Hi Quanto Yes, it now requires a token. We had some users pounding the endpoints so we had to disable. I've attached the file for VIX for that...
ORATS offers that. It is not cheap and we partner with a top firm to get intraday updates. https://orats.com/dividends#pricing
From their site "We take the closing model of each underlying symbol, along with all of its options at the close of each day, and create a...
ORATS has 1-minute intraday data with delivery either by API or entire snapshot delivery. We go back three years with full greeks, theoretical...
If you look at HV 20 day Parkinson divided by IV 30 day for today: Date SPYhv/iv IWMhv/iv 11/17/2023 1.18% 1.25% I would say that...
Good points, MW. It is critical for traders to develop their own models, and it is important to understand how calculations are derived,...
No MW, measurements <> forecasts. We do use a flavor of cubic splines to summarize the skew. From that fit we get accurate ATM IVs, slope, and...
ORATS makes forecasts of historical volatility, implied volatility, earnings, skew and kurtosis (what we call slope and derivative). In testing,...
We have a real-time options scanner that connects to a stock scanner and can be fed from our backtester. Our scanner has three theoretical values...
Yes we do. matt@orats.com if you like.
We have a few feeds to check our main corporate actions feed from Wall St Horizon. We sell our dividend feed to exchanges, funds, banks, and...
If you guys have a test you'd like to see, let us know. We can do stock only although we are mainly an options backtesting platform. Our near...
THE DATA ABOVE IS NOT ORATS DATA. It was unclear to me and I have confirmed with Aquarians. To answer your questions: 1) Yes, of course, we get a...
Yes, as said in the article "ORATS has a method for isolating the straddle price that relates only to the earnings announcement. To do this we...
Yes. We have been in business since 2001 so new is relative. We developed the residual straddle value approach in 2017-2018 and that metric was...
As I emailed you back today, the constant maturity deltas are a reference and does not imply that we use the ITM IVs to create these important...
We do not offer that. We have volatility of volatility, and volatility of implied volatility that you can scan on.
I'd happily do a comparison. I'll start by using your guidelines. Here's my method to find a good trading strategy starting with put credit...
ORATS has the ability to delta hedge, enter and exit based on technical and volatility information, exit based on profit and other factors, and...
The stock price is snapped at the same time as the options are snapped 14 minutes before the close. Markets are much more representative at that...
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