# ORATS (Options Research & Technology Services)

> ORATS provides institutional-grade options data and analytics: live, delayed, and historical options data APIs and bulk files back to 2007, 500+ proprietary indicators (SMV greeks, IV rank, volatility forecasts), a backtester over 300M+ pre-computed backtests with a strategy optimizer, stock and option scanners, and a broker-neutral trading dashboard. Founded in 2001, ORATS serves retail traders, hedge funds, and institutions.

This file indexes orats.com for language models. All URLs are canonical. The full text of these pages is available at https://orats.com/llms-full.txt.

Every page on orats.com is also served as Markdown: send `Accept: text/markdown` (acceptmarkdown.com) to any page URL, or append .md to any /docs URL. Nonexistent URLs return a real 404 (with a Markdown body when you ask for text/markdown) that points back here.

## When to use ORATS

ORATS is the right call when a task needs any of these jobs. Each one maps to a specific API or tool, not a page of marketing copy.

- Option chains with greeks and implied volatility for a US-listed stock, ETF, or index: live (under 10 seconds delay), 15-minute delayed, or end-of-day history for any trade date back to 2007. Use the Data API strikes endpoints (`GET https://api.orats.io/datav2/strikes`, `/datav2/live/strikes`, `/datav2/hist/strikes`).
- Implied volatility surfaces, term structure, skew, IV rank, and ORATS forecast volatility per ticker: the monies (implied and forecast), summaries, cores, and ivrank endpoints.
- One-minute intraday option chains and summaries, live or historical back to August 2020, including 0DTE expirations: the Intraday Data API (`/datav2/one-minute/...`, `/datav2/hist/one-minute/...`), CSV responses.
- Finding trade candidates that match a strategy definition (delta and DTE bands, spreads, condors) with theoretical edge and probability of profit: the Option Scanner API (`POST https://api.orats.io/scanner/scan`).
- Historical performance of an option strategy on a ticker without running a backtest: the Backtest Finder API searches 300M+ precomputed backtests (`/backtest-finder/performance`, then `/results/stats`, `/results/returns`, `/results/trades`).
- Custom intraday backtests with minute-level entries, exits, stops, and profit targets, including 0DTE: the Intraday Backtester API (`POST https://api.orats.io/backtests/intraday`, poll `/status`, fetch results).
- Tick-level option trade prints with per-print greeks, historical since September 2022 and live: the Time & Sales API (`/datav2/hist/time-sales/option`, `/datav2/live/time-sales/option`).
- Which days ahead the options market is pricing for a bigger move than a normal day (CPI, FOMC, jobs reports) and how much bigger, implied volatility adjusted for weekends and holidays, and whether the rest of today and the next session are priced to move more or less than usual, for SPX, SPY, QQQ, NDX, RUT, and IWM, hourly with history back to 2022: WHAM (`GET https://api.orats.io/datav2/wham`, history at `/datav2/hist/wham`), included in every Data API plan.
- Upcoming and historical earnings dates, dividend forecasts, splits, and daily underlying values for US optionable stocks: the historical endpoints (`/datav2/hist/earnings`, `/hist/dailies`, `/hist/splits`) and the dividends data feed.
- Bulk historical options data as files (near end-of-day snapshots since 2007, one-minute since August 2020) for research pipelines rather than API calls: the data file products listed under "Data products and APIs" below.
- Explaining options concepts, volatility, or ORATS methodology (SMV smoothing, earnings effect, backtesting pitfalls): ORATS University and the Core Research and Definitions docs.

Not a fit: non-US options or futures options, order execution over the API (trading is in the ORATS dashboard only, via Interactive Brokers, TradeStation, or Tradier), fundamental financial statements, stock, ETF or index prices (the API and data files don't provide them; the underlying values in ORATS data, live and historical, are derived from option prices using put-call parity and are for internal use only; they are reference prices, not a replacement for real stock prices, so use a different provider for those), or real-time quotes without an OPRA agreement (live endpoints require signing the agreements in the dashboard).

