Blog

Forecasting The Options Volatility Surface

Making a forecast for each option can provide a guide on what to trade: What is overvalued and...

Backtest Basics: Trading Around Earnings

In our backtester, you can test a strategy that trades around earnings as well as strategies...

Describing The Implied Volatility Options Surface

ORATS describes the implied volatility surface as a 3-dimensional surface where the independent...

Stock Splits Treatment In ORATS Options Data And Backtesting

Companies and ETFs may decide to have a stock split or to declare a large dividend (>10% of the...

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

With many firms cutting their dividends because of the financial pinch of the virus, implied...

Backtest Basics: Trading On A Specific Day Of The Week

You can set up the backtester to trade only on a certain day of the week. Say you only wanted to...

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

We ran a large backtest to identify the best maturity, delta, call value as a percent of stock...

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

Dividend Hits Keep Coming: Implied Dividends Predict The Tale

The implied dividends measure the options market view on how much companies will pay going...