Volatility Bands Lab

VIX/VX time horizons, EOD sigma, half sigma, and experimental √N compression.

Underlying

769.38

SPY

Volatility

14.42

VIX

VIX / √252

0.9084%

Full-session 1σ

Minutes to close

Regular session

Market

CLOSED

09:30–16:00 ET

Volatility horizons

Horizon	Minutes	1σ %	Lower 1σ	Upper 1σ	Lower ½σ	Upper ½σ
1 min	1.0	0.0460%	769.03	769.73	769.20	769.56
5 min	5.0	0.1029%	768.59	770.17	768.98	769.78
15 min	15.0	0.1781%	768.01	770.75	768.69	770.07
30 min	30.0	0.2519%	767.44	771.32	768.41	770.35
60 min	60.0	0.3563%	766.64	772.12	768.01	770.75
EOD	0.0	0.0000%	769.38	769.38	769.38	769.38
195 min	195.0	0.6423%	764.44	774.32	766.91	771.85
390 min	390.0	0.9084%	762.39	776.37	765.89	772.87

Next 7 trading days

Horizon	√Days	1σ %	Lower 1σ	Upper 1σ	Lower ½σ	Upper ½σ
1 trading day	1.0000	0.9084%	762.39	776.37	765.89	772.87
2 trading days	1.4142	1.2846%	759.50	779.26	764.44	774.32
3 trading days	1.7321	1.5734%	757.27	781.49	763.33	775.43
4 trading days	2.0000	1.8167%	755.40	783.36	762.39	776.37
5 trading days	2.2361	2.0312%	753.75	785.01	761.57	777.19
6 trading days	2.4495	2.2251%	752.26	786.50	760.82	777.94
7 trading days	2.6458	2.4033%	750.89	787.87	760.13	778.63

Cumulative trading-day horizons use VIX × √(days / 252) from the current underlying price. Day 2 therefore equals the daily 1σ move × √2. These are trading sessions, not calendar days.

VIX divisor lab

Formula	N	√N	1σ %	Lower 1σ	Upper 1σ	Lower ½σ	Upper ½σ
VIX / √252	252	15.8745	0.9084%	762.39	776.37	765.89	772.87
VIX / √504	504	22.4499	0.6423%	764.44	774.32	766.91	771.85
VIX / √1638	1638	40.4722	0.3563%	766.64	772.12	768.01	770.75
VIX / √98280	98280	313.4964	0.0460%	769.03	769.73	769.20	769.56

Intraday horizons use VIX/√252 × √(minutes/390). The divisor lab is the separate experimental VIX/√N compression model. EOD uses regular-session minutes remaining to 4:00 PM ET. Normal-session clock only; exchange holidays and early closes are not encoded in v1.