Could someone please create a watchlist study that (is this possible?):
Gets the ATM Call Strike
Finds the IV for the ATM call strike for the upcoming option
Gets the IV of the same strike for the Option ~30 days out
Plots the 30 Day IV over the Next IV
Why: Generally the lower the number, the higher the higher the inflated IV in the upcoming option cycle, and this can be used to identify opportunities for calendar spreads for upcoming earnings and such.
Gets the ATM Call Strike
Finds the IV for the ATM call strike for the upcoming option
Gets the IV of the same strike for the Option ~30 days out
Plots the 30 Day IV over the Next IV
Why: Generally the lower the number, the higher the higher the inflated IV in the upcoming option cycle, and this can be used to identify opportunities for calendar spreads for upcoming earnings and such.