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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 25
33.85%
12.98%
-IndustryYearLast 10
4.61%
12.98%
5
+IndustryYearTop 25
25.65%
13.19%
-IndustryYearLast 5
3.42%
13.19%
A
+IndustryYearTop 5
47.78%
7.87%
-IndustryMonthLast 25
1.42%
0.83%

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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