Wootrader.com is moving to https://financeboards.com - sign up for a free account.

H
BestScopePeriodSample%ChangeS&P500
1
+IndustryMonthTop 5
4.45%
1.36%
-IndustryYearLast 25
11.45%
15.37%
5
+GlobalYearTop 10
17.32%
15.85%
-IndustryYearLast 25
13.11%
15.85%
A
+GlobalYearTop 5
35.09%
8.32%
-GlobalWeekLast 5
0.02%
0.18%

Volatility Slope

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



Locked content

This full content is available for membership level Advanced Investor or higher. You can register for a new account now.