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.
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。