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 …
In the past two parts, we saw that IV and RV are both mean-reverting. We also saw that we could use the …
Option Samurai’s option scanner is designed to help you find the best options trades while compiling many different data sources. The goal …
When trading options, we often focus on option specific data points such as IV, time decay, volatility, the Greeks, etc. These are …
We’ve just launched the Multi-column sorting feature that allows you to sort results by two columns. This feature will enable you to …
This article is part of a series of educational articles that describe some of the advanced concepts implemented in Option Samurai’s option scanner. …
This is a multiple article series. In part one, we discussed how the IV percentile predicts future IV change. In this article, …
One of Option Samurai’s unique features is the ability to scan the Average True Range vs. BreakEven point (ATR vs. BE). Average …
We are on a roll, and it is time to release another version with significant updates. We are so excited, so we …
We are so happy to announce we just deployed a new version! The latest version includes new features, a whole new engine …
We are happy to announce that we have recently deployed another new feature – the Trade tab. In the Trade tab, you can …