If you need to check the results of your strategies against ours, I'd also be happy to help. We backtest on market data snapped 14-minutes before...
Since early March 2020 we have seen mass cancellations of already-declared dividends. ORATS provides global dividend forecast data for over 25,000...
Hi Aquarians My company, ORATS, has market data and backtesting for US equity options. Let me know if I can help.
Go to wheel.orats.com and under Indicators is the charting tool. Let me know if this works for you.
The markets are so wide in the RUT that, our component average is not meaningful. Here are the components of the DIA showing a large uptick in...
The options have repriced but the bid-ask is so wide it is tough to get an accurate number. [IMG] This is a chart of the implied dividends...
With the start of earnings announcements two weeks away, the magnitude of expected moves in stocks is climbing according to options prices around...
The upheaval wrought by the corona virus has forced many companies to suspend or cancel dividends. ORATS dividend feed tracks these changes...
If the script from 2008 plays out, yesterday's implied volatility fall to 45% could mark a turning point for the SPY rally. In the blog linked...
The article is linked here: https://blog.orats.com/reuters-article-on-fear-measures-volatility-skew-and-bid-ask-spreads-with-matt-amberson As we...
Yes. When the market becomes too complacent, that signals a peak.
By the way, it is the same story for the Nasdaq 100 names, WIDE WIDE markets: [IMG] https://gyazo.com/13e807fe6145e9e4ecded56541101a7a
Another way to look at these widths are in IV points. Here you can see that the SPY width compared favorably with the 2008 market. [IMG]...
Comparing this rally off the bottom to 2008, similar rallies ran out of steam as the SPY IV 30-day fell to about 45%. Now the IV is at 52% and...
We are looking for SPY IV 30-day to fall to about 45% that could signal the end to this bear market rally. [IMG]...
The last time vol was this high in 2008, the SPY implied volatility at 30 days bounced between 45% and 75%. These extremes coincided with market...
Good point floho Bid-ask spreads have popped to double the levels of the global financial crisis GFC. Take this graph of market width of the...
Previously, the SPY volatility had not surpassed 2008 levels, yesterday it did with the IV as high as 85% before backing off. The other indicator...
Hi spindr0 I just put an analysis up on our blog looking at this question:...
There is a way to estimate the short interest by the implied borrow rate in options. Stocks can be hard-to-borrow and instead of receiving...
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