This script shows the Put/Call-Ratio as seen on the Cboe-Website: www.cboe.com
A higher Put/Call-Ratio means a higher trading volume of puts compared to calls, which is a sign of a higher need for protection in the market.
For best reflection of the Cboe's data, which is shown in 30 minutes intervals, a 30 min-chart is recommended.
30 min-data as...
This script compares the implied volatility to the historic volatility as a ratio.
The plot indicates how high the current implied volatility for the next 30 days is relative to the actual volatility realized over the set period. This is most useful for options traders as it may show when the premiums paid on options are over valued relative to the historic...
This script is the my Dependent Variable Odd Generator script :
with the Put / Call Ratio ( PCR ) appended, only for CBOE and the instruments connected to it.
For CBOE this script is more accurate and faster than Dependent Variable Odd Generator. And the stagnant market odds are better and more realistic.
Do not use for timeframe periods less than 1 day.
First of all this script inspired by MagicEins' Put/Call-Ratio-Buschi script .
What is the Put-Call Ratio
The put-call ratio is an indicator ratio that provides information about relative trading volumes of an underlying security's put options to its call options. The put-call ratio has long been viewed as an indicator of investor sentiment in the markets, where...
This script provides realized volatility (rv), implied volatility (iv), and volatility risk premium (vrp) information for each of CBOE's volatility indices. The individual outputs are:
- Blue/red line: the realized volatility. This is an annualized, 20-period moving average estimate of realized volatility--in other words, the variability in the instrument's...
This indicator allows you to determine when you need to buy or sell UVXY.
HOW TO INTERPRET:
- Here you need using pyramiding with 2-4 parts of deposit.
- Visually, the indicator resembles the work of Bollinger Bands indicator.
- When the price goes down beyond the channel boundary, then you need to buy. Also, when the price starts to return to the channel from...
This indicator reflects the premium(+) and discount(+) on VIX futures.
HOW TO INTERPRET:
- Examines the relationship between the current VIX futures and the next VIX futures for a premium(+) or discount(-).
- When there is a discount, then you need to buy.
- When there is a premium, then you need to sell.
- The indicator works on the fact of price movement,...