I'm not worried about our options backtester, yet.
Please join us on Monday, March 25th at 12:30pm EST for a live webinar as we celebrate the launch of our new tools. We're excited to announce our...
Yes, here's a graph of the stock and implied earnings move for the last four days. The high was an implied move of 7% now it's down to 6%. [IMG]...
We have US equity options information but no futures options. We have data for each strike so you can add up the expirations if you wish. Just...
At the time this was snapped there were no options that had any delta >0 or <100 for the Jan 19th expirations. The dots represent actual strikes...
We use a type of graphics mathematical fit after using a modified cubic spline. See the orange line in the graph below. It is important to use...
ORATS has IV, interest rates, hard to borrow rates, greeks and dividend yields. You need to know this in order to run a solid backtest. We also...
They have Forward Conversions and we have to modify risk reversals. They have Quantcha Volatility Rating™, Quantcha Earnings Crush Rate™, or...
Yes, you can do that in the Options Scanner using the Stock Scanner for stocks. However, you have to understand hard-to-borrow. For example, this...
ZIM is probably hard-to-borrow as Dest warned. Here's our Monies endpoint that solves for residual yield to line up the calls and the puts. The...
He is solid. Here's a show that we were on together a week ago. OptionsInsiderShowOnCoveredCalls And for good measure, a show with Andrew...
Yes, with our TradeHistory tab in our Dashboard you can track a spread with up to four legs each minute. You can even view expired options...
Here's Chevron CVX trading about $150, a 20 IV stock, 23 DTE. The vega graph is the bottom one. You can see that vega starts positive due to the...
Here's a pic of our Trade Analysis sidebar with a delta, gamma, theta and vega chart. [IMG] https://gyazo.com/e24d963f9035135dcc89d56c1949cb7f
The biggest thing I see is the skew or what we call slope. It is the bottom chart below: [IMG] https://gyazo.com/e7162e95a6d504ebee3d1719349e512e...
Here's how we present it: [IMG] https://gyazo.com/c940d165255678f37ceafdf5f9c11d4a And then look at constant maturity at different delta levels....
Earnings and dividends are separate. These subscriptions are delivered FTP and are not in the API. We do have historical earnings dates in the...
We offer these dividends and earnings but they are not cheap. Traders typically pay $1500 for these feeds. Retail is $199/ month for dividends and...
ORATS has options data at a fair price with an ET discount. https://orats.com/elitetrader
Thanks for the kind words, Quanto I have found it very difficult to do the research, software development, and manage and trade at the same time....
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