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bigurb
Sep 11, 2021 3:21 PM

Implied minus Historical Volatility 

S&P 500SP

Description

Just a simple comparison of 30 day historical volatility versus 30 day implied volatility(VIX). In general, when VIX is way above realized or historical Vol, in general that is quite bullish. Backtest will be available soon.
Comments
HanDollarian
awesome
bigurb
@VapeundTrade, Thanks!
HanDollarian
@bigurb, welcome mate
akashgarhwal
hey brother can you do one also for calculation realised volatility so we can also compare with them.
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