This is an updated, more robust, and open source version of my 2 previous scripts : "Implied Volatility Rank & Model-Free IVR" and "IV Rank & IV Percentile".
This specific script provides you with 4 different types of volatility data: 1)Implied volatility, 2) Implied Volatility Rank, 3)Implied Volatility Percentile, 4)Skew Index.
1) Implied Volatility is the...
This is an update to my previous IV Rank & IV Percentile Script.
I originally made this script for binary/digital options, but this also can be used for vanilla options too.
There are two lines on this script, one plotting Model-Based IV rank and Model-Free IV Rank.
How it works:
Model-Based IV Rank:
1. Take whatever timeframe you're using and multiply it by...