Implied Volatility backtest pt 3: IV and RV
In the past two parts, we saw that IV and RV are both mean-reverting. We also saw that we could use the …
Trading Leap options – Part 1
Options have inherited strengths compared with vanilla stock positions, and it’s important to play to those strengths and try to minimize exposure …
RSI Backtest: Predicting the Stock Movement Using RSI – Part 1.
Option Samurai’s option scanner is designed to help you find the best options trades while compiling many different data sources. The goal …
Implied Volatility Backtest 2: Predicting RV Change
This is a multiple article series. In part one, we discussed how the IV percentile predicts future IV change. In this article, …
Using ATR when trading options
Recently many users have shared stories with me about successes they had with our ‘buy cheap calls’ pre-defined report. This report is …
Implied Volatility backtest – Predicting IV Change
[We have just added another article in the series, about the Real Volatility (or Historical Volatility) backtest. Check it here] We’ve often …
The edge of trading with ATR
One of Option Samurai’s unique features is the ability to scan the Average True Range vs. BreakEven point (ATR vs. BE). Average …
Implied volatility drop after earnings
Many traders ask themselves how much the Implied volatility drop after earnings. Since earning release are very volatile – We can see an increase …
Legging into your trade positions
INTRODUCTION Let us consider a put vertical spread structure. It is formed by simultaneously selling a put and buying a put below …
The edge of Mean Reversion Trades
Mean Reversion Trades To be a profitable trader, you need to trade with an edge. What is a trading edge? In short, …