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.
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。