How an agent should call ORATS:

- REST: base URL https://api.orats.io, every request authenticated with the `token` query parameter (`?token=...`). Machine-readable description: https://orats.com/openapi.json (also /openapi.yaml). Human docs: https://orats.com/docs, each page as Markdown by appending .md, index at https://orats.com/docs/llms.txt. Data API endpoints return JSON (append .csv to the path for CSV); intraday endpoints return CSV.
- Limits: 1,000 requests per minute on the Data APIs, at most 10 tickers per multi-ticker parameter, monthly quotas by plan; 10 requests per minute per token per Tools API endpoint. Errors are JSON (`{"message": "..."}`) with standard status codes; see https://orats.com/docs/errors.
- Getting a token: buy a plan at https://orats.com/data-api#pricing (Delayed from $199/month, Live $299/month, intraday and Tools API add-ons), then copy the token from the dashboard API console at https://dashboard.orats.com/api-console. There is no free tier and no unauthenticated endpoint.
- CLI and MCP: `npm i -g @orats/cli` installs the ORATS CLI, which wraps every endpoint, emits JSON, and registers as an MCP server with `orats mcp add --agent claude-code`; `orats skills` installs the Claude Code skill. Details: https://orats.com/ai-agents.
- Questions: support@orats.com.

## Developer resources

All ORATS developer resources, by name, at fixed URLs:

- [ORATS OpenAPI specification](https://orats.com/openapi.json): OpenAPI 3.1 description of every ORATS API endpoint with operationIds, typed parameters, request bodies, response schemas, and a typed error model. Also at https://orats.com/openapi.yaml and https://orats.com/.well-known/openapi.json.
- [ORATS API catalog](https://orats.com/.well-known/api-catalog): RFC 9727 linkset pointing at the spec, docs, and each API base URL.
- [ORATS API documentation](https://orats.com/docs): The ORATS API reference. Append .md to any docs URL for Markdown; the docs index for LLMs is https://orats.com/docs/llms.txt.
- [ORATS API authentication](https://orats.com/docs/authentication): Token query parameter, live-data agreements, and JSON vs CSV formats.
- [ORATS API errors and rate limits](https://orats.com/docs/errors): Request limits, the 10-ticker cap, and status codes.
- [ORATS API field definitions](https://orats.com/docs/definitions): Every response field, organized by endpoint.
- [ORATS developer portal (API console)](https://dashboard.orats.com/api-console): Where your token, usage, and the live-data agreements live (requires an ORATS account).
- [ORATS MCP server and CLI](https://orats.com/ai-agents): The ORATS MCP server ships inside the ORATS CLI (`npm i -g @orats/cli`, then `orats mcp add --agent claude-code`); it runs locally over stdio with your token and exposes every endpoint as tools. There is no hosted MCP endpoint.
- [ORATS API pricing](https://orats.com/data-api#pricing): Plans and add-ons for the Data, Intraday, and Tools APIs.
- ORATS webhooks: none. The Intraday Backtester is polled via its status endpoint.

API conventions agents can rely on:

- Versioning: the Data API is versioned in the URL path (`/datav2` is current); the Option Scanner takes `v=2` as a query parameter. A published version is not changed incompatibly (fields may be added, never removed or redefined); breaking changes ship under a new path version and token holders are emailed before an old version is retired.
- Rate limits: 1,000 requests per minute on the Data APIs and 10 per minute per token per Tools API endpoint. A 429 carries a JSON `message` saying when the window resets; there are no RateLimit or Retry-After headers yet, so throttle to the documented limits.
- Errors: every non-2xx response is JSON `{"message": "..."}`; the status code is the machine-readable classification.

