SPY Expected Move by VIX

26 thg 4, 2020

This indicator shows 1 and 2 standard deviation price move from the VWAP based on VIX. Implied Volatility (IV) is being used extensively in the Option world to project the Expected Move for the underlying instrument. VIX is used as a proxy for SPY's IV for 30 days.

This indicator is meaningful only for SPY but can be used in any other instrument which has a strong correlation to SPY.

1 thg 5, 2020

Phát hành các Ghi chú

Added AAPL, AMZN, GOOG & IBM to use the corresponding VIX.

Added Ability to disable the bands if the VIX is not available.

Minot UI changes.

6 thg 5, 2020

Phát hành các Ghi chú

Using VIX instead of VIX9D as Tradingview's VIX9D data is delayed

6 thg 5, 2020

Phát hành các Ghi chú

Simple color tone change.

8 thg 5, 2020

Phát hành các Ghi chú

Requested by Jansuperv to have VXX instead of VIX. Now you can configure that from the input panel.

15 thg 6, 2020

Phát hành các Ghi chú

Added alert on price crossing 3 SD as requested by acogwell11

26 thg 11, 2020

Phát hành các Ghi chú

Added weekly option for VWAP as requested by MacPeroni

23 thg 12, 2024

Phát hành các Ghi chú

upgraded to v6 by shaneaus Thanks bro!