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IV Crush Signal Dashboard (India Optimized) Xbos.in
A specialized options market tool designed to spot sharp post-event implied volatility (IV) drops—commonly seen after earnings or expiry—across NIFTY, BANKNIFTY, and SENSEX. It combines IV, option price, vega, theta, volume, and open interest metrics to produce a confidence score (0–100), classifying signals as IV Crush, Setup, or Neutral. India-optimized with precise expiry detection and IST timing, the dashboard is fully customizable, offering trend bias analysis, visual chart markers, and real-time alerts. Built-in OI analysis and historical signal tracking help traders validate opportunities and adapt strategies effectively.Identifies sharp Implied Volatility (IV) drops post-events (e.g., earnings, option expiries) for NIFTY, BANKNIFTY, and SENSEX, using metrics like IV drop, option price drop, vega, theta, volume spikes, and open interest (OI) changes.
India-Specific Optimization: Supports Indian market conventions with accurate weekly (Thursdays for NIFTY/BANKNIFTY, Tuesdays for SENSEX) and monthly expiry detection, plus IST (UTC+5:30) timezone handling for precise signal timing.
Confidence Score: Calculates a weighted score (0–100) based on IV drop, option price drop, price movement, volume spikes, OI drop, vega, theta, and expiry timing, categorizing signals as IV Crush (≥70), Setup (40–69), or Neutral (<40).
Customizable Dashboard: Displays key metrics (asset, timeframe, signal type, confidence, trend bias, IV drop, option price drop, vega, theta, volume spike, OI drop) with user-toggled columns and compact mode for streamlined viewing.
Trend Bias Analysis: Determines market direction (Bullish, Bearish, Sideways) using EMA, RSI, MACD, ADX, and option price trends to align trades with market context.
Visual Signals: Plots red triangle-up for IV Crush and yellow triangle-down for Setup signals on the chart for quick identification.
Alert Integration: Configurable alerts for IV Crush and Setup signals, including ticker, input price, and confidence score, for real-time trading notifications.
Flexible Inputs: Customizable parameters like strike price (ATM or user-defined), lookback period, risk-free rate, dividend yield, expiry hour, IV mode (Call/Put), and thresholds for IV drop, option price drop, vega, theta, price move, volume spike, and OI drop.
Open Interest Analysis: Detects significant OI drops using real or simulated data, enhancing IV Crush signal reliability.
Signal Tracking: Counts IV Crush and Setup signals for historical context, aiding traders in assessing signal frequency and reliability.
India-Specific Optimization: Supports Indian market conventions with accurate weekly (Thursdays for NIFTY/BANKNIFTY, Tuesdays for SENSEX) and monthly expiry detection, plus IST (UTC+5:30) timezone handling for precise signal timing.
Confidence Score: Calculates a weighted score (0–100) based on IV drop, option price drop, price movement, volume spikes, OI drop, vega, theta, and expiry timing, categorizing signals as IV Crush (≥70), Setup (40–69), or Neutral (<40).
Customizable Dashboard: Displays key metrics (asset, timeframe, signal type, confidence, trend bias, IV drop, option price drop, vega, theta, volume spike, OI drop) with user-toggled columns and compact mode for streamlined viewing.
Trend Bias Analysis: Determines market direction (Bullish, Bearish, Sideways) using EMA, RSI, MACD, ADX, and option price trends to align trades with market context.
Visual Signals: Plots red triangle-up for IV Crush and yellow triangle-down for Setup signals on the chart for quick identification.
Alert Integration: Configurable alerts for IV Crush and Setup signals, including ticker, input price, and confidence score, for real-time trading notifications.
Flexible Inputs: Customizable parameters like strike price (ATM or user-defined), lookback period, risk-free rate, dividend yield, expiry hour, IV mode (Call/Put), and thresholds for IV drop, option price drop, vega, theta, price move, volume spike, and OI drop.
Open Interest Analysis: Detects significant OI drops using real or simulated data, enhancing IV Crush signal reliability.
Signal Tracking: Counts IV Crush and Setup signals for historical context, aiding traders in assessing signal frequency and reliability.
仅限邀请脚本
只有经作者批准的用户才能访问此脚本。您需要申请并获得使用权限。该权限通常在付款后授予。如需了解更多详情，请按照以下作者的说明操作，或直接联系xbos。
除非您完全信任其作者并了解脚本的工作原理，否則TradingView不建议您付费或使用脚本。您还可以在我们的社区脚本中找到免费的开源替代方案。
作者的说明
Optimized for Indian markets, this tool helps option traders spot post-event IV drops with precision, using real-time metrics and customizable alerts for NIFTY, BANKNIFTY, and SENSEX., stocks,
Powered by XBOS – Technical setups made simple 📈 | xbos.in
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
仅限邀请脚本
只有经作者批准的用户才能访问此脚本。您需要申请并获得使用权限。该权限通常在付款后授予。如需了解更多详情，请按照以下作者的说明操作，或直接联系xbos。
除非您完全信任其作者并了解脚本的工作原理，否則TradingView不建议您付费或使用脚本。您还可以在我们的社区脚本中找到免费的开源替代方案。
作者的说明
Optimized for Indian markets, this tool helps option traders spot post-event IV drops with precision, using real-time metrics and customizable alerts for NIFTY, BANKNIFTY, and SENSEX., stocks,
Powered by XBOS – Technical setups made simple 📈 | xbos.in
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。