ORATS Blog | Volatility

Earnings, Volatility, straddle 1 -min-read

Will Earnings Matter Again? Reuters Speaks With Matt

It was a tough 2020 for many things, owning straddles around earnings announcements included.

Volatility, gamma 2 -min-read

The last two months of market and volatility action is unparalleled. Usually, when the market...

Volatility, Backtesting, technical indicators 3 -min-read

Technical indicators like MACD and RSI can be used in backtesting and in scanning the current...

Volatility, volatility skew, Live Data 1 -min-read

Volatility, implied volatility, slope 2 -min-read

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

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

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

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

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

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

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...