When we solve for the bumps, we don't seed the calculation with contango or backwardation, but the base term structure is sure showing a large...
Key Volatility Expirations: What Options Markets Are Pricing In Options data near close Friday highlights notable volatility bumps for the...
Understood. You can still scan on open interest, how wide the market is, and how wide as a percent. [ATTACH]
Here's a scan on YUM for short calls. I would limit the smoothed theo to 2%+- Then I would look for a distribution expected value edge and...
We don't have change in OI as a stock scanner input but I requested adding it. We have OI in our API: [ATTACH] And by option: [ATTACH]
Thanks Baron. Yes, ORATS has a stock scanner hooked up to our options scanner so you can filter by symbol level and options level information....
4 pm ET close or 3:46 pm is when we snap the market. If you subscribe to real time data, you can pull the whole market.
We have stock prices and special pricing for ET members but not a special price just for stock prices. We use tickers that were present at the...
Yes at ORATS we ensure that the stock price matches the options prices. As a past market maker the prices at the close are not dependable. We use...
I am still evaluating and in dialogs with him. He has been generous with his time. I have not dug deeper into his other sources of edge. I did...
I have talked with him, watched many of his videos, recreated some of his backtests and I am impressed so far. There is much he does not cover in...
Hi William No, we do not have futures data.
Yes, IV is down from 222% to 122%. Post parabolic moves see a reduction in volatility. We have a measure for 1 day historical volatility and it...
Thanks @cesfx and don't forget to join the Community tab in the Dashboard and leave comments.
Thanks everyone. Your support and productive comments have been invaluable.
DJT is wild. Thanks Bob. Options are implying a 38% move after the election. [IMG] https://gyazo.com/6e3069d4430a6435f27548fca9750cf2 [IMG]...
Implied Moves Ahead of the 2024 Election: What Markets Are Telling Us As we near the 2024 election, financial markets are giving us important...
ORATS.com has a stock scanner that updates real-time and has fundamentals, IV and earnings information to filter. The stock scanner is a private...
Tesla Earnings: Too Calm Before the Potential Storm? Political Headwinds and Regulatory Uncertainty Add Complexity to Tesla’s Earnings Ahead of...
The first expiration after earnings is used, in this case Oct 18th. It is priced at 51.8 with NFLX at $695 or about 7.5%. There is a residual...
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