IV/HV Ratio's [Nic]

2020년 11월 7일

IV is implied volatility
HV is historic realized volatility

Seneca teaches that we often suffer more in our minds than in reality, and the same is true with the stock market. This indicator can help identify when people are over paying for implied volatility relative to real volatility . This means that short sellers are over paying for puts and can be squeezed into covering their positions, resulting in a massive rally.

The indicator can track this spread over many time frames, when the short time frame is much higher than the lower time frames, consider it a signal-of-interest.

2021년 3월 13일

릴리즈 노트

improved lookup of default ticker to include more vix indices.

2021년 3월 14일

릴리즈 노트

Added better docs in the settings