ORATS Blog

Answers To Common Questions: Backtesting

Podcast Special 100th Advisors Option With Matt Amberson: VIX Bubbles And Michael Bolton

Is The VIX In A Bubble? Matt Amberson Weighs In On Reuters

GameStop Puts In Demand And The Importance Of Put Spreads. Reuters Quotes Matt Amberson.

1000% Implied Volatility In GameStop. What Does It Mean?

Listen To Matt On Safe Day Trading Podcast

Will Earnings Matter Again? Reuters Speaks With Matt

Matt Joins Lex of Tradier's TV Show Optionsbrew

Short Interest In S&P 500 Stocks Hit New Lows

Russell Bucks The Trend And Jumps As Call Buyers Push Small Caps Higher

Russell Calls Drive A Crazy Day In The Options Market

Matt quoted by Reuters “things are mellowing out from a vol perspective”

Join Matt Amberson on the Options Insider Election 2020 Special Tonight

Reuters Quotes Matt Amberson About Call Buying In The Recent Market Rally

Matt Amberson Joins Jill Malandrino Of Nasdaq TradeTalks

Call buying is driving volatility and a gamma squeeze

Technical Indicators And Volatility For Triggers In Backtesting And Scanning

New Live Data API For Options Prices, Greeks, Theos, and IVs

Earnings Results - Cisco And Upcoming Annoucements

Kodak's Turmoil As Seen Through Options

MarketWatch's Tomi Kilgore Uses The Earn Move Report For Tesla

Using Call Put Ratio Charts For Indexes And Components

Forecasting The Options Volatility Surface

Backtest Basics: Trading Around Earnings

Describing The Implied Volatility Options Surface

Stock Splits Treatment In ORATS Options Data And Backtesting

Implied Dividends: How We Calculate What The Options Market Expects For Future Dividends

Backtest Basics: Trading On A Specific Day Of The Week

Covered Call Backtest: Finding The Best Maturity, Strike, IV, And Earnings Methods

Backtest Basics: Seeing The Relative Performance Of The Option Strategy To The Underlying

Dividend Hits Keep Coming: Implied Dividends Predict The Tale

Backtesting Basics: Trading SPY Options Based On Contango, Skew and VIX Levels

Risky Dividends: Kohl's Suspends Dividend After Raising It In March, Others Will Follow

Get Ready For A Wild Week Of Earnings

Royal Dutch Shell Cuts Its Dividend For The First time Since 1945

Reuters Article On Options Signals With Matt Amberson

Dividend Suspensions And One Increase, JNJ

Too Quiet? The 2008 Analog For The Market Does Not Look Good With Implied Volatility Falling to 35%

Where Is The Chaos? Expected Earnings Moves By Sector

Dividend Cancelled: Global Markets Face A Wave Of Cuts

Get Ready For A Wild Earnings Season

Dividend Chaos Tracked Intraday In Our Forecast Feed

Navigating This Market With Options Data: The 2008 Model

Reuters Article On Fear Measures: Volatility, Skew and Bid-Ask Spreads with Matt Amberson

Where Were You In 1987 The Last Time The Market Dropped This Far?

Extreme Fear. Is This The Bottom? Charting The Virus With Options Data

Traders Complain About Options Market Width: Here Are The Worst Offenders

New Backtester Introduction

Symbols with High Options Volume Today vs Normal

Long Puts Backtest Using The Optimizer

Which Diagonal Put Spread Strategy Is Right For You?

Is It Best To Value Your Options Using Mid-Point?

How Lorntine Capital uses ORATS Backtesting

VIX Delta Neutral Backtest Using Futures

Earnings Season Report: This Week 3 Has Been Better for Options Owners

Check Options Strategies With Backtesting

Early Results from Q3 Earnings Season: Volatility Sellers Taking The First Week

Important New Data Added To The ORATS API

Talking Hedging, Concentrated Positions and Volatility at Texas Alts in Dallas

Matt Amberson To Speak at AltsTX, Educational Alternative Investment Conference

Is Selling Options Still Worth The Risk? IPS Strategic Capital Cites ORATS Backtesting Data

Pros and Cons of the ORATS Backtester

How To Backtest A Covered Call With A 75 Delta Exposure

Meet Matt Amberson Of ORATS At BattleFin London

Finding The At-The-Money Strike Given Ticker and Trade Date

Smoothing Options Implied Volatilities Using ORATS SMV System

Option Greeks Are The Same For Calls And Puts

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

ORATS Data Used in WSJ Story on Liquidity

Put-Call Skew Dips in Coincidence with Market Rallies

Trading When Implied Is A Specific Amount Over Realized Volatility

Delta Neutral and Other Ways to Delta Hedge in Backtests

South Korea Unusual Options Activity in EWY

Conferences, Investor Days, and Events in Backtests

Using a Mac with our Excel Data API

We Offer 2-Minute Options Market Quotes Snapshots

Accessing Options Data with the Data API Just Got More Efficient

Beginners Guide to the ORATS Data API

Another Big Week for Earn Moves

Real Estate in Trouble? A Put Buyer Thinks So

Why Don't Call and Put Implied Volatilities Match?

An Incredible Earnings Season Draws to a Close

Open Interest Case Study on Dropbox (DBX)

Matt Amberson on the PreMarket Prep Benziga Show

New Backtest Feature: Enter Trades Based on Premium Divided by Strike Difference

The Tale of Two Backtests: Why Aren't Opposite Strategies Absolute Returns Equal?