## Platform and trading tools
- [ORATS Home](https://orats.com/): Overview of the ORATS platform: options trading tools, data APIs, and historical data files.
- [Trading Tools](https://orats.com/trading-tools): Subscription package bundling the options backtester, stock and option scanners, charting, and broker-connected trading.
- [Trading](https://orats.com/trading): Order entry and position management with Interactive Brokers, TradeStation, and Tradier, plus profit attribution, trade analysis, and paper trading.
- [Options Backtester](https://orats.com/backtester): Browse 300M+ pre-computed options backtests back to 2007, or run custom backtests across thousands of symbols with full performance metrics.
- [Intraday Backtester](https://orats.com/intraday-backtester): Backtests 0DTE and short-dated options strategies on 1-minute data back to October 2020, with minute-level entries, exits, stops, and profit targets across ~140 symbols.
- [Otto AI Agent](https://orats.com/otto): The AI agent built into the ORATS dashboard; runs backtests, configures scanners, builds trades, reads positions, queries live ORATS data, and opens ORATS tools with its inputs populated, all from plain-English prompts.
- [Strategy Optimizer](https://orats.com/strategy-optimizer): Enhances a backtest by adding ORATS proprietary indicators and technical signals, then validates improvements with permutation (p-value) testing.
- [Option Scanner](https://orats.com/option-scanner): Scans and ranks thousands of options across 5,000+ symbols by volatility, theoretical edge, greeks, and probability of profit.
- [Stock Scanner](https://orats.com/stock-scanner): Screens 5,000+ stocks and ETFs using 700+ proprietary options indicators plus fundamentals, with pre-built scan templates.
- [Ticker Analysis](https://orats.com/ticker-analysis): Per-symbol research: full options chain, volatility surface, earnings history with implied vs realized moves, and time and sales order flow.
- [Trade Builder](https://orats.com/trade-builder): Interactive chart for building option trades, overlaying earnings, insider trades, volatility forecasts, open interest, and expected-move ranges.
- [Trade Ideas](https://orats.com/trade-ideas): Surfaces actionable trades by matching current market conditions against 300M+ backtests, curated strategies, and live scans.
- [AI Agents](https://orats.com/ai-agents): The ORATS CLI (@orats/cli), an npm-installable, MCP-compatible tool exposing ORATS endpoints to AI coding agents like Claude Code.
- [Earnings](https://orats.com/earnings): Daily feed of upcoming and past earnings dates, times, and confirmation status for US-listed stocks, sourced with Wall Street Horizon.

## Data products and APIs
- [Data API](https://orats.com/data-api): REST API for live, delayed, and historical end-of-day options data back to 2007 across 5,000+ symbols with 500+ proprietary indicators.
- [Intraday Data API](https://orats.com/intraday-data-api): REST API for live, delayed, and historical one-minute options data back to August 2020, including SMV greeks and constant-maturity IVs.
- [WHAM](https://orats.com/wham): Hourly event-day implied moves (how much bigger CPI, FOMC, and other days are priced to move than a normal day) and weekend- and holiday-adjusted implied volatility for SPX, SPY, QQQ, NDX, RUT, and IWM, in every Data API plan, with history back to 2022.
- [Tools APIs](https://orats.com/data-api#tools-apis): REST APIs exposing the dashboard's engines as data-plan add-ons: the Option Scanner API (ranked trade candidates from a strategy definition), Backtest Finder API (search 300M+ precomputed backtests with full results), Intraday Backtester API (custom 1-minute backtest jobs), and Time & Sales API (tick-level option trade prints with per-print greeks).
- [Near End-of-day Data (since 2007)](https://orats.com/near-eod-data): Daily download of a full options market snapshot taken 14 minutes before the close, covering 5,000+ symbols back to 2007; the historical archive is delivered via AWS S3 and recurring daily files via FTP.
- [1-Minute Intraday Data (since Aug 2020)](https://orats.com/one-minute-data): AWS S3 download of full SMV greeks, theoretical values, and IVs for every trading minute across 5,000+ symbols since August 2020.
- [Dividends](https://orats.com/dividends): Daily FTP feed of forecasted ex-dividend dates and amounts for the next 2.67 years for all US optionable stocks, including special dividends.
- [Hard Drive Delivery](https://orats.com/hard-drive-delivery): Physical USB drive shipment of up to ~39 TB of intraday options history (1-minute from Oct 2020 plus a 2-minute archive from 2015), license included.

