Sell Put Spread When VIX Spikes, Exit Based on Max Profit

We received a question from one of our customers asking how to set up the following two week SPY...

ORATS Data Used in WSJ Story on Liquidity

"Thinning Liquidity Adds to Headaches for Traders

As summer wanes, assets from stocks and bonds...

Put-Call Skew Dips in Coincidence with Market Rallies

Over the last couple of years, the put-call skew has coincided with market rallies. Three times...

Trading When Implied Is A Specific Amount Over Realized Volatility

ORATS has a data point that measures the implied volatility divided by the historical or...

Delta Neutral and Other Ways to Delta Hedge in Backtests

Using the ORATS backtester, there are many ways to delta hedge a strategy using hedging with the...

South Korea Unusual Options Activity in EWY

Conferences, Investor Days, and Events in Backtests

Conferences and Investor Days are available in the ORATS Backtester to test how strategies do...

Using a Mac with our Excel Data API

If you can open an Excel workbook on you Mac you can use the ORATS data API to get the best...

We Offer 2-Minute Options Market Quotes Snapshots

In addition to our near end-of-day options quotes, greeks and theoretical price data, we offer...