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  1. Strategy: Selling Put Options: The Best Income Method?

    Hi Syd I like your strategy. Let me know if you want to discuss adjusting the backtest to be more in line with your unique features or if it is...
    Post by: Matt_ORATS, Oct 31, 2019 in forum: Options

  2. Strategy: Selling Put Options: The Best Income Method?

    Hi Syd The spreadsheet represents the results of the strategy backtest for the rules I estimated from the results on your site. [IMG] I backtested...
    Post by: Matt_ORATS, Oct 31, 2019 in forum: Options

  3. How to view historic options chains e.g. for AMZN?

    You can access historical options data back to 2007 on our API or FTP. We have an Excel sheet to get the data too. Here are the fields: Field...
    Post by: Matt_ORATS, Oct 28, 2019 in forum: Options

  4. Strategy: Selling Put Options: The Best Income Method?

    I did a quick backtest of the smartoptionseller.com strategy based on the trades record. I used the stocks listed in 2019, selling a put 100 days...
    Post by: Matt_ORATS, Oct 28, 2019 in forum: Options

  5. Option trading strategy backtesting platforms recommendation

    Hi Jeff, my firm ORATS offers an online backtesting platform that meets your specifications. Pros: Flexibility: From Long Stock to Iron...
    Post by: Matt_ORATS, Oct 6, 2019 in forum: Options

  6. cash settled options

    You can contact: optionshelpdesk@nasdaq.com to request additional strikes
    Post by: Matt_ORATS, Aug 29, 2019 in forum: Options

  7. NDX Options

    Here are some notes on the product: - NDX is Cash-Settled, European Style - NQX is 1/5 the notional size and still tracks the Nasdaq 100....
    Post by: Matt_ORATS, Aug 29, 2019 in forum: Options
  8. Matt_ORATS
    Profile Post Comment

    Oh, hey. I didn't realize you were using the Data API. Yes, those are new headers. Can you let...

    Oh, hey. I didn't realize you were using the Data API. Yes, those are new headers. Can you let me know if this link works? The definitions are in...
    Profile Post Comment by Matt_ORATS, Aug 26, 2019

  9. When P-C parity does not hold

    Okay, let's look a dividend paying stock. Here's a report we put out on high upcoming dividends. [IMG] Let's look at MMM. That $1.44 dividend...
    Post by: Matt_ORATS, Aug 13, 2019 in forum: Options

  10. When P-C parity does not hold

    Here's how we handle this situation. We create a residual yield rate to line up the calls and puts. For BYND the residual rate is the market's...
    Post by: Matt_ORATS, Aug 13, 2019 in forum: Options

  11. An option trading gui with certain features ?

    Here's what I got from TradeHawk: TradeHawk is a front end stock and options trading platform. It is fully integrated at Tradier Brokerage, a...
    Post by: Matt_ORATS, Aug 13, 2019 in forum: Options

  12. An Incredible Earnings Season Draws to a Close

    With only 12% of firms left to report, we can start making statements about the overall earnings season that started mid-July and continues to the...
    Thread by: Matt_ORATS, Aug 12, 2019, 0 replies, in forum: Options

  13. High Options Volume vs Normal - with updates

    Exelixis, Inc. (EXEL) large options volume at 15 times normal looks like a long call was rolled into a later month. The long call that looks like...
    Post by: Matt_ORATS, Aug 12, 2019 in forum: Options

  14. High Options Volume vs Normal - with updates

    8/12/19 Symbols with High Options Volume vs Normal Nasdaq-100 Stocks Explanation ORATS computes todays total options volume in all tickers with...
    Post by: Matt_ORATS, Aug 12, 2019 in forum: Options

  15. An option trading gui with certain features ?

    https://mytradehawk.com/ may work for you. They are a client of ours and I have asked them to post here about their capabilities.
    Post by: Matt_ORATS, Aug 12, 2019 in forum: Options

  16. Bull call spread vs Straight Call

    Here's a comparison between a long call and long call spread strategy backtest in SPY. They are both 30 days to expiry. The long call is a 50...
    Post by: Matt_ORATS, Aug 12, 2019 in forum: Options

  17. What is the differnece between Open Interest and Volume?

    ORATS.com has histories for all options and individual options that you can pull up manually in Excel or via an API using Python or similar....
    Post by: Matt_ORATS, Aug 11, 2019 in forum: Options

  18. High Options Volume vs Normal - with updates

    Symbols with High Options Volume vs Normal Explanation ORATS computes todays total options volume in all tickers with US equity options. The...
    Post by: Matt_ORATS, Aug 10, 2019 in forum: Options

  19. Stickiness wrt Vega, straddles, etc

    You are missing delta. If the stock moves more than you paid for your ATM straddle you are profitable. That's the delta component. Vega will...
    Post by: Matt_ORATS, Aug 9, 2019 in forum: Options

  20. pricing

    One way to check your price is to generate a smoothed market volatility (at ORATS we call this the SMV) skew and compare the theoretical values or...
    Post by: Matt_ORATS, Aug 8, 2019 in forum: Options
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