Implied Volatility Term Structure and Interpolated IVs
Here at ORATS we have three ways to look at the implied volatility (IV) term structure and...
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Options Secrets: The Important Signals from Forward Implied Volatilities
We discussed the calculations of forward volatilities and flat forward volatilities in this...
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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...
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Forward Volatility: The Future Is Now
Forward volatility is a measure of future implied volatility.
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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...
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Our Special Historical Volatility Calculation at ORATS
Setting ORATS Apart with Historical Volatility Research
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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...
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Understanding Options: Why Do Calls and Puts Have Different Implied Volatility?
Calls and puts should have the same implied volatility. The implied volatility should describe...
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Our Most Popular IV is Constant Maturity Implied Volatility. How we calculate it.
ORATS most popular IV data point is our interpolated implied volatility reading. It is also...
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