Term Structure of Implied Volatility
ORATS summarizes the term structure parameters using the implied volatility at-the-money for...
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Estimating the Implied Volatility After Earnings
ORATS calculates what the implied volatility (IV) may fall to after expiration.
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Expected Move in Stocks at Earnings
ORATS calculates the expected earnings move in stocks based on options prices.
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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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