Realized Volatility Tracker vs VIX Overlay?


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.

Similar threads