How Options Markets During the Short Vol Crash of 2/5/18 Stack Up Against the Flash Crash of 8/24/15.

Posted by ORATS Team on 2/15/18 9:57 AM

The options markets deteriorated during the 2/5/18 crash with markets widening and posted size on the markets falling and cost options traders plenty.


Last Week Volatility Cost Options Traders Over a Billion in Slippage.

Posted by ORATS Team on 2/13/18 10:54 AM

If you found option trading challenging last week, you were not alone. We have heard complaints from our clients about wide markets and low liquidity. Here are the numbers and why.


Matt Joins Volatility Views and Backtests the VIX Whale

Posted by ORATS Team on 1/29/18 10:41 AM

I join Mark Longo of Options Insider, Mark Sebastian of Option Pit and Russell Rhoads of the Cboe to discuss the VIX and Bitcoin.


Matt Amberson Guest Co-Hosts Volatility Views on the Options Insider Podcast

Posted by ORATS Team on 8/22/17 12:22 PM

Volatility Views gave us a good chance to discuss our philosophy on the drivers of volatility. Currently, our research is telling us that the component to ETF ratio indicates that volatility has a good chance of rising due to increasing implied correlation.


ORATS Co-Hosts The Option Insider's Advisors Options Podcast: Gamma, Low Volatility and Options Backtesting

Posted by ORATS Team on 7/25/17 3:00 PM

I had the pleasure of co-hosting the Advisors Option this week with Chris Hausman and Aash Vyas of Swan Global Investments.


Dow & DuPont Drive Materials Sector Volatility

Posted by ORATS Team on 12/9/15 4:24 PM

ORATS ETF Component Report News: We have been seeing low implied volatility correlation in the XLB Materials components over the past days and today it is becoming clear why. A massive merger between DuPont and Dow Chemical is reported in advanced stages. Both are up > 10% today driving the beleaguered XLB up 3%.


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