VIX average for a option's expiration period. - ThinkOrSwim | futures trading

Go Back

> Futures Trading, News, Charts and Platforms > Platforms and Indicators > ThinkOrSwim

VIX average for a option's expiration period.
Started:March 25th, 2014 (02:26 PM) by AlexanderKors Views / Replies:369 / 1
Last Reply:March 25th, 2014 (02:26 PM) Attachments:0

Welcome to

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

VIX average for a option's expiration period.

Old March 25th, 2014, 02:26 PM   #1 (permalink)
Elite Member
San Diego, CA
Futures Experience: Beginner
Platform: TWS, ThinkOrSwim
Favorite Futures: AAPL
AlexanderKors's Avatar
Posts: 10 since Sep 2013
Thanks: 3 given, 0 received

VIX average for a option's expiration period.

Hi guys.

I'm working on creating a VIX average indicator in ThinkorSwim and got stuck.

It needs to collect all of close values of VIX of a period between 3rd friday to next3rd friday, average it and return it the form of a label into the corresponding period.


Reply With Quote

Old March 25th, 2014, 02:26 PM   #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.


Reply > Futures Trading, News, Charts and Platforms > Platforms and Indicators > ThinkOrSwim > VIX average for a option's expiration period.

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

An Afternoon with FIO trader bobwest

Elite only

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
VIX Future and Mini VIX (VX/VM) vicken Brokers and Data Feeds 5 January 26th, 2013 11:18 AM
Contract expiration dates on charts? TonyB The Elite Circle 6 August 31st, 2012 09:20 PM
ACSIL: Expiration date for a study yonatan Sierra Chart Programming 3 July 3rd, 2012 02:47 PM
Crude Oil Options Expiration Calendar josh Commodities Futures Trading 9 August 24th, 2011 05:19 PM
What financial products have expiration days bkgs Traders Hideout 2 February 26th, 2011 05:38 PM

All times are GMT -4. The time now is 10:34 AM.

Copyright © 2016 by All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-23 in 0.07 seconds with 19 queries on phoenix via your IP