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Feature Request: Combination of Candle Stick Chart With Option Chain Pyramid #595

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DrChandrakant opened this issue Mar 8, 2023 · 3 comments
Open

Feature Request: Combination of Candle Stick Chart With Option Chain Pyramid #595

DrChandrakant opened this issue Mar 8, 2023 · 3 comments
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enhancement New feature or request

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@DrChandrakant
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DrChandrakant commented Mar 8, 2023 •
edited

Many Traders Looking For This Feature Where Option Chain Pyramid Need To Plot On Candle Stick Chart
download

I Attempted This With Small Piece of Code. Please Take a Look.

Call = vb['call']
Put = vb['put']
width = 0.4
fig, axlist = mpf.plot(df,type='candle', returnfig=True, tight_layout=True, volume=True, style="yahoo",)
size = 0.0012 * max(df['Close'])
pyramid = fig.add_axes(axlist[0].get_position())
pyramid.set_axis_off()
pyramid.set_xlim(right=1.2*max(Call.values))

pyramid.barh( Call.keys().values, Call.values,height=0.02*size, color='red', alpha=0.20)
pyramid.barh( Put.keys().values+width, Put.values,height=0.02*size, color='green', alpha=0.20)
pyramid.invert_xaxis()
mpl.show()
@DrChandrakant DrChandrakant added the enhancement New feature or request label Mar 8, 2023
@DanielGoldfarb
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Looks interesting. I'm not entirely sure how to understand it. Can you post some data, and add the code to read it in and run it through the above code, so that we can reproduce and play with it?

@DrChandrakant
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DrChandrakant commented Mar 9, 2023 •
edited

