The video of the event can be found here: https://www.wallstreethorizon.com/news/dataminds0522
Matt Amberson, Principal at ORATS, joins Data Minds tomorrow,Tuesday, May 3 at 11 am ET for a virtual panel for approximately 45 minutes. [IMG]...
Email me matt@orats.com and I'll get you set up for a free trial.
Earnings crush is the fall in implied volatility after earnings is announced. Typically, earnings announcements cause the price of the stock to...
ORATS has been backtesting options for clients for over 10 years. [MEDIA] You can backtest any option strategy dating back to 2007. Backtest...
Another way to think about changes in options prices when your prediction is not precise is adjusting the future distribution. If you construct a...
Our new Analysis tab has room for multiple legs, theoretical values, payoff pictures for expiration and T=0. Let me know if you want to try it and...
We have added fundamentals and options information to our scanner: [IMG] You can also create ratios and compare to ETF levels. dashboard.orats.com
Here's that trade overlaid with the stock price, insider trades (note the large buy in green up arrow), valuVol shading (the green is buy and red...
If you look at call spreads, here are the results with a 10% bullish assumption. Note the D% column is with the shifted distribution to make the...
If you were to buy just one option and your outlook was bullish by 37.5% you can plug that into the scanner and get the following: [IMG] The way...
We have near EOD back to 2007, 1-minute back to August 2020. https://www.orats.com/historical-quotes/
Below, is our new Analysis tab in the ORATS Dashboard. The circled cyan horizontal bar shows the open interest in the May $44 strike options that...
This [IMG] or this? [IMG]
Yes, just sign up for the trial API $29 for 14 days and you can get the data. https://orats.chargifypay.com/subscribe/shnh5nktjp4s
You can use our API to gather information every one minute (not intra one minute) and get that data.
I have used all of those and know they have simulated slides but I do not recall them having P&L attribution. If I understand the intent, each...
Options would not be worth less than true intrinsic. People may sell options when there is not enough liquidity in the underlying. I traded stock...
Typically, traders will use the middle price between an options bid and ask to think about a fair value. Problems occur using this mid price...
Here are the top 10 GM long puts and ranking methodology: [IMG] I set the rank roughly equal between the D% distribution edge and F% forecast...
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