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

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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

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

2020年5月6日

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Simple color tone change.

2020年5月8日

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

2020年6月15日

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Added alert on price crossing 3 SD as requested by acogwell11

2020年11月26日

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Added weekly option for VWAP as requested by MacPeroni