@DanielGoldfarb
Following Is Option Chain Data

cOI cCHNG IN OI cVOLUME cIV cLTP cCHNG cBid Q cBid P cAsk Q cAsk P cTotalBuy cTotalSell cSpot STRIKE PRICE pSpot pTotalSell pTotalBuy pBid Q pBid P pAsk P pAsk Q pCHNG pLTP pIV pVOLUME pCHNG IN OI pOI
0 0 0 0.00 0.00 0.00 525 599.15 700.00 525 7525 7525 3368.6 2745 0 7700 4375 4375 0.10 2.50 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 579.10 680.25 525 7525 7525 3368.6 2765 0 525 4200 4200 0.10 2.90 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 559.60 660.50 525 7525 7525 3368.6 2785 0 700 4375 175 0.40 3.00 175 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 539.70 639.20 525 7525 7525 3368.6 2805 0 1050 4200 4200 0.10 1.75 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 521.30 620.90 525 7525 7525 3368.6 2825 0 525 8400 8400 0.10 3.50 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 499.75 601.20 525 7525 7525 3368.6 2845 0 525 4200 4200 0.10 3.70 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 481.50 581.30 525 7525 7525 3368.6 2865 0 525 4200 4200 0.10 3.95 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 372.95 561.70 525 7525 7525 3368.6 2885 0 525 4200 4200 0.10 4.35 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 442.40 541.75 525 7525 7525 3368.6 2905 0 525 7000 7000 0.25 4.25 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 428.55 527.45 525 7525 7525 3368.6 2920 0 0 0 0 0.00 0.00 0 0.00 0.00 0.00 0 0 0
1 0 0 0.00 0.00 0.00 525 418.80 521.00 525 7525 7525 3368.6 2925 0 9625 7875 350 0.50 2.20 175 0.40 2.20 30.09 2 0 18
0 0 0 0.00 0.00 0.00 525 404.70 504.50 525 7525 7525 3368.6 2940 0 350 14000 7000 0.30 2.05 350 0.00 0.00 0.00 0 0 2
0 0 0 0.00 0.00 0.00 525 399.65 503.75 525 7525 7525 3368.6 2945 0 525 11200 7000 0.35 6.35 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 391.20 488.35 525 7525 7525 3368.6 2960 0 0 18200 7000 0.40 0.00 0 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 383.25 483.30 525 7525 7525 3368.6 2965 0 7525 7000 7000 0.35 5.90 7000 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 369.05 471.65 525 7525 7525 3368.6 2980 0 0 14000 7000 0.40 0.00 0 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 367.65 466.70 525 7525 7525 3368.6 2985 0 875 7000 7000 0.40 9.25 525 0.00 0.00 0.00 0 0 0
3 0 1 23.91 392.00 40.00 175 382.25 403.75 175 7175 7175 3368.6 3000 0 14000 34125 525 2.05 2.45 175 -1.90 2.05 25.38 96 -67 1249
0 0 0 0.00 0.00 0.00 525 344.50 450.40 525 7525 7525 3368.6 3005 0 1050 21700 525 1.05 13.05 525 0.00 0.00 0.00 0 0 3
0 0 0 0.00 0.00 0.00 525 329.15 436.95 525 7525 7525 3368.6 3020 0 7000 26600 7000 0.90 14.55 7000 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 324.70 423.10 525 7525 7525 3368.6 3025 0 8750 19950 2800 1.00 5.65 350 0.00 0.00 0.00 0 0 8
0 0 0 0.00 0.00 0.00 525 309.65 413.60 7000 7525 7000 3368.6 3040 0 0 22400 7000 0.90 0.00 0 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 304.50 406.25 525 7525 7525 3368.6 3045 0 175 15925 525 1.05 8.80 175 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 290.65 387.35 525 7525 7525 3368.6 3060 0 7175 22400 7000 0.90 5.00 175 0.00 0.00 0.00 0 0 1
0 0 0 0.00 0.00 0.00 525 285.65 402.50 7000 7525 7000 3368.6 3065 0 0 19600 8400 1.15 0.00 0 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 270.60 368.45 525 7525 7525 3368.6 3080 0 14525 28175 175 2.10 6.10 175 -3.05 3.05 22.29 2 0 11
