Wondering if there is a way to track ATR for specific times of the day over the last few months, first 30 minutes after open, power hour, 11-2, last 30 minutes of the day, etc.
I saw a short video on YouTube showing some crazy percent changes in 0DTE strangles if SPY moved $2 over a day or part of day, and I started thinking it would be interesting to see volatility broken down throughout the day. Could be useful for both selling and buying strategies. Thanks!!
I saw a short video on YouTube showing some crazy percent changes in 0DTE strangles if SPY moved $2 over a day or part of day, and I started thinking it would be interesting to see volatility broken down throughout the day. Could be useful for both selling and buying strategies. Thanks!!
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