VIX Implied Moves

Key Features:

Three Timeframe Bands:

• Daily: Blue bands showing ±1σ expected move
  
• Weekly: Green bands showing ±1σ expected move
  
• 30-Day: Red bands showing ±1σ expected move
  

Calculation Methodology:

• Uses VIX's annualized volatility converted to specific timeframes using square root of time rule
  
• Trading day convention (252 days/year)
  
• Band width = Price × (VIX/100) ÷ √(number of periods)
  

Visual Features:

• Colored semi-transparent backgrounds between bands
  
• Progressive line thickness (thinner for shorter timeframes)
  
• Real-time updates as VIX and ES prices change
  

Example Calculation (VIX=20, ES=5000):

• Daily move = 5000 × (20/100)/√252 ≈ ±63 points
  
• Weekly move = 5000 × (20/100)/√50 ≈ ±141 points
  
• Monthly move = 5000 × (20/100)/√21 ≈ ±218 points
  

This indicator helps visualize expected price ranges based on current volatility conditions, with wider bands indicating higher market uncertainty. The probabilistic ranges represent 68% confidence levels (1 standard deviation) derived from options pricing.