. The 1.5 positioning ratios are the same as 1.3 but including two more for delta and gamma exposure.

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Ratios analyzing the right/left shift of IV Skew, put/call volume, and put/call open interest on the option chain of an underlying. A script that uses Open interest and Gamma to generate support and resistance levels for an underlying. The 1.5 positioning ratios are the same as 1.3 but including two more for delta and gamma exposure.

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Name		Name	Last commit message	Last commit date
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.gitignore		.gitignore
LICENSE		LICENSE
Open Interest, Gamma, support and resistance price levels		Open Interest, Gamma, support and resistance price levels
Option Positioning Ratios 1.3.py		Option Positioning Ratios 1.3.py
Option Positioning Ratios 1.5, includes delta and gamma exposure ratios.py		Option Positioning Ratios 1.5, includes delta and gamma exposure ratios.py

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MIT License

Copyright (c) 2024 theoddden

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