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IV Rank & Percentile Suite V1.0What This Indicator Does The IV Rank & Percentile Suite provides the volatility context options traders need to time entries. It calculates two complementary metrics—IV Rank and IV Percentile—using historical volatility as a proxy, then displays clear visual zones to identify favorable conditions for premium selling strategies. Stop guessing if volatility is "high" or "low." This indicator tells you exactly where current volatility sits relative to recent history. The Two Metrics Explained IV Rank (0-100) Measures where current volatility sits within its 52-week high-low range. IV Rank = (Current HV - 52w Low) / (52w High - 52w Low) × 100 70 means current volatility is 70% of the way between the yearly low and high Sensitive to extreme spikes (a single high reading affects the range) IV Percentile (0-100) Measures what percentage of days in the lookback period had lower volatility than today. IV Percentile = (Days with lower HV / Total days) × 100 70 means volatility was lower than today on 70% of days in the past year More stable, less affected by outlier spikes Why Both? IV Rank reacts faster to volatility changes. IV Percentile is more stable and statistically robust. When both agree (e.g., both above 50), you have stronger confirmation. Divergence between them can signal transitional periods. Zone System The indicator divides readings into three zones: Zone ------- Default Range ---- Meaning ------------------ Premium Selling 🟢 High ≥ 50 Elevated volatility Favorable 🟡 Neutral 25-50 Normal volatility Selective 🔴 Low ≤ 25 Compressed volatility Avoid An additional Extreme threshold (default 75) highlights prime conditions when volatility is significantly elevated. Zone thresholds are fully customizable in settings. How to Use It For Premium Sellers (Iron Condors, Credit Spreads, Strangles) Wait for IV Rank to enter the green zone (≥50) Confirm IV Percentile agrees (also elevated) Enter premium selling positions when both metrics align Avoid initiating new positions when in the red zone For Premium Buyers (Long Options, Debit Spreads) Low IV Rank/Percentile means cheaper options Red zone can favor directional debit strategies Avoid buying premium when both metrics are in the green zone General Principle: Sell premium when volatility is high (it tends to revert to mean). Buy premium when volatility is low (if you have a directional thesis). Inputs Volatility Calculation HV Period — Lookback for historical volatility calculation (default: 20) Trading Days/Year — 252 for stocks, 365 for crypto Lookback Periods IV Rank Lookback — Period for high/low range (default: 252 = 1 year) IV Percentile Lookback — Period for percentile calculation (default: 252) Zone Thresholds High IV Zone — Readings above this are highlighted green (default: 50) Low IV Zone — Readings below this are highlighted red (default: 25) Extreme High — Threshold for "prime" conditions alert (default: 75) Display Options Toggle IV Rank, IV Percentile, and raw HV display Show/hide zone backgrounds Show/hide info panel Panel position selection Info Panel The panel displays: Field ------- Description IV Rank ------- Current reading with color coding IV Pctl ------- Current percentile with color coding HV 20d ------- Raw historical volatility percentage 52w Range ------- Lowest to highest HV in lookback period Zone ------- Current zone status Premium ------- Signal quality for premium selling Lookback ------- Days used for calculations R/P Spread ------- Difference between Rank and Percentile Alerts Six alerts are available: Zone Transitions IV Entered High Zone — Favorable for premium selling IV Reached Extreme Levels — Prime conditions IV Dropped to Low Zone — Caution for premium sellers Threshold Crosses IV Rank Crossed Above High Threshold IV Rank Crossed Below Low Threshold IV Percentile Above 75 IV Percentile Below 25 Set up alerts to get notified when conditions change without watching charts. Technical Notes Volatility Calculation Method This indicator uses close-to-close historical volatility as an IV proxy: Calculate log returns: ln(Close / Previous Close) Take standard deviation over HV Period Annualize: multiply by √(Trading Days) This method correlates well with implied volatility for most liquid instruments. On highly liquid options underlyings (SPY, QQQ, major stocks), HV and IV tend to move together, making this a reliable proxy for IV Rank analysis. Non-Repainting All calculations use confirmed bar data. Values are fixed once a bar closes. Lookback Requirement The indicator needs sufficient history to calculate accurately. For a 252-day lookback, ensure your chart has at least 300+ bars of data. Best Used On ETFs: SPY, QQQ, IWM, DIA Indices: SPX, NDX High-volume stocks: AAPL, TSLA, NVDA, AMD, META Timeframe: Daily (recommended), Weekly for longer-term view The indicator works on any instrument but is most meaningful on underlyings with active options markets. Important Notes ⚠️ This indicator uses historical volatility as a proxy for implied volatility. While HV and IV are correlated, they are not identical. For precise IV data, consult your options broker's platform. ⚠️ High IV Rank does not guarantee profitable premium selling. It indicates favorable conditions, not guaranteed outcomes. Position sizing and risk management remain essential. ⚠️ Past volatility patterns do not guarantee future behavior. Volatility regimes can shift, and historical ranges may not predict future ranges. Suggested Workflow Add to daily chart of your preferred underlying Set up alert for "IV Entered High Zone" When alerted, check both IV Rank and IV Percentile If both elevated, evaluate premium selling opportunities Use your broker's actual IV data for final entry decisions Questions? Leave a comment below.
