Volatility Bands Lab

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

Underlying

771.30

SPY

Volatility

14.87

VIX

VIX / √252

0.9367%

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	0.0474%	770.93	771.67	771.12	771.48
5 min	5.0	0.1061%	770.48	772.12	770.89	771.71
15 min	15.0	0.1837%	769.88	772.72	770.59	772.01
30 min	30.0	0.2598%	769.30	773.30	770.30	772.30
60 min	60.0	0.3674%	768.47	774.13	769.88	772.72
EOD	0.0	0.0000%	771.30	771.30	771.30	771.30
195 min	195.0	0.6624%	766.19	776.41	768.75	773.85
390 min	390.0	0.9367%	764.08	778.52	767.69	774.91

Next 7 trading days

Horizon	√Days	1σ %	Lower 1σ	Upper 1σ	Lower ½σ	Upper ½σ
1 trading day	1.0000	0.9367%	764.08	778.52	767.69	774.91
2 trading days	1.4142	1.3247%	761.08	781.52	766.19	776.41
3 trading days	1.7321	1.6225%	758.79	783.81	765.04	777.56
4 trading days	2.0000	1.8734%	756.85	785.75	764.08	778.52
5 trading days	2.2361	2.0946%	755.14	787.46	763.22	779.38
6 trading days	2.4495	2.2945%	753.60	789.00	762.45	780.15
7 trading days	2.6458	2.4783%	752.18	790.42	761.74	780.86

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	0.9367%	764.08	778.52	767.69	774.91
VIX / √504	504	22.4499	0.6624%	766.19	776.41	768.75	773.85
VIX / √1638	1638	40.4722	0.3674%	768.47	774.13	769.88	772.72
VIX / √98280	98280	313.4964	0.0474%	770.93	771.67	771.12	771.48

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.