ORATS has a way to remove the effect of earnings announcements on implied volatility (IV).Read More
How Options Markets During the Short Vol Crash of 2/5/18 Stack Up Against the Flash Crash of 8/24/15.
The options markets deteriorated during the 2/5/18 crash with markets widening and posted size...Read More
If you found option trading challenging last week, you were not alone. We have heard complaints...Read More
Here is the new Earnings Report that projects the stock price move after earnings announcement...Read More