SPY Expected Move by VIX

2020年4月26日

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.

2020年5月1日

リリースノート

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.

2020年5月6日

リリースノート

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

2020年5月6日

リリースノート

Simple color tone change.

2020年5月8日

リリースノート

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

2020年6月15日

リリースノート

Added alert on price crossing 3 SD as requested by acogwell11

2020年11月26日

リリースノート

Added weekly option for VWAP as requested by MacPeroni

一昨日

リリースノート

upgraded to v6 by shaneaus Thanks bro!