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  1. Djtux

    Djtux

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Showing content with the highest reputation on 03/13/2022 in Posts

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    Djtux
    @jbthree Here a small quick proof of concept i just added to volatilityhq. It's not enabled by default, and you need to click on "Show RV chart in %" option for straddle. I could potentially move the reference date to the latest date (T-5 in the chart below for example) for the current cycle. Note that there are some cycles where the expiry is not quoted as early as the start of the chart, so some cycles are ignored.
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