SPY Expected Move by VIX

26 kwi 2020

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.

1 maj 2020

Informacje o Wersji

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.

6 maj 2020

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

6 maj 2020

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Simple color tone change.

8 maj 2020

Informacje o Wersji

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

15 cze 2020

Informacje o Wersji

Added alert on price crossing 3 SD as requested by acogwell11

26 lis 2020

Informacje o Wersji

Added weekly option for VWAP as requested by MacPeroni

wczoraj

Informacje o Wersji

upgraded to v6 by shaneaus Thanks bro!