ORATS Blog | Volatility

Jun
29

Volatility, implied volatility, slope 2 -min-read

Forecasting The Options Volatility Surface

Making a forecast for each option can provide a guide on what to trade: What is overvalued and...

Oct
08

Volatility, Backtesting, straddle, spx 1 -min-read

Is Selling Options Still Worth The Risk? IPS Strategic Capital Cites ORATS Backtesting Data

"Selling premium is alive and well and money continues to pour into these strategies, which...

Sep
18

Volatility, Forward Volatility, technical indicators, data api, BattleFin 1 -min-read

Meet Matt Amberson Of ORATS At BattleFin London

Matt Amberson will be representing ORATS at BattleFin London on September 25th and 26th in the...

Jun
24

Volatility, contango, term structure, volatility skew, calendar, implied volatility 2 -min-read

Implied Volatility Term Structure's Three Parameters

Important information on a ticker is found in the implied volatility (IV) term-structure...

May
23

Volatility, Backtesting, Data, Forward Volatility, term structure, options quotes, options trading, technical indicators 1 -min-read

VIX Level Trigger in Backtesting

Here's how to use the level of VIX, or any symbol's price, to drive trading in a backtest by...

May
22

Volatility, Data, volatility skew 1 -min-read

Volatility Skew and Buckets

Generalizing the implied volatility skew into parameters is a good way to get an overall view of...

May
14

Volatility, Backtesting, Options Signals, options trading, put spread, vertical 3 -min-read

Backtester Upgrade: Signals & Stats

We continue to release upgrades to the backtester. Last month we added stock-only...

Apr
30

Markets, Volatility, options trading, liquidity 1 -min-read

Announcing Vesel & ORATS Volatility Axe Options Report

ORATS is teaming with Vesel to bring you the Volatility Axe Options Report. Vesel's Data Portal...

Apr
30

Markets, News, Volatility 1 -min-read

Matt Amberson Guest Hosts VOLATILITY VIEWS Podcast on Options Insider Radio

Matt Amberson joins host Mark Longo and co-host Mark Sebastian on the Volatility Views podcast...

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