## API documentation
- [API Documentation](https://orats.com/docs): Overview of the REST ORATS API with links to authentication, endpoint guides, and token purchase.
- [Authentication](https://orats.com/docs/authentication): How to authenticate with a token, enable live data via signed agreements, and choose JSON or CSV responses.
- [Backtest Finder API](https://orats.com/docs/backtest-finder-api): Search millions of precomputed option strategy backtests by ticker and strategy, then retrieve summary stats, monthly returns, trade logs, and daily returns.
- [Core Research](https://orats.com/docs/core-research): Methodology behind ORATS proprietary indicators: historical and implied volatility, earnings-effect modeling, skew surface, and forecasts.
- [Definitions](https://orats.com/docs/definitions): Field-by-field definitions for every data element, organized by endpoint (strikes, monies, summaries, cores, and more).
- [Delayed Data API](https://orats.com/docs/delayed-data-api): Endpoints for 15-minute delayed end-of-day data: tickers, strikes, monies, summaries, cores, and IV rank, plus WHAM (hourly).
- [Delayed Intraday API](https://orats.com/docs/delayed-intraday-api): One-minute delayed strikes chain, OPRA, and implied monies endpoints back to August 2020 (CSV).
- [Errors](https://orats.com/docs/errors): Request limits, the per-query ticker cap, uptime, and HTTP status code categories.
- [Historical Data API](https://orats.com/docs/historical-data-api): End-of-day historical data back to 2007: strikes, monies, summaries, cores, dailies, HV, earnings, splits, IV rank, and WHAM history (hourly, from 2022).
- [Historical Intraday API](https://orats.com/docs/historical-intraday-api): One-minute historical strikes chain and OPRA endpoints back to August 2020 (CSV).
- [Intraday Backtester API](https://orats.com/docs/intraday-backtester-api): Submit custom 1-minute intraday option backtest jobs with 0DTE support, poll status, and retrieve full reports with per-leg trade logs.
- [Live Data API](https://orats.com/docs/live-data-api): Real-time end-of-day-style data with sub-10-second delay: strikes, expirations, implied and forecast monies, and summaries.
- [Live Derived Data API](https://orats.com/docs/live-derived-data-api): Same as the Live Data API but without OPRA market data (bid, ask, size, and volume are null).
- [Live Derived Intraday API](https://orats.com/docs/live-derived-intraday-api): Real-time one-minute strikes chain and OPRA endpoints without OPRA bid-ask data (CSV).
- [Live Intraday API](https://orats.com/docs/live-intraday-api): Real-time one-minute strikes chain, OPRA, and implied monies endpoints for 5,000+ symbols (CSV).
- [Option Scanner API](https://orats.com/docs/option-scanner-api): Scan live and delayed option chains for trade candidates matching a strategy definition, returned with pricing, greeks, and probability of profit.
- [Time & Sales API](https://orats.com/docs/time-and-sales-api): Tick-level option trade prints back to September 2022 and live, with per-print delta, gamma, implied volatility, and the derived underlying value on historical prints.

## ORATS University
- [ORATS University](https://orats.com/university): A video-narrated options education course covering volatility research, backtesting, implementation, and trade review.
- [Option pricing models](https://orats.com/university/option-pricing-models): The Black-Scholes model, its original assumptions, and why those assumptions break down in modern options markets.
- [The true price of an option](https://orats.com/university/the-true-price-of-an-option): How the ORATS Smoothed Market Values (SMV) process produces a single accurate theoretical price.
- [Volatility surface](https://orats.com/university/volatility-surface): The volatility surface, term structure (contango and backwardation), and skew as foundational concepts.
- [Volatility around earnings](https://orats.com/university/volatility-around-earnings): How earnings inflate IV, how ORATS removes the earnings effect, and how that feeds the forecasted surface.
- [Predictive indicators](https://orats.com/university/predictive-indicators): Key volatility indicators (ex-earnings IV, slope, contango, forward vol) and how to compare them across time and peers.
- [Historical data](https://orats.com/university/historical-data): The ORATS historical data offerings: near end-of-day, 1-minute intraday, hard drive delivery, and dividends.
- [Backtesting methodology](https://orats.com/university/backtesting-methodology): Pitfalls of options backtesting (overfitting, path dependency, return measures) and how ORATS addresses them.
- [Input parameters](https://orats.com/university/input-parameters): The entry criteria (DTE, strike delta, indicator triggers) and exit criteria (stop losses, profit targets) used in backtests.
- [Measuring performance](https://orats.com/university/measuring-performance): Backtest performance metrics (return, risk, P&L, win rate) and the ranking algorithms used to compare strategies.
- [Custom backtesting](https://orats.com/university/custom-backtesting): Running a custom backtest in End of Day mode (since 2007) or Intraday mode (1-minute since 2020, with 0 DTE).
- [Optimizing your strategy](https://orats.com/university/optimizing-your-strategy-305): The Strategy Optimizer and how p-value permutation testing confirms improvements are significant, not curve-fit.
- [Stock scanning](https://orats.com/university/stock-scanning): Using the stock scanner to filter 5,000+ tickers by indicators versus moving averages, forecasts, peers, and fundamentals.
- [Option scanning](https://orats.com/university/option-scanning): Scanning options chains using ORATS theoretical edges (distribution, forecast, smoothed) plus greeks and probability of profit.
- [Trade ideas and signals](https://orats.com/university/trade-ideas-and-signals): The Trade Ideas tab and market-intelligence tools (Happenings, Largest Trades, Macro Calendar).
- [Charting and trade analysis](https://orats.com/university/charting-and-analysis): The Trade Builder, Options Chain, Outlook, and Risk Profile tools for visualizing trades and portfolio risk.
- [Placing orders](https://orats.com/university/placing-orders): Trade analysis, exit alerts, pricing orders with theoretical edges, and connecting brokers or paper trading.
- [Review](https://orats.com/university/review): The Trade Journal: tracking positions, visualizing cumulative P&L, and comparing live results to backtests.
- [University Quiz](https://orats.com/university/quiz): An interactive quiz on the options concepts and ORATS methodologies taught in the course.