0 0 0 0.00 0.00 0.00 525 259.75 361.70 525 7525 7525 3368.6 3085 0 14525 16275 875 1.80 4.30 350 0.05 10.10 28.72 1 0 8
0 0 0 0.00 0.00 0.00 700 250.95 346.25 525 7700 7525 3368.6 3100 0 22400 37100 1050 3.65 3.70 700 -4.35 3.65 21.82 931 24 1109
0 0 0 0.00 0.00 0.00 175 246.15 342.15 525 7175 7525 3368.6 3105 0 14875 19775 175 3.45 3.95 525 -4.00 4.15 22.08 8 2 11
0 0 0 0.00 0.00 0.00 7000 229.25 327.00 525 7000 7525 3368.6 3120 0 24675 30275 350 4.20 4.40 700 -5.15 4.15 21.12 57 4 51
42 0 0 0.00 0.00 0.00 525 235.55 323.40 525 8225 7525 3368.6 3125 0 20125 35875 175 4.30 4.50 175 -5.10 4.40 21.01 43 -8 152
0 0 0 0.00 0.00 0.00 525 205.80 307.80 525 7700 7525 3368.6 3140 0 24325 39200 525 4.95 5.15 700 -5.45 5.00 20.62 113 -10 37
0 0 0 0.00 0.00 0.00 700 210.40 303.00 525 7700 7525 3368.6 3145 0 18375 28700 175 5.10 5.30 1225 -3.75 5.40 20.70 31 -3 15
0 0 0 0.00 0.00 0.00 525 190.25 288.60 525 7525 7525 3368.6 3160 0 25025 37450 350 5.95 6.00 525 -6.05 5.85 20.07 155 -7 96
0 0 0 0.00 0.00 0.00 175 185.65 284.10 525 7175 7525 3368.6 3165 0 18900 31325 175 6.15 6.30 1225 -5.20 6.35 20.13 41 -21 44
0 0 0 0.00 0.00 0.00 175 170.75 269.85 525 7175 7525 3368.6 3180 0 25375 36575 350 7.15 7.25 350 -6.20 7.00 19.65 195 -38 83
0 0 0 0.00 0.00 0.00 175 159.00 266.50 525 7175 7525 3368.6 3185 0 19075 30625 175 7.35 7.55 175 -6.30 7.35 19.47 79 -36 49
46 -8 25 28.04 218.00 36.20 175 196.75 202.40 175 14000 14700 3368.6 3200 0 37975 47425 175 8.60 8.75 525 -7.20 8.65 19.12 2696 -1219 1368
0 0 0 0.00 0.00 0.00 525 176.65 248.00 525 8225 7525 3368.6 3205 0 24150 34650 175 8.95 9.20 1050 -7.25 9.05 19.13 138 -48 77
0 0 0 0.00 0.00 0.00 175 166.30 223.65 525 350 8050 3368.6 3220 0 28875 37625 175 10.55 10.70 700 -7.60 10.50 18.83 171 -44 126
7 0 0 0.00 0.00 0.00 700 172.05 195.55 525 1750 8050 3368.6 3225 0 25550 33075 175 10.90 11.25 2275 -8.65 11.00 18.72 205 -80 82
0 0 0 0.00 0.00 0.00 350 133.20 197.70 350 1050 7875 3368.6 3240 0 26950 37975 525 12.80 13.05 525 -8.30 12.65 18.38 262 -5 116
0 0 0 0.00 0.00 0.00 0 0.00 228.00 7000 0 7000 3368.6 3245 0 0 13300 1750 5.20 0.00 0 0.00 0.00 0.00 0 0 0
3 -4 7 24.21 163.00 38.40 175 143.45 154.95 175 700 1050 3368.6 3260 0 32725 41300 175 15.65 15.90 525 -9.30 15.30 17.95 510 -10 273
0 0 0 0.00 0.00 0.00 525 102.55 195.65 7000 700 7000 3368.6 3265 0 25375 32900 175 16.30 16.65 350 -10.65 15.70 17.70 47 -7 62
5 0 0 0.00 0.00 0.00 175 127.65 134.30 175 525 7700 3368.6 3280 0 27825 35875 175 19.15 19.45 875 -8.90 19.25 17.70 390 47 393
4 0 0 0.00 0.00 0.00 175 122.00 143.30 525 1575 8925 3368.6 3285 0 26075 34475 175 19.90 20.35 350 -11.35 19.20 17.36 168 3 280
411 -17 553 18.29 116.20 16.50 525 114.65 116.20 175 18025 21525 3368.6 3300 0 52500 46375 350 23.55 23.80 175 -11.00 23.65 17.41 3848 978 3017
19 0 1 18.77 115.80 16.00 175 107.85 115.10 175 8750 15575 3368.6 3305 0 25900 31500 175 24.25 24.80 175 -12.15 23.90 17.21 107 -5 109
74 -37 149 17.76 102.55 16.50 175 99.95 101.90 525 18200 18900 3368.6 3320 0 30975 39200 350 28.30 28.65 175 -12.45 27.75 17.01 396 0 231
83 -13 45 17.36 98.00 15.65 175 94.65 99.80 175 9450 9800 3368.6 3325 0 26075 34125 350 29.35 29.90 175 -12.80 29.15 16.95 173 17 159
210 -130 523 17.48 88.65 14.65 175 86.05 87.25 175 12950 15050 3368.6 3340 0 30275 40600 175 34.15 34.70 350 -13.90 34.15 16.82 784 19 463
94 -42 238 17.24 84.80 13.50 525 83.20 84.40 525 12425 10675 3368.6 3345 0 28000 33250 525 35.50 36.05 175 -14.40 35.70 16.68 394 -77 139
