ES-SPX Premium Plot

8 ชั่วโมงที่ผ่านมา

This Pine Script indicator calculates and plots the premium (basis) between the E-mini S&P 500 futures (ES) and the S&P 500 cash index (SPX). It displays the difference as a line chart in a separate pane, helping traders identify fair value discrepancies, arbitrage opportunities, or market sentiment shifts driven by interest rates, dividends, and time to expiry. Apply to ES1! charts for real-time analysis.

8 ชั่วโมงที่ผ่านมา

เอกสารเผยแพร่

This Pine Script indicator calculates and plots the premium (basis) between the E-mini S&P 500 futures (ES) and the S&P 500 cash index (SPX). It displays the difference as a line chart in a separate pane, helping traders identify fair value discrepancies, arbitrage opportunities, or market sentiment shifts driven by interest rates, dividends, and time to expiry. Apply to ES1! charts for real-time analysis.

7 ชั่วโมงที่ผ่านมา

เอกสารเผยแพร่

Update: Cleaned up code formatting.