VOLATILITY TRIGGER

  • The VT (Volatility Trigger™) is our proprietary indicator which detects the level below which we expect bearish feedback loops (chain reactions) to start kicking in. Above this level we expect relatively lower market volatility.
  • In relation to the other levels, the Volatility Trigger is generally the last major support above the Put Wall
  • Underneath the VT,  realized volatility (the expected percentage range over a period of time based on historical data with 68.3% confidence) is modeled to expand significantly.

For further study GOTO >>> SpotGamma