ORATS Blog | implied volatility

hard to borrow, stock trading, implied volatility 1 -min-read

Short Interest In S&P 500 Stocks Hit New Lows

Short interest is the amount of shares in a stock that is sold short, and not covered, expressed...

volatility skew, implied volatility, calls 1 -min-read

The way out of the money calls in the component stocks of the Russell 2000 have jumped in value...

volatility skew, implied volatility, calls 1 -min-read

implied volatility, election 1 -min-read

April Joyner of Reuters and I caught up to discuss the volatility landscape after the election.

contango, implied volatility, election 1 -min-read

Join Christopher Hausman, CMT of Swan Global Investments, Mark Longo of The Options Insider, and...

implied volatility, calls 1 -min-read

Volatility, implied volatility, slope 2 -min-read

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

Forward Volatility, volatility skew, implied volatility 5 -min-read

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

Dividends, implied volatility 1 -min-read

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