Reconstructing the FX volatility smile in MQL5 from broker quotes, using Garman-Kohlhagen pricing and the delta-space conventions the FX market actually quotes in.
An MQL5 indicator that recovers the market's own probability distribution from an option chain using the Breeden-Litzenberger identity.
Implied Volatility Surface implemented in MQL5 DirectX
Gamma Exposure (GEX) Implemented in MQL5