Too Quiet? The 2008 Analog For The Market Does Not Look Good With Implied Volatility Falling to 35%
The options market implied volatility (IV) is good at reflecting the sentiment of the market....
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Navigating This Market With Options Data: The 2008 Model
There are not many similar market situations to the one that we find ourselves in today. With...
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Where Were You In 1987 The Last Time The Market Dropped This Far?
The S&P 500 has as dropped 29% from its recent high. The last time this happened was 1987 when...
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Traders Complain About Options Market Width: Here Are The Worst Offenders
We are hearing complaints from our clients about how wide the markets got on options bid ask...
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We Offer 2-Minute Options Market Quotes Snapshots
In addition to our near end-of-day options quotes, greeks and theoretical price data, we offer...
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An Incredible Earnings Season Draws to a Close
With only 12% of firms left to report, we can start making statements about the overall earnings...
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The Wildest Earnings Week on Record
Last week was the wildest earnings week of any in the ORATS 3-year study, as measured by the...
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Nasdaq Features Matt's Article on Backtesting Pitfalls
I am excited to be a part of the Nasdaq's new website as an official contributing author.
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