ORATS Blog

Advanced Micro Devices (AMD) Earnings Report Tuesday, August 2nd

Uber Technologies (UBER) Earnings Report Tuesday, August 2nd

Starbucks: Using Options to Play Capped Upside Potential Post-Earnings

Starbucks (SBUX) Earnings Report Tuesday, August 2nd

Intel (INTC) Earnings Report Thursday, July 28th

Amazon.com (AMZN) Earnings Report Thursday, July 28th

Pfizer (PFE) Earnings Report Thursday, July 28th

Ford Motor (F) Earnings Report Wednesday, July 27th

Meta Platforms (META) Earnings Report Wednesday, July 27th

Microsoft (MSFT) Earnings Report Tuesday, July 26th

Alphabet Inc Class A (GOOGL) Earnings Report Tuesday, July 26th

Shopify (SHOP) Earnings Report Wednesday, July 27th

Apple (AAPL) Earnings Report Thursday, July 28th

Verizon Communications (VZ) Earnings Report Friday, July 22nd

Las Vegas Sands (LVS) Earnings Report Wednesday, July 20th

Alcoa (AA) Earnings Report Wednesday, July 20th

United Airlines Holdings (UAL) Earnings Report Wednesday, July 20th

Twitter (TWTR) Earnings Report Friday, July 22nd

Netflix (NFLX) Earnings Report Tuesday, July 19th

Tesla (TSLA) Earnings Report Wednesday, July 20th

Johnson & Johnson (JNJ) Earnings Report Tuesday, July 19th

International Business Machines (IBM) Earnings Report Monday, July 18th

Goldman Sachs Group (GS) Earnings Report Monday, July 18th

Bank of America (BAC) Earnings Report Monday, July 18th

What Options Market Tells Us About Twitter

Wells Fargo (WFC) Earnings Report Friday, July 15th

Citigroup (C) Earnings Report Friday, July 15th

JPMorgan Chase (JPM) Earnings Report Thursday, July 14th

Morgan Stanley (MS) Earnings Report Thursday, July 14th

Taiwan Semiconductor Manufacturing (TSM) Earnings Report Thursday, July 14th

Delta Air Lines (DAL) Earnings Report Wednesday, July 13th

Taming The ZEBRA Spread

PepsiCo (PEP) Earnings Report July 11, 2022

Micron Technology (MU) Earnings Report June 30, 2022

Walgreens Boots Alliance (WBA) Earnings Report June 30, 2022

Nike (NKE) Earnings Report June 27, 2022

FedEx (FDX) Earnings Report June 23, 2022

KB Home (KBH) Earnings Report June 22, 2022

Adobe (ADBE) Earnings Report June 16, 2022

Options 101: Implied Volatility Calculation And Uses

Market Looks To Firm Up According To Implied Volatility Indicators

Matt Amberson Joins Data Minds Panel

Earnings Crush Implied Volatility

NFLX Earnings Crash Had Signs

Options 101: Estimating Options Future Values Given Change In Stock Price

Options 101: Chain Data Definitions

Musky Options in Twitter Prior To SEC Filing Stake

How To Find The Best Options Trade Using Theoretical Values

Catch Matt Amberson on the Alpha Exchange Podcast

GameStop Options Imply A Tamer Move Than Usual After Earnings

Listen To Matt Amberson On The SafeDay Trading Podcast

Earnings Options Strategies Backtest

How Options Traders Are Seeing The Fed's Jackson Hole Meeting

How much will a stock move after earnings?

Options Indicator Spotlight: Implied Volatility Ratio To SPY

Is Skew Cheap Or Expensive?

AMC Pops Helped By Options: ORATS Reuters Article

Matt Amberson Joins Russell Rhodes On The Advisors Option

Options Trading Strategy Development And The SafeDayTrading Podcast

Testing The Covered Combo Options Strategy

Options Trading Using Stock Price vs Moving Average

Answers To Common Questions: Calculating Skew

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