Category: Research

One of Option Samurai's unique features is the ability to scan the Average True Range vs. BreakEven point (ATR vs. BE).

Average True Range is the average movement a stock makes each day,...

Many of the trades we take here at Option Samurai involve using dividends (And also buybacks, but this will be covered in a future post).

In the past two parts, we saw that IV and RV are both mean-reverting. We also saw that we could use the edge generated from this mean-reverting behavior in our trading when we measure them using...

Options have inherited strengths compared with vanilla stock positions, and it's important to play to those strengths and try to minimize exposure to the weaknesses. This is the first part of a...

This will be the first in a series of articles that dive into the advanced applications of implied volatility. You can read the first series of articles about IV in the implied volatility category...

Option Samurai’s option scanner is designed to help you find the best options trades in the market. To do that, we compile many data points from different sources to help you utilize different...

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,...

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...

[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...

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...