Similar to VIX1D but just for 0DTE since it’s hard to look at with the 1DTE overlay on VIX1D.
Anything similar out there or do I just need to check manually like I’ve been doing recently.
Just want it to gauge breakouts or fakeouts.
Anyway to see intraday 0DTE ATM IV for SPX/SPY ?
byu/crazybitcoinlunatic inoptions
Posted by crazybitcoinlunatic
1 Comment
How noisy is that number as you get past noon especially give how low vols are? The vix index calc is pretty straight forward , you could probably just do a calc on your own. Have you found that checking it manually gives you more insight than just relying on the published 1D number?