ORATS backtests US equity options including SPX and VIX: We backtest back to 2007 on near end of day data (EOD markets are notoriously...
Rival has a good pedigree. Rob d'Arco, the CEO, is solid.
If you can use Excel you can put the data together. You would identify stocks that would have less loss due to vega in the longer term option and...
Just options spreads...
Hi @earth_imperator email me at matt@orats.com and we can work something out.
We have minute intraday data back to Aug-2020 where you can specify a minute for a specific option or the entire chain. We produce a historic look...
Hi. We have an alert where you can set up the profit/loss on a trade and get an email or text. Eventually, we'll add auto trading to this. [IMG]...
I was just interviewed by a magazine about this and here were my points: These options are not going to cause volmageddon: The market maker...
Yes, I talked with Miles about Citadel entering the equity options OTC space usually reserved for large banks. With balance sheet will travel.
ORATS has a presence in AWS. Let me know if I can help.
If this method does not meet your needs, ORATS has a few solutions. We have a hosted 1-minute database you can try for free at...
We have all the data and even have an Excel interface, Stock Scanner, and Option Scanner with all this built in.
Our options scanner can incorporate our stock scanner to find symbols meeting overall IV, fundamental, and many other types of ratios. Once you...
I have found that to be true. I'll ask the others. We have written to the TDA API and are bringing in positions to our risk system if you have any...
Didn't mean to pull up bad memories, but all of us can learn from each other's mistakes. Here's our blog on NFLX trade:...
Well said and same with ORATS
Yes, this is options data. It has greeks, IVs, and theoretical values: [IMG] https://gyazo.com/8d2a0a6474454fa71523330f0bf62c29 We also have...
We have that data.
There are many ways to approach this question. The way we do it at ORATS is to look at: ex-earnings IV vs ex-earnings HV (with a good HV like...
Here's a sample zipped for the near EOD we offer (with a good ET discount in my signature)...
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