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VIX average for a option's expiration period.


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VIX average for a option's expiration period.

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AlexanderKors's Avatar
 AlexanderKors 
San Diego, CA
 
Experience: Beginner
Platform: TWS, ThinkOrSwim
Trading: AAPL
Posts: 10 since Sep 2013
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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.

HELP! PLEASE

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