The time Value of Options refers to the value of the options contract beyond its intrinsic value. Time value is equal to the extrinsic value of the options contract. Out-of-the-money…
This is a measure of Historical Volatility computed as the annualized standard deviation of returns over a period of days (20, 30, 90 days). See also Implied Volatility & Historical…
This is a spread trading strategy that involves buying and selling options, but the trader typically sells a greater number of contracts sold than what is purchased. See also Ratio…
This is a spread strategy that involves selling options and buying a greater number of out-of-the-money options. Backspreads are often in a ratio of 1 to-2 or 2-to-3 and most…
$IRBT-Bullish flow detected in iRobot with 5494 calls trading, or 4x the recent avg daily call volume in the name. Shares near $9.47 (1.52) with ATMIV lifting by 12.66 point and…
$MTLS-Bullish flow detected in Materialise with 2217 calls trading, or 8x the recent avg daily call volume in the name. Shares near $7.88 (0.79) with ATMIV lifting by 2.18 point and…