Delta Neutral Backtesting, an Example Calculation
The options trading technique called 'delta neutral' is flattening out a position's delta at a...
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Our Most Popular IV is Constant Maturity Implied Volatility. How we calculate it.
ORATS most popular IV data point is our interpolated implied volatility reading. It is also...
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Backtesting Using Staggered Trades for Smoother Results
The technique offered by the ORATS backtester parameter called 'EntryDays' allows multiple...
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CELG buyout by BMY: What did the options market know?
Celgene (CELG) is to be bought by Bristol-Myers Squibb (BMY) at a 54% premium to the closing...
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Option Insider Podcast 74, "Wrap 2018" up on YouTube
Listen to the latest episode of The Advisor's Option, by Mark Longo of the Option Insider,...
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The Advisor's Option Podcast "REPLICATING EQUITY EXPOSURE USING OPTIONS"
HOST: MARK LONGO, @options , MATT AMBERSON, @optionrats, CHRIS HAUSMAN @swanglobal, JON CHERRY...
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Backtest Your Own Signals
Symbol Entry Exit Dates (video) integrates user signals in backtesting. The ORATS Backtester...
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Surf the IV Implied Volatility Surface
Surfing the BVI (British Virgin Islands) is my favorite thing to do.
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How ORATS Removes Earnings Effect from Implied Volatility
ORATS has a way to remove the effect of earnings announcements on implied volatility (IV).
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