OPEN-SOURCE SCRIPT
VIX Implied Moves

Key Features:
Three Timeframe Bands:
Calculation Methodology:
Visual Features:
Example Calculation (VIX=20, ES=5000):
This indicator helps visualize expected price ranges based on current volatility conditions, with wider bands indicating higher market uncertainty. The probabilistic ranges represent 68% confidence levels (1 standard deviation) derived from options pricing.
Three Timeframe Bands:
- Daily: Blue bands showing ±1σ expected move
- Weekly: Green bands showing ±1σ expected move
- 30-Day: Red bands showing ±1σ expected move
Calculation Methodology:
- Uses VIX's annualized volatility converted to specific timeframes using square root of time rule
- Trading day convention (252 days/year)
- Band width = Price × (VIX/100) ÷ √(number of periods)
Visual Features:
- Colored semi-transparent backgrounds between bands
- Progressive line thickness (thinner for shorter timeframes)
- Real-time updates as VIX and ES prices change
Example Calculation (VIX=20, ES=5000):
- Daily move = 5000 × (20/100)/√252 ≈ ±63 points
- Weekly move = 5000 × (20/100)/√50 ≈ ±141 points
- Monthly move = 5000 × (20/100)/√21 ≈ ±218 points
This indicator helps visualize expected price ranges based on current volatility conditions, with wider bands indicating higher market uncertainty. The probabilistic ranges represent 68% confidence levels (1 standard deviation) derived from options pricing.
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
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。
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
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。