SPY stock price on top of implied and realized volatilities. Do you see any patterns?

Implied volatility of the SPY, much like the VIX, normally rises as the SPY price falls. In times of calm, when volatility is flat or falling, stocks tend to rise.

ORATS provides this type of VIX-like reading for each symbol on the US equity options market.

Other important indicators are put-call strike skew and term structure readings.

Sign up for a key at ORATS.com

related posts

The Wildest Earnings Week on Record
Aug
05
Earnings, Markets, News, Understanding Options, implied volatility, straddle

The Wildest Earnings Week on Record

Last week was the wildest earnings week of any in the ORATS 3-year study, as measured by the...

Read Post
Nasdaq Features Matt's Article on Backtesting Pitfalls
Jul
01
Markets, News, Featured, Nasdaq, NDX

Nasdaq Features Matt's Article on Backtesting Pitfalls

I am excited to be a part of the Nasdaq's new website as an official contributing author.

Read Post

We're here, if you need us.

Still curious how we can help you?




LET'S CHAT