{"id":3919,"date":"2015-07-07T15:50:41","date_gmt":"2015-07-07T19:50:41","guid":{"rendered":"https:\/\/trades.iwopremium.com\/?page_id=3919"},"modified":"2015-08-17T10:43:43","modified_gmt":"2015-08-17T14:43:43","slug":"iv-and-hv-study","status":"publish","type":"page","link":"https:\/\/trades.iwopremium.com\/member-bonuses\/iv-and-hv-study\/","title":{"rendered":"IV and HV Study"},"content":{"rendered":"<p>This is a way to put the implied vol and historical vol chart on the same graph:<\/p>\n<p style=\"padding-left: 30px;\">declare lower;<br \/>\ndeclare hide_on_intraday;<\/p>\n<p style=\"padding-left: 30px;\">def IVLength = 30;<br \/>\ndef HVLength = 20;<\/p>\n<p style=\"padding-left: 30px;\">def longLength = 262;<br \/>\ndef shortLength = 20;<\/p>\n<p style=\"padding-left: 30px;\">def clLog = Log(close \/ close[1]);<\/p>\n<p style=\"padding-left: 30px;\">def IVHVDiff = imp_volatility() &#8211; (StDev(clLog, shortLength) * Sqrt(shortLength * longLength \/ (shortLength &#8211; 1)));<\/p>\n<p style=\"padding-left: 30px;\">plot iv = imp_volatility();<\/p>\n<p style=\"padding-left: 30px;\">plot hv = (StDev(clLog, shortLength) * Sqrt(shortLength * longLength \/ (shortLength &#8211; 1)));<\/p>\n<p style=\"padding-left: 30px;\">\n","protected":false},"excerpt":{"rendered":"<p>This is a way to put the implied vol and historical vol chart on the same graph: declare lower; declare hide_on_intraday; def IVLength = 30; def HVLength = 20; def longLength = 262; def shortLength = 20; def clLog = Log(close \/ close[1]); def IVHVDiff = imp_volatility() &#8211; (StDev(clLog, shortLength) * Sqrt(shortLength * longLength \/ [&hellip;]<\/p>\n","protected":false},"author":891,"featured_media":0,"parent":3879,"menu_order":0,"comment_status":"open","ping_status":"open","template":"","meta":{"_bbp_topic_count":0,"_bbp_reply_count":0,"_bbp_total_topic_count":0,"_bbp_total_reply_count":0,"_bbp_voice_count":0,"_bbp_anonymous_reply_count":0,"_bbp_topic_count_hidden":0,"_bbp_reply_count_hidden":0,"_bbp_forum_subforum_count":0,"_genesis_hide_title":false,"_genesis_hide_breadcrumbs":false,"_genesis_hide_singular_image":false,"_genesis_hide_footer_widgets":false,"_genesis_custom_body_class":"","_genesis_custom_post_class":"","_genesis_layout":""},"_links":{"self":[{"href":"https:\/\/trades.iwopremium.com\/wp-json\/wp\/v2\/pages\/3919"}],"collection":[{"href":"https:\/\/trades.iwopremium.com\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/trades.iwopremium.com\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/trades.iwopremium.com\/wp-json\/wp\/v2\/users\/891"}],"replies":[{"embeddable":true,"href":"https:\/\/trades.iwopremium.com\/wp-json\/wp\/v2\/comments?post=3919"}],"version-history":[{"count":2,"href":"https:\/\/trades.iwopremium.com\/wp-json\/wp\/v2\/pages\/3919\/revisions"}],"predecessor-version":[{"id":4162,"href":"https:\/\/trades.iwopremium.com\/wp-json\/wp\/v2\/pages\/3919\/revisions\/4162"}],"up":[{"embeddable":true,"href":"https:\/\/trades.iwopremium.com\/wp-json\/wp\/v2\/pages\/3879"}],"wp:attachment":[{"href":"https:\/\/trades.iwopremium.com\/wp-json\/wp\/v2\/media?parent=3919"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}