Chỉ báo Pine Script®
của VolForge
Short Sale Restriction (SSR) Level - Intraday and daily chartsThis script plots the Short Sale Restriction (SSR) Level relative to the previous day's closing price. It works on any time frame from 1 minute to daily, showing the correct level even during the extended session. The Short Sale Restriction (SSR) is a rule of the Securities and Exchange Commission (SEC) that restricts traders from short-selling stocks that are rapidly decreasing in value in an attempt to profit from the price drop. The rule was introduced in 2010, after the 2008 financial crisis, to prevent market manipulation and excessive volatility. The SSR works as follows: when the price of a particular stock drops 10% compared to the previous day's closing price, the SSR is triggered and a temporary limitation is imposed on traders' ability to short-sell that stock for the rest of the trading day and the following day. During the SSR activation period, traders can still short-sell, but only if the sale is "covered" by another long position on the same stock. Knowledge of the SSR level is especially important for day traders because it helps them to plan their trading strategies in advance, avoiding situations where short-selling becomes more difficult. Additionally, if a stock has exceeded the SSR threshold, traders can expect an increase in price volatility.
Chỉ báo Pine Script®
của valpatrad
6
Buying and Selling Pressure Raw Multi (TG Fork)Visualize raw buying and selling pressure via 3 different calculation methods, all superimposed with dynamic rescaling. Buying and selling pressure is the concept of quantifying the disproportion between buying and selling. In practice, there is no single definitive way to calculate it. This indicator is a merge to display three different methods to calculate buying and selling pressure, with automatic visual rescaling to superimpose the three simultaneously, updated to PineScript v5, and with some additional improvements for speed and calculation precisions, and instead of the EMA, other types of moving averages can be used. I primarily made it for my own needs, but as always, I like sharing with the community, as maybe others may find this useful too. How to use: * As often, the goal is to get as many of the 3 signals concur together to get a stronger aggregated signal. * First signal: If the green bars on the histogram are bigger than the red ones, then there is more buying pressure, and vice versa. * Second signal: If the background is green, there is more buying pressure, and vice versa if the background is orange. The yellow and green lines define the background color, but they are by default hidden for a less cluttered visual experience. * Third signal: If the cloud is blue, there is more buying pressure, and the bigger the cloud, the more momentum there is for it to stay (and more difficult it is to reverse to selling pressure). If the cloud is red, there is more selling pressure. If you like this indicator, please don't give me any credit, instead please show some love to the original authors (in no particular order): ceyhun: daytraderph (I could not find the link to the original script, the page is inaccessible?): www.tradingview.com fract:
Chỉ báo Pine Script®
của tartigradia
2
Pressure - Buying and SellingThis is the Pressure Indicator. The Pressure Indicator analyzes a number of price ratios to measure the pressure of Buyers and Sellers. I’ve also added to the indicator: 1) Moving Averages (MA) – You can choose 3 types of MA: - Simple Moving Average (SMA) - Exponential Moving Average (EMA) - default - Volume Weighted Moving Average (VWMA) - Arnaud Legoux Moving Average (ALMA) By default the MA are not displayed. You can turn them on or off. 2) Standard Deviation Bands and MA Bands – Bands only for the MA type 1 selection. Usually, the Pressureis inside the Bands. If it is beyond the Bands that could mean the current trend is ending. The MA Bands are turned off by default but you can turn them on the Styles Tab Menu. 3) Levels for Overbought and Oversold Zones: - Gray Overbought 60 - Gray Oversold 40 4) Levels for Buying and Selling Pressure (3 types of pressure + 1 more). If the Pressure is crossing various intermediate levels that means there is Buying or Selling Pressure at those levels. 