This is a recreation of the work done by Michael Rechenthin aka "Dr.Data" from Tastytrade back in 2016 (this indicator is for SP:SPX only)
You can watch the episode where "Dr.Data", Tom and Tony go over this concept on the following link:
www.tastytrade.com
The following are my personal additions:
- ability to choose between TVC:VIX and NASDAQ:VOLI as the...
