Add Change % to measure the change in the VIX or the Underlying Symbol from previous close. At the moment we can backtest trades using the overnight VIX move and the intraday VIX move. The overnight move is from yesterday's close and intraday's move is from today's open. But VIX could move down overnight and move up at open or vice versa negating the move. Would be great to backtest using how much % VIX has moved intraday from yesterday's close. Similarly what is the change% intraday for a symbol like SPX from yesterday's close and not just from today's open.