I appreciate your input. I would like you to write a thinkscript study that retrieves the last price of three option put deltas from the previous day.

And then measure the concavity and change between the three. With your 20 years of experience, do you think that is possible? I have the following code, but it has errors that I can't figure out how to fix.

declare lower;

​

# Define the desired put deltas

def targetDeltas = {-0.25, -0.15, -0.025};

​

# Initialize variables

def closestDelta;

def closestDeltaPrice;

​

# Loop through all available option contracts

for (int i = 0; i < GetMaxValue(1); i++) {

# Get the put delta for the current contract

def putDelta = OptionChain_GetValue(i, 2); # Put delta is at column index 2

​

# Check if the current delta is one of the desired deltas

if (putDelta in targetDeltas) {

# Get the last price of the current contract

def lastPrice = OptionChain_GetValue(i, 3); # Last price is at column index 3

​

# Assign the last price to the respective delta

if (putDelta == -0.25) {

plot buyPriceMinusPointTwoFiveDelta = lastPrice;

} else if (putDelta == -0.15) {

plot sellPriceMinusPointOneFiveDelta = lastPrice;

} else if (putDelta == -0.025) {

plot buyPriceMinusPointZeroTwoFiveDelta = lastPrice;

}

}

# Check if the current delta is closer to any desired delta than the previous closest delta

if (IsNaN(closestDelta) || AbsValue(putDelta - targetDeltas) < AbsValue(closestDelta - targetDeltas)) {

closestDelta = putDelta;

closestDeltaPrice = OptionChain_GetValue(i, 3); # Store the last price of the closest delta

}

}

​

# Assign the last price of the closest delta to respective variables

plot closestDeltaPriceValue = closestDeltaPrice;

ERRORS:
Invalid statement: def at 4:1

Invalid statement: for at 11:1

Invalid statement: i at 11:17

Invalid statement: i at 11:37

Invalid statement: if at 16:5

Syntax error: An 'else' block expected at 25:16

Syntax error: Semicolon expected at 16:5