Dividend Forecasting: Using Implied Dividends
ORATS has a hard-to-come-by yet invaluable approach to dividend forecasting.
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Backtesting and Options Data with Jill Malandrino on TradeTalks
Recently, ORATS founder Matt Amberson was interviewed by Jill Maladrino on TradeTalks. Matt...
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How to Backtest Custom Multi-Leg Options Strategies
The ORATS backtester is designed to allow the combination of multiple strategies. With this...
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Calculate Expected Implied Volatility After Earnings, A Lesson from Mom
When my mom asked whether she should sell some of her GRMN (up 16% yesterday after announcing...
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Understanding Options: Why Do Calls and Puts Have Different Implied Volatility?
Calls and puts should have the same implied volatility. The implied volatility should describe...
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How Much For That Gamma?
ORATS calculates the cost for 1000 gamma for each stock. This computation is a handy way to...
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Delta Neutral Backtesting, an Example Calculation
The options trading technique called 'delta neutral' is flattening out a position's delta at a...
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Our Most Popular IV is Constant Maturity Implied Volatility. How we calculate it.
ORATS most popular IV data point is our interpolated implied volatility reading. It is also...
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Backtesting Using Staggered Trades for Smoother Results
The technique offered by the ORATS backtester parameter called 'EntryDays' allows multiple...
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