Thanks, Mark Robert Morse told me "Larger Market Makers and Firm accounts that trade Reverse conversion are likely about FF+/- 25 to 35bps around...
Do you have thoughts on why the spread between the implied rates from the options market (calculated by ORATS) and the same maturity treasuries?...
Can you show an example of ORATS data lacking quality like the one your use? As I have said, we snapshot our stock prices at the same time as the...
No. The non-earnings part gets whacked after earnings and that swamps any market change. One of the processes that sets our calculation apart is...
The best takeaway is to avoid times of elevated market-wide volatility if you like going long earnings straddles.
It shows that there are weeks and types of markets where the earnings trade does better on average than other times.
https://www.msn.com/en-ca/money/topstories/volatility-hobbles-options-market-bets-on-earnings-fueled-us-stocks-swings/ar-AA1otrHp [IMG]...
Hi. We should have a broker neutral live data connection in the near future to join our existing Tradier live data.
Hi. Check out the full blog on Risk.net's article here. Matt Amberson was quoted multiple times in the recent Risk.net article “Taming of the...
We do not have imminent plans. How are the market liquidity, tightness and amount of options per expiration there?
ORATS has a scanner that allows you to put in a bullish or bearish percent. The scanner then adjusts the distribution so the expected return of...
Close: 25D Put.IV/25D Call.IV
We are looking for beta testers for Interactive Brokers now.
We have a Confidence indicator that ranges from 0 to 1 for the amount and width of options in a particular month and an average for each symbol....
ORATS can chart various skew indicators and ratios of those indicators. These can also be used in a scanner to identify those stocks, ETFs or...
We call our measurement "slope". We calculate deltas based on a smoothed IV curve. Here's how we approach it: 1. Definition: We define skew as...
We have trendlines but no head and shoulders. [IMG] https://gyazo.com/58ea1de30fb5d7ae783788f4df966804
I'm not sure about TOS but here's our Reward:Risk for a sample call spread in SPX: it's a 10 point spread for $1.63 so the max gain is $837 making...
No, just equity options.
You can backtest that. We have recently updated our pre-run tests and are up to 180 million. covered calls are in there.
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