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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Recent Posts
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ORATS data and comments appeared in a Reuters story on Tesla yesterday.
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Backtest Multiple Symbols At Once
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Term Structure of Implied Volatility
ORATS summarizes the term structure parameters using the implied volatility at-the-money for...
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Estimating the Implied Volatility After Earnings
ORATS calculates what the implied volatility (IV) may fall to after expiration.
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Expected Move in Stocks at Earnings
ORATS calculates the expected earnings move in stocks based on options prices.
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Technical Analysis Using Options Data
SPY stock price on top of implied and realized volatilities. Do you see any patterns?
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