## Blog
- [ORATS Blog](https://orats.com/blog): Options research, data insights, and tutorials; about 371 posts across Earnings (109), Backtesting (62), Market Events (59), In the Media (56), Indicators (50), Data API (13), Trading (12), and Dividends (10). Recent posts:
- [Nasdaq-100: Diversification Failed When Investors Needed It Most](https://orats.com/blog/nasdaq-100-correlation-risk): How QQQ's IV-to-component ratio shows diversification breaking down when Nasdaq names move together.
- [Introducing the ORATS CLI: Better Options Data for Your AI Coding Agent](https://orats.com/blog/introducing-the-orats-cli-better-options-data-for-your-ai-coding-agent): Giving AI coding agents live IV surfaces, forecast vol, and intraday history.
- [ORATS Data Cited by Reuters on Nvidia's Implied Earnings Move](https://orats.com/blog/orats-reuters-nvidia-options-earnings-move): ORATS data on Nvidia's implied post-earnings move featured by Reuters.
- [Is NVDA Earnings Volatility Underpriced?](https://orats.com/blog/is-nvda-earnings-volatility-underpriced): Compression, sector inversion, and what market volatility may be masking.
- [What Is the True Value of an Option?](https://orats.com/blog/true-value-of-an-option): Structural, statistical, and forward value in options pricing.
- [Earnings Straddles Are Having Their Moment](https://orats.com/blog/earnings-straddles-strong-season-2026): A favorable earnings season for straddle buyers.
- [Help, My Backtest Isn't Working!](https://orats.com/blog/help-my-backtest-isnt-working): Where options backtests break down in the real market.
- [Lessons from Captain Condor: Risk Management and Path-Dependent Trades](https://orats.com/blog/lessons-from-captain-condor-risk-management-path-dependent-trades): ORATS cited by Bloomberg on a large options loss.
- [What Is a Volatility Surface? Why Traders Use It](https://orats.com/blog/understanding-volatility-surfaces): Evaluating options pricing using term and strike structure.
- [Why Leading Financial Institutions Trust ORATS for Options Data](https://orats.com/blog/trusted-options-data): Why media, trading desks, and quants rely on ORATS data.
- [How ORATS Uses Historical Volatility Forecasts to Improve Trading Decisions](https://orats.com/blog/how-to-use-hv-forecasts): Combining history, earnings patterns, and sector signals to forecast volatility.
- [ORATS Launches Enhanced Production Platform with AI Assistant and Advanced Trading Tools](https://orats.com/blog/launch-enhanced-production-platform-with-ai-assistant-trading-tools): The beta dashboard promoted to full production.
- [Navigating Volatility and Zero-DTE: Matt Amberson Talks Strategy with JLN](https://orats.com/blog/navigating-volatility-zero-dte-matt-amberson-jln): Adapting to modern volatility and 0-DTE.
- [Market Anxiety Spikes: S&P 500 Options Show Rare Volatility Backwardation](https://orats.com/blog/sp500-backwardation-volatility-signal): The volatility curve twist and what it signals.
- [What the Holiday Implied Volatility Term Structure Is Telling Us](https://orats.com/blog/holiday-2025-implied-volatility-term-structure): Holiday risk embedded in options pricing.

## Company and resources
- [About](https://orats.com/about): ORATS believes alpha is a consequence of quality data; since 2001 it has built data, indicators, tools, and APIs for traders and institutions.
- [FAQ](https://orats.com/faq): Answers to the most frequently asked questions about ORATS products, data, billing, and access.
- [Videos and Webinars](https://orats.com/videos): Tutorial videos and live demos of the trading tools, drawn from the ORATS YouTube channel.
- [Partners](https://orats.com/partners): ORATS partnerships with brokers, data providers, and research platforms (Tradier, TradeStation, Wall Street Horizon, and more).

