Volatility Bands Lab

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

Underlying

769.61

SPY

Volatility

16.85

VIX

VIX / √252

1.0615%

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	0.0537%	769.20	770.02	769.40	769.82
5 min	5.0	0.1202%	768.69	770.53	769.15	770.07
15 min	15.0	0.2082%	768.01	771.21	768.81	770.41
30 min	30.0	0.2944%	767.34	771.88	768.48	770.74
60 min	60.0	0.4163%	766.41	772.81	768.01	771.21
EOD	0.0	0.0000%	769.61	769.61	769.61	769.61
195 min	195.0	0.7506%	763.83	775.39	766.72	772.50
390 min	390.0	1.0615%	761.44	777.78	765.53	773.69

Next 7 trading days

Horizon	√Days	1σ %	Lower 1σ	Upper 1σ	Lower ½σ	Upper ½σ
1 trading day	1.0000	1.0615%	761.44	777.78	765.53	773.69
2 trading days	1.4142	1.5011%	758.06	781.16	763.83	775.39
3 trading days	1.7321	1.8385%	755.46	783.76	762.54	776.68
4 trading days	2.0000	2.1229%	753.27	785.95	761.44	777.78
5 trading days	2.2361	2.3735%	751.34	787.88	760.48	778.74
6 trading days	2.4495	2.6000%	749.60	789.62	759.61	779.61
7 trading days	2.6458	2.8083%	748.00	791.22	758.80	780.42

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	1.0615%	761.44	777.78	765.53	773.69
VIX / √504	504	22.4499	0.7506%	763.83	775.39	766.72	772.50
VIX / √1638	1638	40.4722	0.4163%	766.41	772.81	768.01	771.21
VIX / √98280	98280	313.4964	0.0537%	769.20	770.02	769.40	769.82

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.

Fixed Daily Credit Targets

Always scans today near $0.11 and the next trading session near $0.22. Uses only the underlying symbol—Horizon, Sell at, Volatility, Trade and Point-wing width do not affect these results. Leg Δ and Net Δ use each contract's live chain IV.

Loading today's and next-session option chains…

Volatility-Band Credit Spreads

Sell the listed put nearest the lower volatility level and the listed call nearest the upper volatility level. Compare two defined-risk wing rules using actual listed strikes and conservative executable quotes. Δ values are theoretical Black-Scholes deltas from each leg's live chain IV; spread Net Δ is the signed position sum.

Horizon

Sell at

Volatility

Point-wing width

Loading option chain…

Forward Outcomes evidence

Track a setup to record its exact contracts and entry quotes. The worker grades those contracts near 3:55 PM ET on the target session. Missing executable target quotes are NO FILL — never reconstructed.