ORATS Blog | implied volatility (2)

implied volatility, calls 1 -min-read

Reuters Quotes Matt Amberson About Call Buying In The Recent Market Rally

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...

Backtesting, covered call, buywrite, implied volatility 2 -min-read

We ran a large backtest to identify the best maturity, delta, call value as a percent of stock...

Markets, implied volatility, hedging 1 -min-read

The options market implied volatility (IV) is good at reflecting the sentiment of the market....

Earnings, Dividends, implied volatility 1 -min-read

Since early March 2020 we have seen mass cancellations of already-declared dividends. ORATS...

Earnings, options, implied volatility 1 -min-read

With the start of earnings announcements two weeks away, the magnitude of expected moves in...

Markets, implied volatility, hedging, collar 1 -min-read

There are not many similar market situations to the one that we find ourselves in today. With...