Começar
OPEN-SOURCE SCRIPT

VIX:VIX3M Ratio

253
The VIX/VIX3M Ratio indicator compares the short-term (1-month) volatility index (VIX) to the medium-term (3-month) volatility index (VIX3M). This ratio provides insights into the market's volatility expectations across different time horizons.

Key Interpretations:

  • Ratio > 1: Short-term volatility expectations are higher than 3-month expectations
  • Ratio = 1: Short-term and medium-term volatility expectations are aligned
  • Ratio < 1: Medium-term volatility expectations are higher than short-term expectations


Potential Trading Insights:

  • A rising ratio may indicate increasing near-term market uncertainty
  • Significant deviations from 1.0 can signal potential market stress or changing risk perceptions
  • Traders use this to gauge the term structure of market volatility

Script de código aberto

In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.

For quick access on a chart, add this script to your favorites — learn more here.

alex_yeo
Também em:
forecastinginternalssentimentVIX CBOE Volatility IndexVIX3MVolatility

Aviso legal

As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
forecastinginternalssentimentVIX CBOE Volatility IndexVIX3MVolatility

Script de código aberto

In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.

For quick access on a chart, add this script to your favorites — learn more here.

alex_yeo
Também em:

Aviso legal

As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.