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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 10
24.48%
12.55%
-IndustryYearLast 10
4.57%
12.55%
5
+IndustryYearTop 25
21.27%
12.7%
-IndustryYearLast 10
4.4%
12.7%
A
+IndustryYearTop 5
47.57%
7.88%
-IndustryMonthLast 25
1.43%
0.83%

Volatility Slope Infinite

Implied infinite slope (best-fit regression line through the strike volatilities adjusted to the tangent slope at the 50 delta)



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