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Get a comprehensive view of a company's options chain, earnings history, time and sales, and technical outlook.
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Options chain & volatility surface
In addition to the standard options chain, we added a monthly IV graph as a useful visual aid for advanced traders who want to identify outliers in the options chain. See how each individual strike compares across the entire volatility surface. The call and put mid IVs for each strike are overlaid on top of the smoothed IV skew for each expiration. A line through each expirations at-the-money (ATM) IV is drawn to accentuate the overall direction of IV. Highlighted are the highest and lowest slope, IV, confidence, and mwVol (ATM weighted market width in implied volatility terms) of all expirations.
Earnings moves visualized
Powered by a visually stunning representation of implied vs. actual earnings moves, you can view the complete history of the last 12 earnings reports for a company, overlaid with key financials such as PE Ratio, EPS Estimated vs. Actual, and Annual Dividend Yield. Consider doing your own analysis by downloading a table of these results, which includes 19 earnings metrics, such as Inter-Earnings IV and HV.
Time and sales
We look at the raw order flow and detect the largest trades coming through the market. In addition to the strategy and contract size, you can also find the trade amount (in dollars), theoretical edge (compared to our theoretical price), and the contracts / avg. option volume 20d (to see the relative size of the position). You can sort on all of these metrics. Additionally, ORATS presents an intraday chart of dollar delta plus a summary of total premium, total profit, and opening vs. unknown volume. Analyzing these metrics can help you form a well-crafted trading thesis.
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(312) 986 - 1060
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36 Maplewood Ave, Portsmouth, NH 03801
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Historical Data
The opinions and ideas presented herein are for informational and educational purposes only and should not be construed to represent trading or investment advice tailored to your investment objectives. You should not rely solely on any content herein and we strongly encourage you to discuss any trades or investments with your broker or investment adviser, prior to execution. None of the information contained herein constitutes a recommendation that any particular security, portfolio, transaction, or investment strategy is suitable for any specific person. Option trading and investing involves risk and is not suitable for all investors. For more information please see our disclaimer.
Interactive Brokers is not affiliated with Option Research & Technology Services, LLC and does not endorse or recommend any information or advice provided by Option Research & Technology Services, LLC.