Impl Volty- All Opts (Indicator)

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Input Information

Name Expression Default Description
AvgLength Numeric 20 Number of bars used to calculate moving average.
HiAlert Numeric 0 High alert value for IVolatility. For  example, to be alerted when IVolatility exceeds 25 percent, enter 0.25.
LoAlert Numeric 0 Low alert value for IVolatility. For  example, to be alerted when IVolatility goes below 15 percent, enter 0.15.

Market Synopsis

Plots the overall average weighted and non-weighted implied volatility values for all options trading for the underlying asset in the chart. This data is available for any optionable asset, and is calculated at the end of each day for the next day.

Plot Information

Number Name Default Color Description
Plot1 IV All Cyan Plots the value returned by the server field IVolatility
Plot1 IV Avg Red Plots the moving average value of IVolatility

When applied to a chart, this indicator displays two plots in a separate subgraph from the price data.