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

H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 25
214.91%
16.25%
-IndustryYearLast 10
7.74%
16.25%
5
+GlobalYearTop 25
57.5%
15.71%
-IndustryYearLast 5
8.75%
15.71%
A
+GlobalYearTop 5
38.85%
6.38%
-GlobalYearLast 10
6.85%
6.38%

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.