Realized Volatility Tracker vs VIX Overlay?

Dro

New member
Hello all,

I'm new to this forum and tried to do some searches before asking the question, but was unable to find an answer. My question is if anyone has potentially come up with a tracking method for realized volatility, specifically the SP500, or any index for that matter?

My goal is to try and perform a near term, sub 1-2 week, active comparison of the VIX vs. realized SP500 volatility. While the VIX is readily available, I have been unable to find any ticker or index, on ToS, that actively tracks the real SP500 volatility essentially making a spread calcuation very tedious.

I have an electrical engineering background so if there is any script which someone is/was working on for this, I would not mind trying to make it a collaborative effort. Thanks in advance for taking the time to read this and any insight you may provide.
 

Join useThinkScript to post your question to a community of 21,000+ developers and traders.

Similar threads

Not the exact question you're looking for?

Start a new thread and receive assistance from our community.

87k+ Posts
242 Online
Create Post

Similar threads

Similar threads

The Market Trading Game Changer

Join 2,500+ subscribers inside the useThinkScript VIP Membership Club
  • Exclusive indicators
  • Proven strategies & setups
  • Private Discord community
  • ‘Buy The Dip’ signal alerts
  • Exclusive members-only content
  • Add-ons and resources
  • 1 full year of unlimited support

Frequently Asked Questions

What is useThinkScript?

useThinkScript is the #1 community of stock market investors using indicators and other tools to power their trading strategies. Traders of all skill levels use our forums to learn about scripting and indicators, help each other, and discover new ways to gain an edge in the markets.

How do I get started?

We get it. Our forum can be intimidating, if not overwhelming. With thousands of topics, tens of thousands of posts, our community has created an incredibly deep knowledge base for stock traders. No one can ever exhaust every resource provided on our site.

If you are new, or just looking for guidance, here are some helpful links to get you started.

What are the benefits of VIP Membership?
VIP members get exclusive access to these proven and tested premium indicators: Buy the Dip, Advanced Market Moves 2.0, Take Profit, and Volatility Trading Range. In addition, VIP members get access to over 50 VIP-only custom indicators, add-ons, and strategies, private VIP-only forums, private Discord channel to discuss trades and strategies in real-time, customer support, trade alerts, and much more. Learn all about VIP membership here.
How can I access the premium indicators?
To access the premium indicators, which are plug and play ready, sign up for VIP membership here.
Back
Top