Option Volatility Research Tools & Data Services

ORATS has been recognized as the industry leader in volatility data since 2002. Superior proprietary research methods are what distinguish us, but our secret goes far beyond this. The proof of our approach and methodology lies in our decades of experience as successful options traders. We approach volatility the way traders do. Our methods have been proven quantitatively as well as through success in the marketplace. That's why top options traders and industry-leading front-end vendors alike trust in our volatilities. They produce exceptional results.

Whether you use ORATS as your primary volatility source or just as an alternative point of view, ORATS' unique perspective allows you to find opportunities that are simply not visible through any other methods. We're a powerful resource that can make a real difference in your level of success.

ORATS volatility data differentiates itself in the following ways:

  • Tick-by-tick Volatility - ORATS was founded on techniques proven on the floor of the CBOE over a decade ago. Our philosophy is that while quantitative techniques often make for great models, only practical experience tells you which ones consistently produce the best trading results. Every single one of our data products builds in this ethos of utility and focus on the generation of alpha.
  • Superior Foundational Data - Volatility calculations are only as good as the inputs you feed into them. Our advanced research on modeling dividends, earnings, and interest rates is yet another source of edge within our calculations.
  • Volatility Summarizations - ORATS has a proprietary method of summarizing volatility that gives a remarkably smooth and accurate picture of skews. These summarizations enable comparisons between months in one stock or between stocks at different price levels that are very hard to visualize in any other way.
  • Volatility Forecasts - All of the above features, combined with our proprietary method of (optionally) excluding earnings effects, make ORATS an exceptional source for volatility forecasting.
  • Backtesting - ORATS continually checks our forecasts against market values once they are realized in order to ensure the quality of our data. Our forecasts consistently beat traditionally computed implied volatilities with strong statistical significance.
  • Exceptional Customer Service - If you ever have questions or issues with our data simply contact us and we'll be happy to walk you through the process and help explain what may be happening. Exemplary service has always been towards the top of the list of ORATS' strengths, as cited by our customers.

To find out more about the techniques behind our volatility modeling methods, see our Research page

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See how our data and tools can help you organize, analyze and track your option investments & potential trades.

Our goal? To assist investors everywhere in easily tracking and analyzing options data more effectively. Curious about how stock options work? Be sure to contact us for a free webinar or training session.

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Find out why top options traders and industry-leading options front-end vendors alike choose to trust in ORATS. Their results can now be yours. The power is in your hands.

Questions? Contact ORATS Today.