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Top Stories published by Option Research & Technology Services in June of 2020
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2020
June
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Matt Amberson
in
Option Research & Technology Services
Jun 9, 2020
Describing The Implied Volatility Options Surface
ORATS summarizes the implied volatility skew into slope, derivative, and fixed day points after drawing a smooth curve through the strike IVs.
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2
Matt Amberson
in
Option Research & Technology Services
Jun 1, 2020
Implied Dividends: How We Calculate What The Options Market Expects For Future Dividends
Calculating what the options market implies for a dividend involves lining up the call and put weighted implied…
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1
Matt Amberson
in
Option Research & Technology Services
Jun 29, 2020
Forecasting The Options Volatility Surface
Forecasting the implied volatility surface requires observations of statistical volatility, slope, derivative and earnings effects and can help assess market…
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2
Matt Amberson
in
Option Research & Technology Services
Jun 18, 2020
Backtest Basics: Trading Around Earnings
See how to construct options trading strategies around earnings, to avoid being in a position at earnings announcement or to trade during the earnings move.
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Matt Amberson
in
Option Research & Technology Services
Jun 8, 2020
Stock Splits Treatment In ORATS Options Data And Backtesting
Stock splits have implications for options holders. In backtesting, ORATS trades out of pre-split names the day before and re-enters the day…
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Option Research & Technology Services
US equity options data and backtesting
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jonathan sleeuw
Jonathan Sleeuw
Matt Amberson
