OPEN-SOURCE SCRIPT
BTC Expected Volatility [Bruz]
Bitcoin Implied Volatility Indicator
This indicator derives Bitcoin’s expected future volatility from options market data, using implied volatility as a key input.
No speculative analysis is performed — this is purely a visualization of market data. It assumes that implied volatility follows a normal distribution, with no skew or kurtosis.
Traders can use this indicator to analyze the variance of future price returns and identify historical periods of unexpectedly high volatility.
Disclaimer: This indicator is for informational and educational purposes only. It does not provide financial, investment, or trading advice. Past performance is not indicative of future results. Trading involves risk, and you should conduct your own research before making any investment decisions. The creator of this indicator is not responsible for any financial losses incurred through its use.
Enjoy and trade wisely!
This indicator derives Bitcoin’s expected future volatility from options market data, using implied volatility as a key input.
No speculative analysis is performed — this is purely a visualization of market data. It assumes that implied volatility follows a normal distribution, with no skew or kurtosis.
Traders can use this indicator to analyze the variance of future price returns and identify historical periods of unexpectedly high volatility.
Disclaimer: This indicator is for informational and educational purposes only. It does not provide financial, investment, or trading advice. Past performance is not indicative of future results. Trading involves risk, and you should conduct your own research before making any investment decisions. The creator of this indicator is not responsible for any financial losses incurred through its use.
Enjoy and trade wisely!
Open-source script
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publications is governed by House rules. You can favorite it to use it on a chart.
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Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.