ORATS Blog | Volatility

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...

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

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

Volatility, Data, volatility skew 1 -min-read

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

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

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

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

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

Markets, News, Volatility 1 -min-read

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

Volatility, Historical, options quotes 2 -min-read

A critical factor in calculating accurate greeks so important for options analysis is creating a...

Volatility, Data 1 -min-read

Here's how to get started using the ORATS Data API.

Volatility, Data, contango, Options Signals, term structure, volatility skew 1 -min-read

One of the best signals we track is short term contango. The Contango reading measures the slope...