When trading future options, you dont have built in implied volatility. You need to calculate the IV by calculating (volaCloseToday - volaLowest-52weeks)/(volaHighest-52weeks - volaLowest-52weeks). If the IVR is above 40%, then you should think about checking options premium, since premium is currently higher as in former days. In order to see, whether the Volatility Rank is above 40, the color of the line is green when over 40 or red if IVR is under 40.
Delta 10, can you please share de IVR indicator script?
YUNoFix
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Have you found a way to pull option data to get the IV Rank? I have been trying to code something similar but can not get the results to match up with current data from a broker like tastyworks
peterlondon
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pls share your script :)
Xavier_M
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Hi, Delta 10. I'm impressed by the data capturing of your indicators. I am a forex trader though, where can I get the COT Indicators applicable to the futures market and forex pairs. i.e open interest indicators, commercials indicators, and large speculators indicators. I'll really appreciate your help. Thanks.
xCrypto
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Mind sharing?
gianfranco60
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Why dont you shows the chart of dax , cac and ftsemib please ? thanks