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

H
BestScopePeriodSample%ChangeS&P500
1
+GlobalMonthTop 5
8.51%
1.36%
-IndustryYearLast 10
8.93%
15.37%
5
+GlobalMonthTop 25
15.93%
2.14%
-IndustryYearLast 10
12.39%
15.85%
A
+IndustryYearTop 5
43.54%
8.32%
-IndustryWeekLast 10
-0.02%
0.18%

Volatility Slope Infinite

Implied infinite 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.