Intraday Trend Lines

3月30日

TradingView Indicator Description: Options-Based Swing Range Forecast

Core Mechanism

This indicator calculates expected price swing ranges for key assets using daily post-market options block trade data, projecting high (resistance) and low (support) levels for:

• Next Trading Day (T+1)
  
• Two Days Ahead (T+2)
  
• End of Current Week (Friday)
  
• End of Next Week (Next Friday)
  Dual horizontal lines connect the prediction start time (16:00 EST) to the target date's close time (16:00 EST), marking the forecasted range.
  

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Supported Assets
Direct Calculation Indirect Derivation*
SPY SPX (via SPY data)
IWM NDX (via QQQ data)
QQQ IXIC (via QQQ data)
DIA RUT (via IWM data)
TLT SOX
*Indices derived from ETF options data using volatility conversion.


Key Features

• Dynamic Updates:
  

New ranges calculated daily after market close.

Click the 🌀 Refresh button next to the indicator name to load latest data.

• Visual Clarity:
  

Resistance (blue) and support (purple) lines with semi-transparent labels.

Hover labels show date range and swing metrics (e.g., Swing: 36.1 (2.5%)).

Algorithm Basis

1. Options Gamma Exposure: Identifies high gamma strike clusters.
   
2. Volatility Surface Fitting: Derives expected move boundaries.
   
3. ETF-to-Index Conversion: SPX/NDX/IXIC ranges scaled from SPY/QQQ data.
   

Usage Notes
⚠️ Critical Reminders:

• SPX/NDX/IXIC: Ranges inferred from ETF liquidity (not direct options data).
  
• Intraday Expiry: Lines auto-expire at 16:00 EST on target dates.
  
• Market Risks: Ranges reflect options trader consensus, not guarantees. Combine with volume/trend analysis.
  

Compliance Statement
Closed-source logic compliant with TradingView rules.

Core methodology reviewed by moderators (gamma/volatility analysis).

4月1日

發行說明

【Market Core Memo】

Market Volatility Trends

Short-term (April 2 tariff policy, the market is awaiting final implementation) volatility remains high, but long-term expectations are declining.

IV (Implied Volatility) is generally higher in the short term and decreases over the long term.

Major Index Performance

SPX & SPY (S&P 500): Trending upward with some support level declines.

QQQ (Nasdaq 100): Long-term support is weakening, indicating potential choppy upward movement in tech stocks.

DIA (Dow ETF): Low volatility, indicating stable market sentiment.

High-Volatility Sectors

IWM & RUT (Small Caps): Short-term IV above 37%, suggesting cautious market sentiment.

SOX (Semiconductor Index): IV at 42.3%, showing extreme investor divergence and uncertain future trends.

Trading Strategy Tips

Watch for opportunities as long-term IV declines, favoring trend-based strategies.

High-volatility sectors are suitable for short-term trading but require careful risk management.

Dow Jones remains stable, making it a good option for low-volatility investment strategies.

【Conclusion】
Short-term volatility (driven by the April 2 tariff policy) remains high, but some indices show a choppy upward trend. Investors should adjust their trading strategies based on IV shifts to balance risk and return.

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options betting ranges by 2025-04-02

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Script Update – Wave Range Predictions
Instruments: SPY, IWM, QQQ, TLT, DIA
Forecast Dates: April 16, April 17, and April 25, 2025

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## 📊 Major Indices & ETFs

### 🔹 S&P 500 (SPX/SPY)

| Symbol | Expiry Date | Swing % | Upper Bound | Lower Bound | Volatility Range | Open Interest (OI) | Implied Volatility (IV) |
|--------|-------------|---------|-------------|-------------|-------------------|--------------------|--------------------------|
| SPX | 2025-05-05 | 1.77% | 5,736.71 | 5,636.63 | 0.88% | 3,606 | 12.8% |
| | 2025-05-16 | 6.17% | 5,856.70 | 5,516.64 | 2.99% | 5,835 | 19.3% |
| SPY | 2025-05-05 | 1.77% | 571.72 | 561.80 | 0.88% | 3,606 | 12.8% |
| | 2025-05-16 | 6.15% | 583.70 | 549.82 | 2.99% | 5,835 | 19.3% |

...

## 🧾 Key Observations

### 🔍 Volatility vs. IV Correlation
- **TSLA (IV: 61.8%)** exhibits **extreme volatility (23.34%)**, suggesting high earnings/regulatory risk.
- **SPX/SPY (IV: ~12.8%)** have tight ranges, reflecting **market stability**.

### 🧭 Sector Highlights
- **Tech:** NVDA & AMD show **widening ranges**, likely tied to **AI demand cycles**.
- **Gold:** GLD’s 5.68% volatility reflects **geopolitical & inflation hedge behavior**.

### 🧮 Open Interest (OI) Insights
- **SPX/SPY (May 16):** High OI suggests **institutional positioning** ahead of Fed announcements.
- **IWM/RUT (May 16):** Elevated OI reflects **speculation on small-cap rebound**.

## 📈 Summary Table

| Asset Class | Max Volatility Range | Associated IV | Key Drivers |
|------------------|----------------------|----------------|----------------------------------------|
| Tech Stocks | 23.34% (TSLA) | 61.8% | Production risks, AI adoption |
| Small-Cap Indices| 4.18% (IWM/RUT) | 25.0% | Liquidity shifts, rate sensitivity |
| Gold | 5.68% (GLD) | 19.1% | Inflation hedging, central bank policy|

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## Version Update Notes

This update enhances the indicator by providing predictions for major indices and large-cap stocks, covering the latest open interest data for daily, next-day, weekly, and next-week expiration options, as well as cycle options, ensuring precise and timely price range calculations.

##Why Use It?

Efficient Analysis: Automates range visualization, reducing manual charting efforts.
Strategic Precision: Objective price levels minimize emotional bias and enhance trade planning.
Broad Applicability: Ideal for day traders, swing traders, and options strategists across diverse markets.

## Tips for Best Use

Regular Updates: To ensure the accuracy of options betting ranges, update the indicator daily. On the TradingView page, hover over the indicator name and click the blue whirlwind icon to install the latest version.

4 小時前

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