Momentum period = amount of bars it references. To use with the squeeze default period is 12.
Momentum Smoothing = Moving Average of Momentum period. A setting of 1 = normal Momentum Indicator. If using Indicator with Squeeze Default is 10.
Green = No Squeeze.
Red = Squeeze, when Red changes to Green shows Breakout of Volatility Squeeze.
Therefore I thought it would be fine to post the indicator. The capability is there to make it look Exactly like the one they use....but even though they didn't invent the Squeeze they did code the version that I'm sure you saw in the video so I didn't think it would be right to post that Exact version. However, The Momentum and the Squeeze I posted above plots exactly as theres does and it's the same code. I own all their indicators on multiple platforms and I verified the results.
You can PM me if you have any questions....The Screen Shot shows the capability to make a version like the one in the video...But you can see it matches up perfectly with the indicators above...
As of right now you Options expiration is not incorporated in to the platform...since options aren't offered yet..
I could create a script that plots a vertical line on Options Expiration...but you would have to manually put in the expiration dates.
Let me look in to how Implied Volatility is calculated....I view it on my options platform...but it's already built in so I've never had to write a study for it...PM me tomorrow and remind me if I haven't responded