ORATS Blog (2)

Earnings, implied volatility 3 -min-read

Earnings Crush Implied Volatility

Earnings crush is the fall in implied volatility after earnings is announced. Typically, earnings...

Earnings, implied volatility 1 -min-read

Netflix's catastrophic earnings move, down 30% at the open, is not totally unexpected if you look...

Options Pricing, gamma, delta neutral 1 -min-read

If you want to know what the price of an option will be based on the change in the underlying...

Volatility, options quotes, puts, calls 6 -min-read

Options chains contain the informational raw materials for options trading. Options prices are...

implied volatility, slope 1 -min-read

Options in Twitter started trading as Elon Musk tweeted a poll asking his followers if Twitter is...

implied volatility, theoretical value 4 -min-read

Typically, traders will use the middle price between an options bid and ask to think about a fair...

Volatility, Market Making 1 -min-read

Here's the link or listen in a podcast app: ...

Earnings 1 -min-read

Tomi Kilgore, MarketWatch's deputy investing and corporate news editor @TomiKilgore, quoted ORATS...

Backtesting, puts, hedging, triggers 1 -min-read

ORATS founder Matt Amberson joins SafeDay Trading's Mark Stowers to discuss portfolio hedging,...