OPEN-SOURCE SCRIPT
VIX Calls % Change Dashboard
Overview
This indicator provides a real-time visualization of the percentage change from the daily open for a specific chain of VIX Call Options for a particular date (best for viewing 1-2 weeks out expirations). Because TradingView’s X-axis is strictly time-based, this script uses an on-screen table dashboard to display a "strike-price-centric" view of the market.
This tool is particularly useful for volatility traders looking to spot momentum, unusual relative strength in specific strikes, or shifts in the volatility skew throughout the trading day. These can be signs of big players aggressively hedging ahead of some bad macro news before it hits.
How it Works
Daily Reference: The script fetches the daily open price for each specified strike and compares it to the current price.
Color-Coded Visuals: The table cells automatically turn Green when a strike is trading above its open and Red when it is trading below.
Format Flexibility: Designed to work with the standard OCC-style ticker format (e.g., VIX260318C60.0).
User Settings
You can customize the entire dashboard without touching the code:
Expiration Date: Enter the date in YYMMDD format.
Strike Prices: Manually input up to 8 different strike prices to track. The dashboard will update the ticker strings automatically based on your expiration input.
Security Limits: Pine Script limits the number of request.security calls. This script is optimized to track 8 strikes (16 total requests for Open and Close data) to stay well within those limits.
Liquidity: If a strike price has not yet traded for the day, the dashboard will display NaN% with a gray background until data becomes available.
This indicator provides a real-time visualization of the percentage change from the daily open for a specific chain of VIX Call Options for a particular date (best for viewing 1-2 weeks out expirations). Because TradingView’s X-axis is strictly time-based, this script uses an on-screen table dashboard to display a "strike-price-centric" view of the market.
This tool is particularly useful for volatility traders looking to spot momentum, unusual relative strength in specific strikes, or shifts in the volatility skew throughout the trading day. These can be signs of big players aggressively hedging ahead of some bad macro news before it hits.
How it Works
Daily Reference: The script fetches the daily open price for each specified strike and compares it to the current price.
Color-Coded Visuals: The table cells automatically turn Green when a strike is trading above its open and Red when it is trading below.
Format Flexibility: Designed to work with the standard OCC-style ticker format (e.g., VIX260318C60.0).
User Settings
You can customize the entire dashboard without touching the code:
Expiration Date: Enter the date in YYMMDD format.
Strike Prices: Manually input up to 8 different strike prices to track. The dashboard will update the ticker strings automatically based on your expiration input.
Security Limits: Pine Script limits the number of request.security calls. This script is optimized to track 8 strikes (16 total requests for Open and Close data) to stay well within those limits.
Liquidity: If a strike price has not yet traded for the day, the dashboard will display NaN% with a gray background until data becomes available.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.