Option Samurai Blog
Learn. Trade. Profit.
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 at Implied Volatility Backtest 2: Predicting RV Change]
We've often...
![IV-Rank-Vs-Percentile[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FIV-Rank-Vs-Percentile1.jpg&w=3840&q=90)
Difference between IV Rank & IV Percentile
In the OptionSamurai Scanner, we use IV Percentile to compare the IV of different stocks and call it “IV rank” as we think it is more intuitive to understand. We know that other market players...

September 2020 version has just launched
We are on a roll, and it is time to release another version with significant updates. We are so excited, so we decided to launch a few days earlier :-). This version focuses on giving you more...
![C-Trade-Tab[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FC-Trade-Tab1.png&w=3840&q=90)
Just released: August 2020 version
We are so happy to announce we just deployed a new version! The latest version includes new features, a whole new engine that will allow for unique usage, bug fixes, and general improvements.
The...

Analyse your trade in the Trade tab
We are happy to announce that we have recently deployed another new feature - the Trade tab. In the Trade tab, you can see the Profit and Loss (P/L) of the strategy in different strike prices, and...

See the Future of the Trade: The Scenario Engine
We are delighted to announce we are launching a unique scenario engine on our platform. The engine will allow you to see the profit and loss of the trade, assuming a shift in underlying price by...
![put3[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2Fput31.jpg&w=3840&q=90)
The Edge of Selling Puts
This is the third installment in our series into the edge of selling options. You can see the previous two parts here and here. Most of you probably noticed that in one of the researches we...
![Long-Straddle[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FLong-Straddle1.png&w=3840&q=90)
July 2020 Version is here!
We are so happy to announce another version full of requested features. This version includes another strategy, unique calculations not found anywhere else, usability improvements, and more. We...
![IV-RV[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FIV-RV1.png&w=3840&q=90)
Mid June version has launched!
2nd June Launch
Over the last couple of months, we have been re-writing our backend and frontend code. We've changed the technology stack and made it possible to launch features much faster. Now...
![Short-Straddle[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FShort-Straddle1.png&w=3840&q=90)
June Version is Here!
June is upon us, and we are so happy to announce the new features we just deployed! We are working hard to continue and develop new features for you, and we plan to add even more features in the...