Options Indicator Spotlight: Implied Volatility Ratio To SPY

ORATS calculates implied volatility ex-earnings and its ratio to SPY. When applied to a backtest, this indicator improves annual return…

Earnings Options Strategies Backtest

The Earnings Move report contains important information for options traders which was tested to determine the best strategy for the implied, historical and forecast…

How much will a stock move after earnings?

Learn how implied volatility can reveal the market’s expected stock price move after earnings — using ORATS historical options data and proprietary indicators.

Is Skew Cheap Or Expensive?

The skew of the implied volatility surface measures the relationship of the low strikes to the high strikes. The slope of the IV is forecasted and presented in relation to…

1000% Implied Volatility In GameStop. What Does It Mean?

GameStop GME had a crazy day in both implied and historical volatility explained here.

Options Trading Using Stock Price vs Moving Average

Backtesting and scanning using a trigger of the price of a stock vs its moving average can be accomplished in ORATS Wheel.

Answers To Common Questions: Backtesting

ORATS backtesting uses historical market data quotes and applies rules to make the backtest of options as realistic as possible.

Options Trading Strategy Development And The SafeDayTrading Podcast

Options strategy optimization involves a knowledge of risk return goals, use of backtesting parallel infrastructure, and high quality…

Testing The Covered Combo Options Strategy

Backtest the covered combo by selecting a short straddle and add a long stock position.

The covered combo options strategy is short an out of the money call, short an out…

Is The VIX In A Bubble? Matt Amberson Weighs In On Reuters

VIX versus SPX implied and historical volatility is high because of the kurtosis in skew and may signal a warning for the market.