PROTECTED SOURCE SCRIPT
SPX Implied Probability of closing above/below
This is a recreation of the work done by Michael Rechenthin aka "Dr.Data" from Tastytrade back in 2016 (this indicator is for 
SPX only)
You can watch the episode where "Dr.Data", Tom and Tony go over this concept on the following link:
https://www.tastytrade.com/shows/the-skinny-on-options-data-science/episodes/spreadsheet-for-calculating-expected-moves-05-05-2016
The following are my personal additions:
- ability to choose between
VIX and VOLI as the IV input
- ability to choose between 252 and 365 for the number of days
Note that I’m displaying 4 decimal places (#.####) to be as accurate as possible but sometimes you will see 0% or 100% displayed which means that more decimal places are needed (0% could be 0.00005% or 100% could be 99.99995%).
SPX only)You can watch the episode where "Dr.Data", Tom and Tony go over this concept on the following link:
https://www.tastytrade.com/shows/the-skinny-on-options-data-science/episodes/spreadsheet-for-calculating-expected-moves-05-05-2016
The following are my personal additions:
- ability to choose between
VIX and VOLI as the IV input- ability to choose between 252 and 365 for the number of days
Note that I’m displaying 4 decimal places (#.####) to be as accurate as possible but sometimes you will see 0% or 100% displayed which means that more decimal places are needed (0% could be 0.00005% or 100% could be 99.99995%).
Script protegido
Este script se publica como código cerrado. Sin embargo, puede utilizarlo libremente y sin limitaciones: obtenga más información aquí.
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.
Script protegido
Este script se publica como código cerrado. Sin embargo, puede utilizarlo libremente y sin limitaciones: obtenga más información aquí.
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.