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H
BestScopePeriodSample%ChangeS&P500
1
+GlobalWeekTop 10
6.35%
0.08%
-IndustryYearLast 5
11.66%
16.16%
5
+IndustryWeekTop 10
4.01%
-0.08%
-IndustryYearLast 5
9.26%
16.12%
A
+IndustryYearTop 5
41.07%
5.6%
-IndustryYearLast 10
4.22%
5.6%

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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