SPX x VIX /100 x SqRt( DTE /365) for AMEX:SPY by ZenMode

Technical Indicators delta

indicator delta

SPX x VIX /100 x SqRt( DTE /365)
3214x27/100xSqRt(6/365) = 109 point swing within 6 days

Comment:

-3.2%

Comment:

+4.5%

Comment:

+3.6%

Comment:

+14.5%

Comment:

+21.2%

Comment:

+27.7%

Comment:

+12.7%

Comment:

+11%

Comment:

closed with a massive loss -111%

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.