Blog

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.

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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.

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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.

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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.

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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.

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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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