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Top Stories published by Option Research & Technology Services in March of 2020
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2020
March
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Matt Amberson
in
Option Research & Technology Services
Mar 27, 2020
Reuters Article On Fear Measures: Volatility, Skew and Bid-Ask Spreads with Matt Amberson
Fear measures from the options markets, implied volatility, bid-ask spreads, and put-call strike slope hit a high…
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Matt Amberson
in
Option Research & Technology Services
Mar 3, 2020
Traders Complain About Options Market Width: Here Are The Worst Offenders
ORATS publishes market bid ask width in implied volatility terms and compares the recent liquidity in the market tumult compared…
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Matt Amberson
in
Option Research & Technology Services
Mar 15, 2020
Extreme Fear. Is This The Bottom? Charting The Virus With Options Data
Options information like implied volatility, bid-ask width, and put call strike slope can show fear in the broad market and be useful…
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Matt Amberson
in
Option Research & Technology Services
Mar 31, 2020
Navigating This Market With Options Data: The 2008 Model
There are parallels of the 2008 financial crisis to the corona virus crash. The implied volatility rose to 75% in both cases and fell to 45%…
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Matt Amberson
in
Option Research & Technology Services
Mar 17, 2020
Where Were You In 1987 The Last Time The Market Dropped This Far?
1987 was the last time the S&P500 fell this far from the top this fast.
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February 2020
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