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Top Stories published by Option Research & Technology Services in May of 2020
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2020
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Matt Amberson
in
Option Research & Technology Services
May 28, 2020
Covered Call Backtest: Finding The Best Maturity, Strike, IV, And Earnings Methods
Covered call backtest on the S&P500 names like MSFT, MA, INTC showed that options with 30 days to maturity and 10 delta…
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5
Matt Amberson
in
Option Research & Technology Services
May 8, 2020
Backtesting Basics: Trading SPY Options Based On Contango, Skew and VIX Levels
Backtesting using technical triggers contango backwardation, VIX levels, and days of the month can be accomplished with ORATS…
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1
Matt Amberson
in
Option Research & Technology Services
May 13, 2020
Backtest Basics: Seeing The Relative Performance Of The Option Strategy To The Underlying
See the relative performance of an options strategy vs the stock returns by downloading the backtest report.
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Matt Amberson
in
Option Research & Technology Services
May 12, 2020
Dividend Hits Keep Coming: Implied Dividends Predict The Tale
Implied dividends have foreshadowed cuts by DIS WYNN and other firms. Using options prices to implied dividends ORATS presents a possible…
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Matt Amberson
in
Option Research & Technology Services
May 8, 2020
Risky Dividends: Kohl’s Suspends Dividend After Raising It In March, Others Will Follow
Kohl’s dividend cut was precipitated by a falling implied dividend from options prices. Others like WYNN EXPE could…
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Matt Amberson
in
Option Research & Technology Services
May 4, 2020
Get Ready For A Wild Week Of Earnings
Week 4 of earnings season has the highest historical average earnings moves versus those implied in the options market.
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