VIX3M/1M ratio

Tesla, Inc.NASDAQ

설명

⋅ 2020년 8월 12일 오후 11시 35분

This script simply calculates and plots the VIX 3 month versus 1 month ratio. Values below 1 indicate a strong panic situation in the market (1 month volatility is higher than the 3 month volatiliy). This might be a good opportunity to sell options.