Intraday Trend Lines

30 mar

TradingView Indicator Description: Options-Based Swing Range Forecast

Core Mechanism

This indicator calculates expected price swing ranges for key assets using daily post-market options block trade data, projecting high (resistance) and low (support) levels for:

• Next Trading Day (T+1)
  
• Two Days Ahead (T+2)
  
• End of Current Week (Friday)
  
• End of Next Week (Next Friday)
  Dual horizontal lines connect the prediction start time (16:00 EST) to the target date's close time (16:00 EST), marking the forecasted range.
  

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Supported Assets
Direct Calculation Indirect Derivation*
SPY SPX (via SPY data)
IWM NDX (via QQQ data)
QQQ IXIC (via QQQ data)
DIA RUT (via IWM data)
TLT SOX
*Indices derived from ETF options data using volatility conversion.


Key Features

• Dynamic Updates:
  

New ranges calculated daily after market close.

Click the 🌀 Refresh button next to the indicator name to load latest data.

• Visual Clarity:
  

Resistance (blue) and support (purple) lines with semi-transparent labels.

Hover labels show date range and swing metrics (e.g., Swing: 36.1 (2.5%)).

Algorithm Basis

1. Options Gamma Exposure: Identifies high gamma strike clusters.
   
2. Volatility Surface Fitting: Derives expected move boundaries.
   
3. ETF-to-Index Conversion: SPX/NDX/IXIC ranges scaled from SPY/QQQ data.
   

Usage Notes
⚠️ Critical Reminders:

• SPX/NDX/IXIC: Ranges inferred from ETF liquidity (not direct options data).
  
• Intraday Expiry: Lines auto-expire at 16:00 EST on target dates.
  
• Market Risks: Ranges reflect options trader consensus, not guarantees. Combine with volume/trend analysis.
  

Compliance Statement
Closed-source logic compliant with TradingView rules.

Core methodology reviewed by moderators (gamma/volatility analysis).

1 apr

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【Market Core Memo】

Market Volatility Trends

Short-term (April 2 tariff policy, the market is awaiting final implementation) volatility remains high, but long-term expectations are declining.

IV (Implied Volatility) is generally higher in the short term and decreases over the long term.

Major Index Performance

SPX & SPY (S&P 500): Trending upward with some support level declines.

QQQ (Nasdaq 100): Long-term support is weakening, indicating potential choppy upward movement in tech stocks.

DIA (Dow ETF): Low volatility, indicating stable market sentiment.

High-Volatility Sectors

IWM & RUT (Small Caps): Short-term IV above 37%, suggesting cautious market sentiment.

SOX (Semiconductor Index): IV at 42.3%, showing extreme investor divergence and uncertain future trends.

Trading Strategy Tips

Watch for opportunities as long-term IV declines, favoring trend-based strategies.

High-volatility sectors are suitable for short-term trading but require careful risk management.

Dow Jones remains stable, making it a good option for low-volatility investment strategies.

【Conclusion】
Short-term volatility (driven by the April 2 tariff policy) remains high, but some indices show a choppy upward trend. Investors should adjust their trading strategies based on IV shifts to balance risk and return.

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options betting ranges by 2025-04-02

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Script Update – Wave Range Predictions
Instruments: SPY, IWM, QQQ, TLT, DIA
Forecast Dates: April 16, April 17, and April 25, 2025

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## 📊 Major Indices & ETFs

### 🔹 S&P 500 (SPX/SPY)

| Symbol | Expiry Date | Swing % | Upper Bound | Lower Bound | Volatility Range | Open Interest (OI) | Implied Volatility (IV) |
|--------|-------------|---------|-------------|-------------|-------------------|--------------------|--------------------------|
| SPX | 2025-05-05 | 1.77% | 5,736.71 | 5,636.63 | 0.88% | 3,606 | 12.8% |
| | 2025-05-16 | 6.17% | 5,856.70 | 5,516.64 | 2.99% | 5,835 | 19.3% |
| SPY | 2025-05-05 | 1.77% | 571.72 | 561.80 | 0.88% | 3,606 | 12.8% |
| | 2025-05-16 | 6.15% | 583.70 | 549.82 | 2.99% | 5,835 | 19.3% |

...

## 🧾 Key Observations

### 🔍 Volatility vs. IV Correlation
- **TSLA (IV: 61.8%)** exhibits **extreme volatility (23.34%)**, suggesting high earnings/regulatory risk.
- **SPX/SPY (IV: ~12.8%)** have tight ranges, reflecting **market stability**.

### 🧭 Sector Highlights
- **Tech:** NVDA & AMD show **widening ranges**, likely tied to **AI demand cycles**.
- **Gold:** GLD’s 5.68% volatility reflects **geopolitical & inflation hedge behavior**.

### 🧮 Open Interest (OI) Insights
- **SPX/SPY (May 16):** High OI suggests **institutional positioning** ahead of Fed announcements.
- **IWM/RUT (May 16):** Elevated OI reflects **speculation on small-cap rebound**.

## 📈 Summary Table

| Asset Class | Max Volatility Range | Associated IV | Key Drivers |
|------------------|----------------------|----------------|----------------------------------------|
| Tech Stocks | 23.34% (TSLA) | 61.8% | Production risks, AI adoption |
| Small-Cap Indices| 4.18% (IWM/RUT) | 25.0% | Liquidity shifts, rate sensitivity |
| Gold | 5.68% (GLD) | 19.1% | Inflation hedging, central bank policy|

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