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I have not completed looking this over, but initial observations below. B/A spread of $4.00? Typo? Seems to be trying to discard cases where premium (via IV) may be fading, which seems good, but wonder if a simpler more direct derivation would be better! (no issue, just thinking). A bit...

Coding in VBA kills more brain cells than alcohol! I am not a big fan of VBA, but to each his/her own.

Easylanguage is remains "closed" correct? No way to integrate with other APIs/languages? Correct?

Python seems to be a good choice, as it is still widely supported. The only issue with "strategies" -- you need to know what you really want! (I think some of us still guess at what we really want, if we are honest)

Proper answer depends on the precision you require!

FWIW: If you look, you can find dividend paying equities which moved down more than the dividend payout would imply consistently. You can look and find equities which did the exact opposite consistently! The rub: This may have no bearing on future action! Similar to discovering a guy that...

I think I am still guessing at what you want. This just displays a horizontal line on the last day of an intra-day chart at the level of the highest bar of the day index provided as the input. You may find someone that understands what you mean in the ThinkScript Chat on TOS. Some very...

Then, is this what you want? input lookbackDays=1; def ReferenceValue=high(period=AggregationPeriod.day)[lookbackDays]; plot PriorDayHigh=if (open(period=AggregationPeriod.day)<ReferenceValue) then ReferenceValue else double.nan; PriorDayHigh.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);

I am still not following what you are trying to do. Perhaps this will fill part of the solution. This allows you to specify your lookback period in Days for an intra-day chart. It just plots the daily high of the input#days back. -- Not what you want, but may be starting idea to use. input...

Something like this? def todaysopen=open(period=aggregationPeriod.DAY); I am assuming you are using intra-day, which would normally infer the open to be the bar open, not the day open. So above aggregation resolves to the day instead of the bar.

I don't understand what you mean by "But I would like to plot the last value on the intraday chart and ignore today's value."! You seem to be somewhat familiar with TOS ThinkScript, so likely if your request is rational, it is doable. -- I just don't follow what you want. Here is your snip on a...

No! Not in any friendly way! However, you "may?" find that it can be useful "as is" for many trading ideas, with it's "P/L Graph" negating the need to process the data externally. -- Set and forget trades or target exits.

Ah, so primarily for educational purposes! If you have access to TOS, it contains many features that may be very appropriate! It has thinkBack for observing EOD for historic options, and it also has OnDemand to play historic pricing at 1X, 2X, and 3X normal time, which can address some...

Regarding "unrealistic bid/ask pricing"... Since the option market is not active, there is no requirement for a BID or ASK (of the option) price to be valid, as it will not impact any trades. Since the BID and ASK don't mean anything at that time, it is unwise to assume they reflect true...

Reading option chains after close is subjected to unrealistic BID/ASK pricing. caveat emptor If you have large positions on, you may consider purchasing the data. This will allow you to reference valid information only, if you wish (does not speculate on non-trading times).

Tongue in cheek (kinda): 1) Note that "expectancy" is dynamic (with respect to the market) and can go negative for an extended period of time, taking the "fun" out of it! eg... "wheels can come off wagons" 2) Many things make a lot of sense if you don't think about it much! eg... As Simple as...

When did you open your position on those 2 contracts? If today, then you should note that the OpenInterest data is updated after market closes!

For Quick and dirty, just use position Delta. Am guessing this is "dirty-er" than you would like? Q&DPnL:=PnL+(positionDelta*(change in SPOT));

Please keep us (me) informed of your experience with this. Is this a "set and forget" trade, or would you have exit target prices and possible loss early exit? Can you share your entry prices? I'm guessing you entered a "paper money" trade, as I do not observe your trades on some of the...