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SPY Expected Move by VIX

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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.
Nota Keluaran
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.
Nota Keluaran
Using VIX instead of VIX9D as Tradingview's VIX9D data is delayed
Nota Keluaran
Simple color tone change.
Nota Keluaran
Requested by Jansuperv to have VXX instead of VIX. Now you can configure that from the input panel.

Nota Keluaran
Added alert on price crossing 3 SD as requested by acogwell11
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Added weekly option for VWAP as requested by MacPeroni
Nota Keluaran
upgraded to v6 by shaneaus Thanks bro!

Skrip sumber terbuka

In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.

QuantXOR
Juga pada:
expectedmoveHistorical VolatilityimpliedvolatilitySPDR S&P 500 ETF (SPY) Standard DeviationVIX CBOE Volatility IndexVolume Weighted Average Price (VWAP)

Penafian

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
expectedmoveHistorical VolatilityimpliedvolatilitySPDR S&P 500 ETF (SPY) Standard DeviationVIX CBOE Volatility IndexVolume Weighted Average Price (VWAP)

Skrip sumber terbuka

In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.

QuantXOR
Juga pada:

Penafian

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.