5) Signals for Crossing Overbought and Oversold Levels: - Top Red fills for Crossing Down Overbought Level - Bottom Lime fills for Crossing Up Oversold Level 6) Signals for Buying and Selling Pressure: - Buy Pressure 1 and 2 are the smaller lime dots. - Buy Pressure 1 and 2 together are the bigger lime dots. - Buy Pressure 3 (Crossing Deviation Bands Up) are the blue dots. - Sell Pressure 1 and 2 are the smaller red dots. - Sell Pressure 1 and 2 together are the bigger red dots. - Sell Pressure 3 (Crossing Deviation Bands Down) are the orange dots. If there are more than one dot appearing at the same moment they will appear displaced in a vertical way at the same time. If there is something wrong with the code or its calculations, please let me know. If you want to modify or improve the code, feel free to do that, but please let me know the changes you made. This Indicator is very accurate when using the Weekly Timeframe . I hope you enjoy it!
Chỉ báo Pine Script®
của monophobiafafe
Artharjan INDIA VIX v/s Nifty Volatility DashboardHi, I have created Artharjan INDIA VIX v/s Nifty Volatility Dashboard to forecast the Annual, Quarterly, Monthly, Weekly, Daily and Hourly Volatility of NIFTY Benchmark Index based on current value of INDIA VIX. This will help Index Options Sellers to decide the range of Nifty for the given period based on current level of volatility indicated by INDIA VIX. Options Sellers may make use of the Min Range and Max Range values for the Strike Price Selection. Regards Rahul Desai @Artharjan
Chỉ báo Pine Script®
của rsdesai005
16
Buying climax and Selling climaxBuying climax and Selling climax appear at the end of bullish and bearish market ..i trade them little bit different way .when price break buying and selling climax i look for trade sharing some example Breakout and test of buying climax high same with selling climax ..there can be various method to take trade A) trend continue method 1) when buying climax appear at bullish trend and price break it then take trade as breakout upside + test pullback trade 2) when selling climax appear at bear trend and price break it then take trade as breakout downside + test pullback trade B)trend reversal method 1) when buying climax appear at top of the trend trader can look for reversal 2)when selling climax appear at bottom of the trend trader can look for reversal thanks @yaheesweety for Boring and Explosive Candles script . i add volume for filter and line so i can check high and low of buying climax
Chỉ báo Pine Script®
của Shauryam_or
10
Day's Buy Sell Volume label This indicator looks simple but it was bit tricky to code and to make it work on all time frames . I have used array in this to showcase the use of array, array give you more flexibly. It works on all time frame 1m 2m 3m 5m 10m 15m 30m 60m 120m. When the time frame is greater than the or equal to "D" it will show the current bar volume only. Total volume is made up of buying volume and selling volume. Buying volume is the number of shares, contracts, or lots that were associated with buying trades, and selling volume is the number that were associated with selling trades. This indicator shows two labels green one is showing the buying volume of the current day and the red label is showing the selling volume of the current day. I am making this code available to all. This code is for Total volume is made up of buying volume and selling volume. Buying volume is the number of shares, contracts, or lots that were associated with buying trades, and selling volume is the number that were associated with selling trades. //thanks to @Doc6272 who asked to make this indicator Label
Chỉ báo Pine Script®
của TJalam
96
Buying and Selling Smoothed with HistogramBuying and Selling Smoothed with Histogram Smoothed version with version with a red line representing the selling pressure and a green line which represents the Buying pressure. If the green line is above the red line it would mean that the Buying pressure is more and vice versa. The difference between the two is plotted as a Histogram. This is a cumulative value of the buying and selling pressure and provides a easy visual presentation of the dominating pressure.
Chỉ báo Pine Script®
của ceyhun
8