ORATS Blog | implied volatility

Volatility, implied volatility, Parkinson 2 -min-read

GameStop Puts In Demand And The Importance Of Put Spreads. Reuters Quotes Matt Amberson.

GameStop puts traded 250% more than calls yesterday on a bad day for the stock price, closing at...

Historical, implied volatility 2 -min-read

GameStop (GME) was nuts yesterday. The major brokerages had severely limited retail’s ability to...

Backtesting, implied volatility, scanning 1 -min-read

Join Matt Amberson of Option Research & Technology Services (ORATS) and Lex as they discuss...

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

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