Volatility,
Data,
contango,
Options Signals,
term structure,
volatility skew
1 -min-read
Our Strongest Signal Indicator, Contango, and Its Relationship to Constant Implied Volatility
One of the best signals we track is short term contango. The Contango reading measures the slope...
Read More
Earnings,
Volatility
1 -min-read
Implied Volatility Term Structure and Interpolated IVs
Here at ORATS we have three ways to look at the implied volatility (IV) term structure and...
Read More
Volatility,
Options Signals
1 -min-read
Options Secrets: The Important Signals from Forward Implied Volatilities
We discussed the calculations of forward volatilities and flat forward volatilities in this...
Read More
Volatility,
contango,
Options Signals
1 -min-read
Trouble Ahead for the Market? Signals from the Options Market Say So
Warning signs from the options market started Monday when the ORATS early warning service...
Read More
Volatility,
Forward Volatility
1 -min-read
Forward Volatility: The Future Is Now
Forward volatility is a measure of future implied volatility.
Read More
Volatility,
Data
1 -min-read
Are You Still Using Close-to-Close Historical Volatility?
"At 2:32 pm on May 6, 2010, the S&P 500 careened 8% in just 36 minutes before rebounding with...
Read More
Earnings,
Volatility,
Data
2 -min-read
Our Special Historical Volatility Calculation at ORATS
Setting ORATS Apart with Historical Volatility Research
Read More
Earnings,
Volatility,
Data,
contango
2 -min-read
Calculate Expected Implied Volatility After Earnings, A Lesson from Mom
When my mom asked whether she should sell some of her GRMN (up 16% yesterday after announcing...
Read More
Get us in your inbox.