All Blog Posts

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...

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...

[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...

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...

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...