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ES Volatility Dashboard

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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.
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