307 -168 1289 17.28 73.75 11.05 175 73.10 74.10 350 15925 24675 3368.6 3360 0 35175 43050 175 41.15 41.50 175 -15.60 41.35 16.47 1254 -48 392
94 -29 207 17.26 73.05 12.90 175 70.55 71.75 175 13475 12775 3368.6 3365 0 28350 34650 350 42.80 43.25 175 -16.25 43.05 16.27 606 10 139
388 -17 1856 16.62 61.40 8.50 175 61.45 62.10 175 18025 31500 3368.6 3380 0 31850 28000 525 49.25 49.90 175 -18.40 49.00 16.26 1404 30 225
188 -7 975 16.77 60.65 10.00 525 59.15 60.05 175 15050 17150 3368.6 3385 0 26075 22050 175 51.20 51.85 525 -20.05 50.95 16.05 626 33 81
2554 2 7895 16.67 52.05 8.05 175 51.30 51.70 175 49000 110600 3368.6 3400 0 26775 43750 175 58.70 59.40 175 -20.00 58.85 16.12 2671 87 2459
117 -4 572 16.57 49.70 7.65 350 49.10 49.70 700 24325 21000 3368.6 3405 0 17850 9800 350 60.80 61.75 350 -14.35 61.65 15.98 131 25 57
535 9 1801 16.39 42.55 6.25 175 42.25 42.60 350 34650 42525 3368.6 3420 0 27475 25025 175 69.35 70.60 175 -19.60 68.30 16.15 137 5 210
242 -56 753 16.39 41.15 6.35 350 40.45 41.05 1225 25025 29225 3368.6 3425 0 15575 9100 700 70.90 75.60 175 0.00 0.00 0.00 0 0 62
573 -54 1303 16.41 35.50 5.20 350 34.55 35.10 875 33950 39025 3368.6 3440 0 16625 10675 175 81.35 82.80 175 -15.05 80.85 15.99 100 10 128
190 23 327 16.54 33.90 4.95 350 33.10 33.50 175 28350 19775 3368.6 3445 0 14350 7525 175 82.20 90.30 175 0.00 0.00 0.00 0 0 52
719 61 1108 16.50 28.60 3.70 175 28.20 28.50 525 39200 30450 3368.6 3460 0 16100 9625 350 94.75 96.30 175 -18.65 94.45 16.10 38 -2 167
173 55 183 16.56 27.80 4.70 175 27.05 27.40 525 26075 26075 3368.6 3465 0 7350 700 350 96.15 104.65 175 17.95 95.00 15.11 2 1 4
354 -53 591 16.59 23.55 3.00 175 23.05 23.35 350 40775 35525 3368.6 3480 0 15400 8050 175 107.45 113.05 350 -43.40 91.60 9.07 8 -4 154
137 0 57 16.52 22.20 2.75 175 22.10 22.45 175 33600 24675 3368.6 3485 0 13825 7700 700 106.95 119.50 175 0.00 0.00 0.00 0 0 132
3336 -269 4491 16.70 19.45 2.45 175 19.00 19.10 350 59150 137025 3368.6 3500 0 16275 12775 350 124.65 126.35 175 -32.20 116.60 13.06 123 -18 1000
44 0 0 0.00 0.00 0.00 175 18.00 30.70 175 9625 7525 3368.6 3505 0 7000 7525 175 103.70 175.80 7000 -18.10 116.65 10.90 3 1 8
343 -33 313 17.02 15.85 1.80 175 15.40 15.55 350 43925 32025 3368.6 3520 0 11725 5250 175 139.15 146.40 175 0.00 0.00 0.00 0 0 39
225 -9 118 16.98 15.10 1.75 1400 14.65 14.95 175 38675 27125 3368.6 3525 0 8750 525 350 139.70 168.35 525 0.00 0.00 0.00 0 0 22
1304 5 507 17.24 12.70 0.80 525 12.60 12.85 525 48300 30975 3368.6 3540 0 13650 15750 1400 155.50 163.95 175 -42.00 142.00 0.00 2 0 278
45 9 81 17.37 12.40 1.75 175 12.00 12.25 350 27300 14875 3368.6 3545 0 12425 0 0 0.00 194.20 525 0.00 0.00 0.00 0 0 16
695 -25 613 17.55 10.70 0.95 2625 10.20 10.45 525 50225 53550 3368.6 3560 0 14175 6650 175 171.05 179.20 175 0.00 0.00 0.00 0 0 117
56 25 138 17.58 10.05 0.80 350 9.80 9.95 525 30975 19775 3368.6 3565 0 7525 0 0 0.00 222.00 525 0.00 0.00 0.00 0 0 0
339 171 430 17.70 8.65 0.55 2100 8.25 8.45 350 44100 29225 3368.6 3580 0 7875 8050 875 173.45 234.95 875 0.00 0.00 0.00 0 0 0
65 43 77 17.84 8.20 0.85 1925 7.95 8.15 175 33250 19075 3368.6 3585 0 7525 875 875 139.80 248.45 525 0.00 0.00 0.00 0 0 0
2988 100 2724 18.04 7.10 0.45 700 6.85 6.95 525 64050 97300 3368.6 3600 0 15225 15575 350 211.40 216.20 175 -31.95 206.05 10.58 107 -99 466
11 0 0 0.00 0.00 0.00 175 6.50 6.95 175 9975 7175 3368.6 3605 0 7525 7175 175 162.55 262.00 525 0.00 0.00 0.00 0 0 0
