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41 lines
2.7 KiB
41 lines
2.7 KiB
subtract(implied_volatility_call_120, implied_volatility_put_90)
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scale(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 1)
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ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10)
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scale(divide(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_mean(implied_volatility_call_120, 10)), 1)
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ts_sum(divide(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_mean(implied_volatility_call_120, 10)), 10)
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scale(ts_sum(divide(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_mean(implied_volatility_call_120, 10)), 10), 1)
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multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), news_max_up_amt)
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scale(multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), news_max_up_amt), 1)
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ts_zscore(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20)
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scale(ts_zscore(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20), 1)
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divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_std_dev(subtract(implied_volatility_call_120, implied_volatility_put_90), 10))
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scale(divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_std_dev(subtract(implied_volatility_call_120, implied_volatility_put_90), 10)), 1)
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if_else(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10) > 0, ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 0)
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scale(if_else(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10) > 0, ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 0), 1)
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ts_sum(if_else(subtract(implied_volatility_call_120, implied_volatility_put_90) > 0, subtract(implied_volatility_call_120, implied_volatility_put_90), 0), 10)
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scale(ts_sum(if_else(subtract(implied_volatility_call_120, implied_volatility_put_90) > 0, subtract(implied_volatility_call_120, implied_volatility_put_90), 0), 10), 1)
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multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_delta(implied_volatility_call_120, 5))
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scale(multiply(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_delta(implied_volatility_call_120, 5)), 1)
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ts_sum(multiply(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_delta(implied_volatility_call_120, 5)), 10)
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scale(ts_sum(multiply(subtract(implied_volatility_call_120, implied_volatility_put_90), ts_delta(implied_volatility_call_120, 5)), 10), 1)
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divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_mean(fn_comp_not_rec_stock_options_q, 10)) |