With many firms cutting their dividends because of the financial pinch of the virus, implied...Read More
We ran a large backtest to identify the best maturity, delta, call value as a percent of stock...Read More
The options market implied volatility (IV) is good at reflecting the sentiment of the market....Read More
Since early March 2020 we have seen mass cancellations of already-declared dividends. ORATS...Read More
There are not many similar market situations to the one that we find ourselves in today. With...Read More
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