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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
45.83%
21.11%
-IndustryYearLast 10
11.43%
21.11%
5
+IndustryYearTop 10
114.16%
19.85%
-IndustryYearLast 10
2.6%
19.85%
A
+IndustryYearTop 10
37.81%
6.78%
-GlobalYearLast 10
6.72%
6.78%

Volatility Slope

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



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