Technical Analysis Using Options Data
SPY stock price on top of implied and realized volatilities. Do you see any patterns?
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NDX Skew Surpasses SPX - Nasdaq 100 Put Buying Continues
Investors are buying puts in the NDX and pushing up the skew. Skew measures the difference in...
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Are Investors Turning to QQQs for Protection?
The perennial favorite in put protection, SPY is being challenged by tail risk upstart QQQ. The...
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QQQ Puts Get Pricey
There has been an interesting shift in how options investors value puts since the February VIX...
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Reuters SYMC (-33%) Story Using ORATS Earnings Research
Reuters used ORATS earnings information in their STORY on SYMC earnings move to the downside of...
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The Best Predictors of Earnings Moves
Half way through earnings season, ORATS looks back at the stocks that have already announced and...
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How Options Markets During the Short Vol Crash of 2/5/18 Stack Up Against the Flash Crash of 8/24/15.
The options markets deteriorated during the 2/5/18 crash with markets widening and posted size...
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Last Week Volatility Cost Options Traders Over a Billion in Slippage.
If you found option trading challenging last week, you were not alone. We have heard complaints...
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