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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
71.85%
14.49%
-IndustryMonthLast 10
-3.45%
2.42%
5
+GlobalYearTop 5
87.35%
14.24%
-IndustryMonthLast 10
-3.69%
1.68%
A
+IndustryYearTop 10
43.13%
5.91%
-GlobalYearLast 10
5.85%
5.91%

Volatility Slope

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



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