ProphetX has 3 new studies that offer a quick glance to see if the competition is widening or narrowing the basis. It shows traders when the downtrend or uptrend in IV has been broken. This is a key edge for all traders.
  • Historic IV Average
    • Our DTN Expert’s Gold Standard. A 3-month average of 2 in to 2 out of the money strikes
  • Historic IV Continuous
    • Historic IV of a continuous contract, single or relative strike
  • Historic IV Strike
    • Historic IV of a single relative strike

Click Here to watch a short video about the Historical Implied Volatility studies.


Example of a Historic IV Average Study on a Chart

HIV Avg

 

Example of a Historic IV Continuous Study on a Chart

HIV Cont

 

Example of a Historic IV Strike Study on a Chart

HIV Strike