Tuesday, June 25th 2019
Dividend Forecasting Critical Features
ORATS provides a quality dividend forecast feed essential for calculating accurate greeks, implied volatilities and theoretical prices.
ORATS provides a quality dividend forecast feed for options traders, utilizing a deep database of historical dividends and implied future dividends from the options market. They partner with Wall Street Horizon for updated data and have a full-time consultant on staff to monitor and evolve their dividend forecast methods. Their implied dividend is available as an easy-to-consume API web call.
A quality dividend forecast feed is essential for calculating accurate greeks, implied volatilities and theoretical prices.
ORATS provides an unparalleled dividend feed in next ex dividend accuracy and future dividend forecasting for options traders.
Here’s how it works:
- We utilize our deep database of historical dividends along with our ability to imply future dividends from the options markets.
- We partner with top corporate actions provider Wall Street Horizon whose algorithms are continuously scanning the news wires and providing ORATS with updated data.
- We have a full-time consultant on staff, with over 10 years of experience analyzing dividends, who constantly monitors, verifies, and evolves our dividend forecast methods to ensure quality.
- Our implied dividend is a distillation of dividend assumptions from the options market. The implied dividend calculation is complex and hard to master, so much so that few professionals in the industry attempt it. However, ORATS does the hard work for you and makes this data available as an easy to consume API web call.
Calculating what the options market implies for a dividend involves lining up the call and put weighted implied volatilities and getting the inputs for interest and dividends consistent.
Implied dividends have foreshadowed cuts by DIS WYNN and other firms. Using options prices to implied dividends ORATS presents a possible suspension list of companies.