ORATS Blog | Markets

Mar
31

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

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...

Mar
27

Markets, VIX, implied volatility, slope 1 -min-read

Reuters Article On Fear Measures: Volatility, Skew and Bid-Ask Spreads with Matt Amberson

Read the article here: ...

Mar
17

Markets, spx 1 -min-read

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...

Mar
03

Markets, options quotes, options, core data, spx 1 -min-read

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...

Aug
20

Markets, options quotes, liquidity, volume 1 -min-read

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...

Aug
12

Earnings, Markets, Case Studies, straddle 1 -min-read

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...

Aug
05

Earnings, Markets, News, Understanding Options, implied volatility, straddle 2 -min-read

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...

Jul
01

Markets, News, Featured, Nasdaq, NDX

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.

May
13

Markets, Data, options trading, options, currency options 1 -min-read

List of Currency ETFs and ETNs with Options Traded

Currency exchange-traded funds (ETFs) and exchange-traded notes (ETNs) with listed US options...

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