MarketXOR

SPY Expected Move by VIX

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 .
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.
ملاحظات الأخبار: Using VIX instead of VIX9D as Tradingview's VIX9D data is delayed
ملاحظات الأخبار: Simple color tone change.
ملاحظات الأخبار: Requested by @Jansuperv to have VXX instead of VIX. Now you can configure that from the input panel.
ملاحظات الأخبار: Added alert on price crossing 3 SD as requested by @acogwell11
ملاحظات الأخبار: Added weekly option for VWAP as requested by @MacPeroni
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التعليقات

500 ‎عملة افتراضية