50 -6 58 18.34 5.80 0.40 350 5.55 5.70 1225 37275 22750 3368.6 3620 0 7525 7700 525 177.65 281.15 525 0.00 0.00 0.00 0 0 0
6 0 1 25.89 18.25 12.95 700 5.25 6.60 700 17500 17500 3368.6 3625 0 8225 7175 175 182.30 258.55 1050 0.00 0.00 0.00 0 0 38
283 12 366 18.53 4.65 0.30 2100 4.50 4.65 1925 34825 25025 3368.6 3640 0 7525 7175 175 197.80 300.00 525 0.00 0.00 0.00 0 0 0
15 15 20 18.85 4.70 -50.20 175 4.35 4.55 350 23800 15400 3368.6 3645 0 7525 7175 175 202.65 304.70 525 0.00 0.00 0.00 0 0 0
348 -2 417 18.75 3.80 0.15 700 3.75 3.85 700 38150 26775 3368.6 3660 0 7000 7700 525 216.60 321.00 7000 0.00 0.00 0.00 0 0 1
16 3 17 19.17 3.90 0.45 175 3.60 3.75 1050 26425 18375 3368.6 3665 0 7525 7175 175 222.65 324.05 525 0.00 0.00 0.00 0 0 0
128 58 206 19.30 3.30 0.05 1575 3.15 3.30 700 27300 20300 3368.6 3680 0 7525 7175 175 237.80 338.65 525 0.00 0.00 0.00 0 0 0
7 0 6 19.26 3.05 -0.80 1050 0.65 4.00 175 23450 14700 3368.6 3685 0 7525 7175 175 242.60 344.20 525 0.00 0.00 0.00 0 0 0
1607 -98 539 19.35 2.55 0.25 525 2.55 2.65 875 46200 31850 3368.6 3700 0 7175 7700 175 302.90 310.30 175 -40.20 299.55 0.00 1 0 48
1 0 1 18.77 2.00 -8.35 175 1.75 5.75 7000 15750 15400 3368.6 3705 0 7525 7525 525 262.60 366.80 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 350 1.45 5.95 7000 16975 11025 3368.6 3720 0 7175 7000 7000 276.65 338.70 175 0.00 0.00 0.00 0 0 2
42 0 3 20.40 2.00 0.80 175 1.60 2.00 175 27825 22400 3368.6 3740 0 7525 7525 525 297.50 398.10 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 0.75 3.60 350 19425 9450 3368.6 3760 0 7525 7525 525 317.60 419.10 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 7000 0.80 8.85 7000 19250 9625 3368.6 3780 0 7525 7525 525 337.55 436.15 525 0.00 0.00 0.00 0 0 0
1496 -94 385 22.73 1.80 0.05 2450 1.75 1.80 700 70350 38500 3368.6 3800 0 8400 9275 525 379.05 436.05 175 0.00 0.00 0.00 0 0 151
77 0 6 22.84 1.45 -0.05 175 1.25 1.80 350 53375 14350 3368.6 3820 0 8750 8750 525 382.95 455.40 525 0.00 0.00 0.00 0 0 76
0 0 0 0.00 0.00 0.00 525 0.65 3.95 525 19775 8750 3368.6 3840 0 7525 7525 525 397.65 499.30 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 525 0.45 3.95 525 18900 8400 3368.6 3860 0 7525 7525 525 417.50 519.35 525 0.00 0.00 0.00 0 0 0
1 0 0 0.00 0.00 0.00 525 0.45 3.40 525 18900 8400 3368.6 3880 0 7525 7525 525 437.55 538.70 525 0.00 0.00 0.00 0 0 0
284 1 36 25.46 1.20 0.05 8225 1.20 1.35 1925 58975 22575 3368.6 3900 0 8050 8050 525 464.30 548.30 525 0.00 0.00 0.00 0 0 45
0 0 0 0.00 0.00 0.00 11200 0.10 8.50 350 11200 350 3368.6 3920 0 7525 7525 525 477.50 584.35 525 0.00 0.00 0.00 0 0 0
0 0 0 0.00 0.00 0.00 175 0.15 7.20 525 11375 875 3368.6 3940 0 7525 7525 525 497.55 603.05 525 0.00 0.00 0.00 0 0 0
2 0 0 0.00 0.00 0.00 350 1.20 1.80 700 18550 8050 3368.6 3960 0 7525 7525 525 517.65 617.80 525 0.00 0.00 0.00 0 0 0

I Looking For Max 4 Strick Where Maximum Calls And Puts Placed

max_call = pd.DataFrame(option_chain['cOI'].nlargest(4))
max_put = pd.DataFrame(option_chain['pOI'].nlargest(4))

I Used Last Commented Code To Plot It and My Complete Chart
Git

if Max Call OI Bar Below Last Candle May Short Cover Pull Stock Stock Up
Similary We Can Visualized Option Support And Resistance On Chart

@DrChandrakant
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I Dont Know How To Post ipynb File So I Just Copy Past

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