Here are the straddle moves vs average past moves of the last 12 earnings. NFLX is undervalued versus its history. [IMG]...
We estimate a 1.9% move at expiration to equate for the jump. [IMG] https://gyazo.com/933b4dfb70b0786b2ed5b564f45295c1
Yes, this is the slippage table that we have developed based on actual trading. For example, a single leg will travel 75% of the bid-ask spread to...
50% off for ET subscribers. Yes, we have been in the backtesting game for 14 years. https://orats.com/university/custom-backtesting Slippage...
ORATS.com has a backtester that has UVXY. We do not have your parameter to hedge. For splits, our backtester exits the position the day before and...
Tomorrow, the market will focus on the release of the U.S. unemployment report, arguably the most crucial economic data point in the near term....
As the U.S. approaches two major events—the presidential election on November 5, 2024, and the unemployment report due on October 4, 2024—the...
China sent shockwaves through global markets yesterday with the announcement of stronger-than-expected stimulus measures. As Asian markets surged,...
Intel's IV: A Market Sentiment Indicator When we examine Intel's long-term IV, a clear upward trend has emerged since the takeover rumors...
We have a Time and Sales tab that follows the largest trades in a name each day and you can check historically. This can be downloaded too. We...
Nice. Here's ours: [IMG] https://gyazo.com/5cd7f00c398ea308d53331e2faf6156f Here's our TradeHistory. Note the large trade in the morning that was...
Isn't the 'prevailing funding rate' the Fed Funds rate? What if the dealers are short underlying? Wouldn't that drive the rate down below the US...
Mark, ORATS has an AI named Otto at orats.com. It is crazy that they can look at a chart and tease out implications. I use Otto to find out...
Thanks, Mark Robert Morse told me "Larger Market Makers and Firm accounts that trade Reverse conversion are likely about FF+/- 25 to 35bps around...
Do you have thoughts on why the spread between the implied rates from the options market (calculated by ORATS) and the same maturity treasuries?...
Can you show an example of ORATS data lacking quality like the one your use? As I have said, we snapshot our stock prices at the same time as the...
No. The non-earnings part gets whacked after earnings and that swamps any market change. One of the processes that sets our calculation apart is...
The best takeaway is to avoid times of elevated market-wide volatility if you like going long earnings straddles.
It shows that there are weeks and types of markets where the earnings trade does better on average than other times.
https://www.msn.com/en-ca/money/topstories/volatility-hobbles-options-market-bets-on-earnings-fueled-us-stocks-swings/ar-AA1otrHp [IMG]...
Separate names with a comma.