I hereby claim:
- I am jehart on github.
- I am chicagotrading (https://keybase.io/chicagotrading) on keybase.
- I have a public key ASDsCTxwEIgoJM4xH5UeR_da1P3vsGOpe8TNWjClMtEHVAo
To claim this, I am signing this object:
I hereby claim:
To claim this, I am signing this object:
##IV Percentile | |
def vol = if(isnan(impVolatility()),0,impvolatility()); | |
def hi = highest(vol,252); | |
def lo = lowest(vol,252); | |
plot perct = ((vol-lo)*100)/(hi-lo)>70; |