Meet Matt Amberson Of ORATS At BattleFin London

Matt Amberson will be representing ORATS at BattleFin London on September 25th and 26th in the...

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

We had a question today, "Can I get the nearest ATM strike for a given ticker and tradeDate?"

Smoothing Options Implied Volatilities Using ORATS SMV System

Smooth market volatilities (SMV) derived from the options market helps traders make sense of a...

Option Greeks Are The Same For Calls And Puts

Here at ORATS, we believe in equality of calls and puts. The implied volatilities should be...

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

We received a question from one of our customers asking how to set up the following two week SPY...

ORATS Data Used in WSJ Story on Liquidity

"Thinning Liquidity Adds to Headaches for Traders

As summer wanes, assets from stocks and bonds...

Put-Call Skew Dips in Coincidence with Market Rallies

Over the last couple of years, the put-call skew has coincided with market rallies. Three times...

Trading When Implied Is A Specific Amount Over Realized Volatility

ORATS has a data point that measures the implied volatility divided by the historical or...

Delta Neutral and Other Ways to Delta Hedge in Backtests

Using the ORATS backtester, there are many ways to delta hedge a strategy using hedging with the...