How ORATS uses SMV to create accurate quotes
Tyler walks us through our proprietary Smoothed Market Values three-step process to create accurate greeks and theoretical values. ORATS uses over 14 years of historical options data to smooth the implied volatility surface and extract kurtosis, slope, and other variables helpful in analyzing options.
To learn more about the SMV process, read our blog posts:
https://blog.orats.com/smoothing-opti...
https://blog.orats.com/answers-to-com...
To learn more about our historical options quotes, visit our website:
https://orats.com/historical-quotes/