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New-Scan[1]
Company News

November 2020 Version launch!

2 min read

We are so happy to announce the new version we launched this month. This version is the result of listening to your feedback and will allow us to provide even more relevant features in the coming...

YEbmlpTbOnfjlVcdSneo_image1[1]
Research

Stock Score Analysis

8 min read

When trading options, we often focus on option specific data points such as IV, time decay, volatility, the Greeks, etc. These are essential measures that are unique to the options realm. However,...

Focusing[1]
Research

Implied Volatility Backtest 2: Predicting RV Change

4 min read

This is a multiple-article series. In part one, Implied Volatility backtest – Predicting IV Change, we discussed how the IV percentile predicts future IV change. In this article, we will test how...

Create-List[1]
Company News

October 2020 Version is out

3 min read

October has started, and we are so happy to announce our new version. In this version, we improved some of our features, and we have launched a significant feature that will help us automate and...

Stocks IV backtest
Research

Implied Volatility backtest - Predicting IV Change

5 min read

[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]
Education

Difference between IV Rank & IV Percentile

2 min read

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...

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