Expiration Highlights: Opex, Quarterly Opex & VIX with Vanna/Charm

//@version=6
indicator("Expiration Highlights: Opex, Quarterly Opex & VIX with Vanna/Charm", overlay=true, max_lines_count=500, max_labels_count=500)

// ==========================
// Inputs (customizable)
// ==========================
showOpexLines   = input.bool(true,  "Show monthly opex lines")
showQuarterly   = input.bool(true,  "Show quarterly opex lines")
showVIXLines    = input.bool(true,  "Show VIX expiration lines")

vannaStartDays  = input.int(11, "Vanna/Charm start (days before opex)", minval=5, maxval=20)
endVannaOnTue   = input.bool(true, "End vanna/charm on Tue of opex week")

startWeakOnWed  = input.bool(true, "Start weakness on Wed of opex week")
endWeakNextTue  = input.bool(true, "End weakness on Tue after opex")

colOpex     = input.color(color.new(color.blue, 10),   "Opex line color")
colQuarter  = input.color(color.new(color.purple, 10), "Quarterly opex line color")
colVIX      = input.color(color.new(color.orange, 10), "VIX line color")
colVanna    = input.color(color.new(color.green, 85),  "Vanna/Charm fill")
colWeak     = input.color(color.new(color.red,   85),  "Weakness fill")

// ================
// 1) Monthly Opex
// ================
isOpex = (dayofweek == dayofweek.friday) and (dayofmonth >= 15 and dayofmonth <= 21)

// Quarterly months: Mar (3), Jun (6), Sep (9), Dec (12)
isQuarterlyOpex = isOpex and (month == 3 or month == 6 or month == 9 or month == 12)

// Helper: is current bar in "opex week"? (Friday of this week is 15..21)
f_isOpexWeek() =>
    toFri = dayofweek.friday - dayofweek
    toFri < 0 ? false : (dayofmonth + toFri >= 15 and dayofmonth + toFri <= 21)

// =========================
// 2) Next month + VIX exp
// =========================
yearCur  = year(time)
monthCur = month(time)
nextMonth = monthCur == 12 ? 1 : monthCur + 1
nextYear  = monthCur == 12 ? yearCur + 1 : yearCur

// Find 3rd Friday of next month
var int thirdFriNext = na
thirdFriNext := na
for d = 15 to 21
    if dayofweek(timestamp(nextYear, nextMonth, d)) == dayofweek.friday
        thirdFriNext := d
        break

targetOpexTime = timestamp(nextYear, nextMonth, thirdFriNext)               // next month's opex
vixExpTime     = targetOpexTime - 30 * 24 * 60 * 60 * 1000                  // ~30 days earlier
vixYear  = year(vixExpTime)
vixMonth = month(vixExpTime)
vixDay   = dayofmonth(vixExpTime)
isVIXexp = (dayofweek == dayofweek.wednesday) and (year == vixYear) and (month == vixMonth) and (dayofmonth == vixDay)

// =====================================
// 3) Draw vertical lines (line-throttle)
// =====================================
var int lastOpexBar = na
var int lastQuarterBar = na
var int lastVIXBar  = na

if showOpexLines and isOpex and (na(lastOpexBar) or bar_index - lastOpexBar > 5)
    line.new(bar_index, high, bar_index, low, extend=extend.both, color=colOpex, style=line.style_solid, width=2)
    lastOpexBar := bar_index

if showQuarterly and isQuarterlyOpex and (na(lastQuarterBar) or bar_index - lastQuarterBar > 5)
    line.new(bar_index, high, bar_index, low, extend=extend.both, color=colQuarter, style=line.style_dotted, width=2)
    lastQuarterBar := bar_index

if showVIXLines and isVIXexp and (na(lastVIXBar) or bar_index - lastVIXBar > 5)
    line.new(bar_index, high, bar_index, low, extend=extend.both, color=colVIX, style=line.style_dashed, width=2)
    lastVIXBar := bar_index

// ===================================
// 4) State flags for shaded windows
// ===================================
var bool inVanna    = false
var bool inWeakness = false

// Convenience checks
f_isMondayBeforeOpexWeek() =>
    (dayofweek == dayofweek.monday) and (dayofmonth + vannaStartDays >= 15 and dayofmonth + vannaStartDays <= 21)

f_isWedOfOpexWeek() => (dayofweek == dayofweek.wednesday) and f_isOpexWeek()
f_isTueOfOpexWeek() => (dayofweek == dayofweek.tuesday)   and f_isOpexWeek()

// ---------------------------
// Start windows
// ---------------------------
if not inVanna and f_isMondayBeforeOpexWeek()
    inVanna := true

if not inWeakness and startWeakOnWed and f_isWedOfOpexWeek()
    inWeakness := true

// ---------------------------
// Determine background color
// ---------------------------
color bg = na
if inWeakness
    bg := colWeak
else if inVanna
    bg := colVanna
bgcolor(bg)

// ---------------------------
// End windows
// ---------------------------
if inVanna and endVannaOnTue and f_isTueOfOpexWeek()
    inVanna := false

if inWeakness and endWeakNextTue and (dayofweek == dayofweek.tuesday) and not f_isOpexWeek()
    inWeakness := false