SPY Expected Move by VIX

٢٦ أبريل ٢٠٢٠

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.

١ مايو ٢٠٢٠

ملاحظات الأخبار

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.

٦ مايو ٢٠٢٠

ملاحظات الأخبار

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

٦ مايو ٢٠٢٠

ملاحظات الأخبار

Simple color tone change.

٨ مايو ٢٠٢٠

ملاحظات الأخبار

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

١٥ يونيو ٢٠٢٠

ملاحظات الأخبار

Added alert on price crossing 3 SD as requested by acogwell11

٢٦ نوفمبر ٢٠٢٠

ملاحظات الأخبار

Added weekly option for VWAP as requested by MacPeroni