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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
40%
16.16%
-IndustryYearLast 5
11.66%
16.16%
5
+IndustryYearTop 25
44.67%
16.12%
-IndustryYearLast 5
9.26%
16.12%
A
+IndustryYearTop 10
44.37%
5.6%
-GlobalYearLast 10
4.7%
5.6%

Volatility Slope

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



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