Brian Lee
Jul 22, 2025
\(DV_{adjhigh}\) marks the upper bound of the volatility range after applying the scaler \(DV_{scaler}\). From the opening price Underlying Opening Price (\(UP_{opening}\)), add the scaled daily volatility portion:
\[DV_{adjhigh} = UP_{opening} + (DV_{scaler} \times UP_{opening} \times DV)\]