SPY Expected Move by VIX

2020년 4월 26일

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.

2020년 5월 1일

릴리즈 노트

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.

2020년 5월 6일

릴리즈 노트

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

2020년 5월 6일

릴리즈 노트

Simple color tone change.

2020년 5월 8일

릴리즈 노트

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

2020년 6월 15일

릴리즈 노트

Added alert on price crossing 3 SD as requested by acogwell11

2020년 11월 26일

릴리즈 노트

Added weekly option for VWAP as requested by MacPeroni