Find trades using skew and term structure | Driven By Data Ep.5
449 بار بازدید -
10 ماه پیش
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In this episode, Matt and
In this episode, Matt and Tyler use the ORATS Dashboard to find trades using skew and term structure. Last week, we found a short call spread from the largest trades table, which we closed out at a small loss. We continue to hold the SPY short puts from the Wheel trade we started a few weeks ago. We started this week by examining the term structure of SPX in the trade builder. From our cheap put-call skew stock scan template, we found IWM to be a good candidate for this week’s trade. We explored the differences between a short put spread and a short risk reversal when trading a shallow, cheap slope. By sorting on the F% (forecast edge) in the option scanner, we were able to find a good trade. Then, we looked at contango, one of our most popular indicators that measures term structure. We utilized the stock and option scanner again to find a long call calendar on IWM, and finished by reviewing our calculation of ex-earnings volatility.
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10 ماه پیش
در تاریخ 1402/09/21 منتشر شده
است.
449
بـار بازدید شده