Vol Steepness versus Spot

89 6 4

Spot on new local high and vol             curve is steep: likely to be close to top.

Spot on new local low and vol             curve very inverted: likely to be close to bottom.

This is not a precise metric but is just an extra component.

Now: the vol             curve is relatively flat, there is not much to extract.. the option curve is rather neutral as to which time bucket is the riskiest.
2 years ago
Hi Yaka

Do you mind instructing me on how to generate a V2-V1 chart, as you have here?
YaKa PRO BobbyBlueShoes
2 years ago
you go to the top left box where the index you are watching is displayed.
you type vi2!-vi1! "ENTER" (no click, no nothing... or it does not work..) everything with the key board mainly
+1 Reply
BobbyBlueShoes YaKa
2 years ago
Many thanks!!
YaKa PRO BobbyBlueShoes
2 years ago
Thanks for reminding me of this chart. It is important to review it every now and then...
It seems the market is not giving these easy no brainer shorts anymore.. need to bear the risk away from completion.
You went far back..
2 years ago
So breaking down the red line means big short, something new to me ^_^
YaKa PRO jangseohee
2 years ago
I would say:
if the red line is broken: you are max 2 weeks away from a bottom or at a bottom.
+1 Reply
Ideas Scripts Chart
United States
United Kingdom
Home Stock Screener Economic Calendar How It Works Chart Features House Rules Moderators For the WEB Widgets Stock Charting Library Priority Support Feature Request Blog & News FAQ Help & Wiki Twitter
Private Messages Chat Ideas Published Followers Following Priority Support Public Profile Profile Settings Billing Sign Out