Daily Volatility High (\(DV_{high}\))

Brian Lee
Jul 22, 2025

\(DV_{high}\) sets the upper limit of the expected daily range. From the opening price Underlying Opening Price (\(UP_{opening}\)), add the daily volatility portion:

\[DV_{high} = UP_{opening} + UP_{opening} \times DV\]

A price above \(DV_{high}\) exceeds the move anticipated by daily volatility.