H
BestScopePeriodSample%ChangeS&P500
1
+GlobalWeekTop 5
14.5%
1.76%
-IndustryMonthLast 5
-14.91%
0.41%
5
+GlobalYearTop 5
65.44%
13.31%
-IndustryYearLast 5
-7.65%
13.31%
A
+IndustryYearTop 10
47.55%
5.08%
-GlobalYearLast 10
3.69%
5.08%

Volatility Slope

Best-fit regression line through the strike volatilities adjusted to the tangent slope at the 50 delta



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