OPEN-SOURCE SCRIPT
מעודכן

ES Volatility Dashboard

410
A real-time volatility dashboard for ES/MES traders. Displays a structured overview of the current volatility regime, VIX term structure, and statistically expected moves — all in a compact overlay table in the top-right corner of the chart.

Sections:

  • Global regime badge — a single at-a-glance signal (● QUIET / ● CAUTION / ● STRESS / ● FEAR) synthesizing four independent risk conditions
  • VIX block — spot VIX with regime label, VIX9D and VIX3M for term structure context
  • Term structure — Slope 9D−VIX and 3M−VIX with labels (CONTINUATION / NEUTRAL / CAUTION / INVERSION), VIX/VIX3M ratio
  • VVIX — volatility of volatility gauge (STABLE / ACTIVE / UNSTABLE / VOL SPIKE)
  • Expected Move (1σ) — daily, weekly and monthly expected move in ES points, derived from VIX using the standard SPX × VIX% / √T formula


Color logic:

Each metric uses a 4-level green → yellow → orange → red scale. The most operationally significant warning combination is VIX9D in STRESS or FEAR together with VVIX UNSTABLE — this typically precedes sharp directional moves.
הערות שחרור
+ chart update
הערות שחרור
+ update chart

כתב ויתור

המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.