"At 2:32 pm on May 6, 2010, the S&P 500 careened 8% in just 36 minutes before rebounding with...Read More
Setting ORATS Apart with Historical Volatility ResearchRead More
When my mom asked whether she should sell some of her GRMN (up 16% yesterday after announcing...Read More
Calls and puts should have the same implied volatility. The implied volatility should describe...Read More
ORATS most popular IV data point is our interpolated implied volatility reading. It is also...Read More
How Options Markets During the Short Vol Crash of 2/5/18 Stack Up Against the Flash Crash of 8/24/15.
The options markets deteriorated during the 2/5/18 crash with markets widening and posted size...Read More
If you found option trading challenging last week, you were not alone. We have heard complaints...Read More
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