Cboe S&P 500 One-Year Volatility Index
看空
已更新

VIX 1YR 30D Spread Indicator

104
VIX looks forward 30D and VIX1YR looks forward 1YR. So the divergence between them (VIX1YR-VIX) is interesting. On a monthly timeframe it seems to make an excellent Spy pivot indicator. It's noisier, but works on lower TFs as well.
註釋
快照
Weekly
註釋
Usually bounces off 0, sliding negative means a big pullback

免責聲明

這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。