I find the VIX1D very useful when trading 0 and 1DTE options.
But I'd love to be able to see the same data for any security that has options with these expirations.
CBOE published how the VIX1D is calculated, so I wonder if it's possible to make an indicator out of it.
source: https://cdn.cboe.com/api/global/us_...x_Methodology_Cboe_1-Day_Volatility_Index.pdf
I've never worked with thinkscript and options, so I'd have a hard time trying to get every variable right here, let alone combine them, so I'd appreciate any help !
But I'd love to be able to see the same data for any security that has options with these expirations.
CBOE published how the VIX1D is calculated, so I wonder if it's possible to make an indicator out of it.
source: https://cdn.cboe.com/api/global/us_...x_Methodology_Cboe_1-Day_Volatility_Index.pdf
I've never worked with thinkscript and options, so I'd have a hard time trying to get every variable right here, let alone combine them, so I'd appreciate any help !
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