The Wildest Earnings Week on Record

Nasdaq-100 Stocks with High Options Volume Today

Join Us at the Chicago Traders Expo

What To Do When The VIX Is This Low

How to Backtest a Short Calendar Diagonal Spread

Backtest ‘Non-traditional’ Options Spreads Like a Diagonal Call Ratio

Backtest Exiting an Options Spread with Price Divided by Max Profit

How to Combine Options Strategies to Enter & Exit on the Same Dates in a Backtest

How to Backtest Exiting a Spread When One of the Legs Goes In-The-Money

Nasdaq Features Matt's Article on Backtesting Pitfalls

Lothian Interview: How to get people to trade options

Strike Skew Killer Metrics

Dividend Forecasting Critical Features

Backtester Basics: Defining Specific Trades on Specific Days

Implied Volatility Term Structure's Three Parameters

Optimize Backtesting: Find the Best Way to Trade a Strategy

Backtesting Calendar Spreads Based on IV Contango

Python Access to Our API

Futures Prices Implied from Options Prices for Indexes

VIX Level Trigger in Backtesting

Volatility Skew and Buckets

Modeling the Implied Volatility Surface: Skewness and Kurtosis

Modeling the Implied Volatility Surface Term Structure with Incomplete Options Market Data

Backtesting Basics: Commodities ETFs with Options

Backtests Basics: How to Use Technical Indicators

Backtest Basics: Edit a Backtest

Backtest Basics: Spread Yield to Define Amount Paid or Received on a Trade

Backtester Upgrade: Signals & Stats

List of Currency ETFs and ETNs with Options Traded

Backtest Basics: How to set up the Wheel strategy

What has the KY Derby to do with options?

ORATS Recap: Options Industry Conference 2019

Backtest: Downloading Return Results to Excel

Announcing Vesel & ORATS Volatility Axe Options Report

Matt Amberson Guest Hosts VOLATILITY VIEWS Podcast on Options Insider Radio

Backtest Question: What's the Difference Between Covered Call, Buywrite and Short Call with Married Stock?

Press Release: New Updates to the Backtester

Catch the Entrepreneur Panel at the Options Industry Conference with Matt Amberson

Backtester New Feature: Long & Short Stock Strategies

Historical Options Quotes and Greeks

How to Set Up a Pairs Trading Backtest

Get the ORATS Data API, Quick Start

NEW! Improvements to the Backtester

Our Strongest Signal Indicator, Contango, and Its Relationship to Constant Implied Volatility

How To Find the Best Options in Backtesting

Implied Volatility Term Structure and Interpolated IVs

Congratulations U.S. Options Lifetime Contribution Awards: Saliba, Najarian, May, Schwarz et al.

Backtesting, AI, Machine Learning, and Fitness Functions in Options Explained

How To Calculate Backtest Returns

Options Secrets: The Important Signals from Forward Implied Volatilities

Trouble Ahead for the Market? Signals from the Options Market Say So

Forward Volatility: The Future Is Now

Backtest Weekly Options in SPX

Are You Still Using Close-to-Close Historical Volatility?

Our Special Historical Volatility Calculation at ORATS

The Advisor's Option Podcast

Matt and Jill Malandrino on Nasdaq TradeTalks TV

Dividend Service Details

Dividend Forecasting: Using Implied Dividends

Backtesting and Options Data with Jill Malandrino on TradeTalks

How to Backtest Custom Multi-Leg Options Strategies

Calculate Expected Implied Volatility After Earnings, A Lesson from Mom

Understanding Options: Why Do Calls and Puts Have Different Implied Volatility?

How Much For That Gamma?

Delta Neutral Backtesting, an Example Calculation

Our Most Popular IV is Constant Maturity Implied Volatility. How we calculate it.

Backtesting Using Staggered Trades for Smoother Results

CELG buyout by BMY: What did the options market know?

Option Insider Podcast 74, "Wrap 2018" up on YouTube

The Advisor's Option Podcast "REPLICATING EQUITY EXPOSURE USING OPTIONS"

Backtest Your Own Signals

Surf the IV Implied Volatility Surface

How ORATS Removes Earnings Effect from Implied Volatility

Tesla Options Show Skepticism of Buyout - Reuters Mention

Start Backtesting Options Strategies: A Good Way to Learn

Backtest Multiple Symbols At Once

Planned Wheel Downtime This Saturday Morning

Term Structure of Implied Volatility

Estimating the Implied Volatility After Earnings

Expected Move in Stocks at Earnings

Technical Analysis Using Options Data

NDX Skew Surpasses SPX - Nasdaq 100 Put Buying Continues

Are Investors Turning to QQQs for Protection?

QQQ Puts Get Pricey

Reuters SYMC (-33%) Story Using ORATS Earnings Research

Accessing the Data Supporting the Wall Street Journal Options Liquidity Article

Sign Up For The Premium Earnings Report

The Best Predictors of Earnings Moves

How Options Markets During the Short Vol Crash of 2/5/18 Stack Up Against the Flash Crash of 8/24/15.

Last Week Volatility Cost Options Traders Over a Billion in Slippage.

Going to FIA/SIFMA Asset Management Derivatives Forum?

Earn Move Report: Stocks Announcing Today and Tomorrow Morning

Matt Joins Volatility Views and Backtests the VIX Whale

Can you trade options in your IRA? We discuss on the Advisor's Option podcast

Talking pitfalls: options expirations & Bitcoin

Matt Joins the Options Insider and discusses the Fitness Function for Options Overlays

Canada's Annual Derivatives Conference in 10 Days

Quant World Conference in Toronto in One Week

Co-Hosting: VIX, backtesting and the options environment on the The Options Insider podcast

Matt's Demo Video at Benzinga FinTech Conference

Protecting Your Investments Using Options

Agenda for the FinTech Conference in San Francisco

Women and Options. A Conversation with Carolyn Leonard and The Options Insider