VIX Contango 1
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ales1585
// Contango - VIX CBOE-VX1!
study("VIX Contango 1", overlay=false)
VIX1 = security("VX1!", "D", close)
VIX2 = security("VX2!", "D", close)

oscillator = 100*(VIX2-VIX1)/VIX1
plot(oscillator, color=blue)

hline(0,linestyle=dotted,title = "Center")
hline(20,linestyle=dashed,color = green)
hline(-20,linestyle=dashed,color = purple)
