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Top Stories published by Option Research & Technology Services in July of 2021
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2021
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Matt Amberson
in
Option Research & Technology Services
Jul 29, 2021
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…
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Matt Amberson
in
Option Research & Technology Services
Jul 8, 2021
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…
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June 2021
August 2021
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Option Research & Technology Services
US equity options data and backtesting
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jonathan sleeuw
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