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Austin, TX
Experience: Intermediate
Platform: NT, SC, MT
Trading: NQ, ES, Micros
Posts: 90 since May 2018
Thanks Given: 188
Thanks Received: 272
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It sounds like he obtains data from an OPRA data vendor and computes it himself with a script. See screenshot.
Sounds like he intended to share the code at one point (and maybe he has) but points out that the code would be pointless without the data / database.
I'm sure there are many vendors out there. Here's one I used (not sure it's the best but I was satisified) when I was actively trading options: https://www.historicaloptiondata.com/

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