SPY Expected Move by VIX

26 abr 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 may 2020

Notas de prensa

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 may 2020

Notas de prensa

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

6 may 2020

Notas de prensa

Simple color tone change.

8 may 2020

Notas de prensa

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

15 jun 2020

Notas de prensa

Added alert on price crossing 3 SD as requested by acogwell11

26 nov 2020

Notas de prensa

Added weekly option for VWAP as requested by MacPeroni

anteayer

Notas de prensa

upgraded to v6 by shaneaus Thanks bro!