OPEN-SOURCE SCRIPT

Premium Rolling APY Calculator

By fuyeiwk
Updated
This script can see the rolling APY of future premiums calculated based on the remain days to expire date.

By default you can see the rolling APY for FTX BTC0924, and APY for BTC1231. You can also change the symbol from chart settings to whatever you need and still calculate in the same way.
Release Notes
Updated BTC0325 as one of the default symbol
Release Notes
Updated APY default symbols to the latest futures: 0624 & 0930
APYBTCcrypofuturespremiumVolatility

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

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