OPEN-SOURCE SCRIPT
已更新 SPY/SPX Expected Move + Session Levels
📊 Expected Move + Session Levels (SPY / SPX)
Plots the day's expected move band plus the key session levels — automatic, refreshed daily before the open, nothing to enter or maintain.
🔹 Draws: Expected Move High/Low (the one-standard-deviation daily range implied by options pricing, anchored at the prior close), Prior Day High/Low, and Overnight High/Low (from the ES futures overnight session, rescaled to your chart). Optional shaded band and info table.
⚙️ Settings: every level toggles on/off individually; colors, line width, and label size are adjustable. The overnight source, session window, and IV index can be changed, and setting Horizon to 5 with VIX approximates the weekly move. Best on intraday timeframes.
⚠️ Note: the expected move is a statistical estimate, not a boundary — price is expected to close inside the band roughly two days out of three, and beyond it roughly one in three. Treat the edges as context, not walls; the market will go where it chooses. All levels are built from CBOE volatility indices, daily session data, and CME ES futures. Informational only, not trading advice.
Plots the day's expected move band plus the key session levels — automatic, refreshed daily before the open, nothing to enter or maintain.
🔹 Draws: Expected Move High/Low (the one-standard-deviation daily range implied by options pricing, anchored at the prior close), Prior Day High/Low, and Overnight High/Low (from the ES futures overnight session, rescaled to your chart). Optional shaded band and info table.
⚙️ Settings: every level toggles on/off individually; colors, line width, and label size are adjustable. The overnight source, session window, and IV index can be changed, and setting Horizon to 5 with VIX approximates the weekly move. Best on intraday timeframes.
⚠️ Note: the expected move is a statistical estimate, not a boundary — price is expected to close inside the band roughly two days out of three, and beyond it roughly one in three. Treat the edges as context, not walls; the market will go where it chooses. All levels are built from CBOE volatility indices, daily session data, and CME ES futures. Informational only, not trading advice.
發行說明
update chart to daily發行說明
no code changes - Reminder that on the expected move: it's a probability range, not a promise. Options pricing implies price closes inside the band about two days out of three — which means it breaks roughly one day in three, and that's completely normal. Use it as context for your trades, not as a wall to lean on. Your plan, your levels, your risk rules always come first.Not financial advice. Trade your own plan and manage your own risk.
發行說明
Update: Overnight High/Low now hold steady through the session — the futures-to-chart conversion locks in at the cash open instead of adjusting tick by tick發行說明
UpdatesExpected move now locks at the cash open — one fixed band per session (tracks live IV premarket, so pre-open data releases are reflected)
Overnight High/Low hold steady through the session — the futures-to-chart conversion locks at the open instead of adjusting tick by tick
發行說明
Updates:*Expected move lock improved — the band now reliably freezes once per session
*Info table timestamp confirms live refresh
*Timestamp updated with refresh
發行說明
Added "Band Update Mode" setting to script發行說明
Expected move now locks for the full session using the prior close of the volatility index — one fixed, consistent band per day across all charts and timeframes.發行說明
regular update發行說明
"As of" timestamp switched to CT; overnight ONH/ONL now latch at the cash open (no more intraday repaint) and are hidden by default as ES-derived estimates開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
Janice Trades — free daily ES + NQ market reads. Substack + Discord. @janicetrades · janicetrades.substack.com/
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
Janice Trades — free daily ES + NQ market reads. Substack + Discord. @janicetrades · janicetrades.substack.com/
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。