IMPORTANT: This script only works on brokers connected to BM&F Bovespa stock exchange!
The OptionsLookUp script is used to automatically collect information about options liquidity (calls and puts) at the BM&F Bovespa exchange (Brazil).
There are two internal criteria processed by the script:
1) The number of trades in the present day;
2) The average number of trades in the last three days (excluding the current day).
A user can determine a minimum value, which will be used to exclude illiquid options according to the abovementioned criteria.
Information about options that do not meet the two abovementioned criteria are discarded and not shown at the MT5 terminal.
Options with insufficient data are also identified and reported.