This simple script shows an "N" standard deviation volatility bracket, anchored at the opening price of the current month, week, or quarter. This anchor is meant to coincide roughly with the expiration of options issued at the same interval. You can choose between a manually-entered IV or the hv30 volatility model.

Unlike my previous scripts, which all show the volatility bracket as a rolling figure, the anchor helps to visualize the volatility estimate in relation to price as it ranges over the (approximate) lifetime of a single, real contract.
Versionshinweise: - Fixed a bug where the monthly bracket started one day late for instruments with an overnight session.
- Added a daily bracket.
Versionshinweise: Added an "efficiency" table. Efficiency is the ratio of periods in which price closed within the period's bracket (both), below the top bound (up), or above the bottom bound (down), to those in which it did not.
Versionshinweise: - added table to display current vol and model
Open-source Skript

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Möchten Sie dieses Skript auf einem Chart verwenden?