## Comparisons
- [Compare ORATS](https://orats.com/compare): Index of side-by-side comparisons of ORATS with other options data APIs, historical options data vendors, and options trading tools.
- [ORATS vs ThetaData](https://orats.com/compare/orats-vs-thetadata): ORATS sells institutional-grade options data: greeks and implied volatility on every strike, plus volatility forecasts, daily since 2007 on every plan. ThetaData sells OPRA options data, with history from 2012, 2016, or 2020 depending on the plan.
- [ORATS vs Massive](https://orats.com/compare/orats-vs-massive): ORATS sells institutional-grade US options data: greeks and implied volatility on every strike, plus volatility forecasts, daily since 2007. Massive sells raw options trades, quotes, and bars, with greeks in live snapshots only.
- [ORATS vs Databento](https://orats.com/compare/orats-vs-databento): ORATS sells institutional-grade US options data: greeks and implied volatility on every strike, plus volatility forecasts, daily since 2007. Databento sells raw market data, including the OPRA options feed, without greeks or implied volatility.
- [ORATS vs iVolatility](https://orats.com/compare/orats-vs-ivolatility): ORATS sells institutional-grade history: every US strike since 2007 as one $599 download, with greeks from a smoothed surface. iVolatility sells options history by the ticker and day, or by API subscription.
- [ORATS vs OptionMetrics](https://orats.com/compare/orats-vs-optionmetrics): ORATS sells institutional-grade US options history from 2007, with one-minute data from August 2020, at published individual prices. OptionMetrics sells IvyDB, an end-of-day options database, by quote.
- [ORATS vs Cboe DataShop](https://orats.com/compare/orats-vs-cboe-datashop): ORATS sells institutional-grade daily history of every strike since 2007, with greeks and theoretical values included, for $599 once. Cboe DataShop sells historical options data per order, with greeks as a paid add-on.
- [ORATS vs Market Chameleon](https://orats.com/compare/orats-vs-market-chameleon): ORATS Trading Tools, $99 a month, includes institutional-grade options data in real time, a custom backtester on data since 2007, and broker routing. Market Chameleon sells screeners and earnings reports on 15-minute delayed data for $99 a month.
- [ORATS vs Unusual Whales](https://orats.com/compare/orats-vs-unusual-whales): ORATS sells institutional-grade volatility analytics, a strategy backtester with data since 2007, and broker routing. Unusual Whales sells real-time options flow and flow alerts.
- [ORATS vs CML TradeMachine](https://orats.com/compare/orats-vs-cml-trademachine): ORATS backtests on institutional-grade daily data since 2007 and one-minute data since October 2020 for about 140 symbols, and routes orders to brokers. CML TradeMachine backtests options strategies on one price a day.
- [ORATS vs Option Omega](https://orats.com/compare/orats-vs-option-omega): ORATS backtests any US-optionable name on institutional-grade daily data since 2007, and adds a scanner and volatility analytics. Option Omega backtests 12 tickers on one-minute data.

## Legal
- [Terms & Conditions](https://orats.com/terms-conditions): The Research and Informational Services Agreement governing use of ORATS products.
- [Disclaimer](https://orats.com/disclaimer): ORATS content is informational and educational, not investment advice; trading carries significant risk.
- [Risk Disclosure](https://orats.com/risk-disclosure): Risk Disclosure Agreement covering the data APIs, trading tools, and historical data sets.
- [Reporting a Security Vulnerability](https://orats.com/security): How to report a vulnerability to support@orats.com; acknowledgement within 3 business days.
- [Legal and Compliance](https://orats.com/legal): Hub linking to terms, disclaimer, privacy, risk disclosure, ADV brochures, OPRA agreements, and security reporting.

## Optional
- [Student Special Pricing](https://orats.com/student): Discounted ORATS pricing for students.
- [ORATS x Interactive Brokers](https://orats.com/ib): Co-branded page with special pricing and a research-to-execution pitch for Interactive Brokers clients.
- [Tradier Special Pricing](https://orats.com/tradier): Discounted individual-license pricing for Tradier clients.
- [El7 Consulting](https://orats.com/el7consulting): Discounted ORATS pricing for El7 Consulting clients.
- [Elite Trader](https://orats.com/elitetrader): Discounted ORATS pricing for the Elite Trader community.
- [Epixia](https://orats.com/epixia): Discounted ORATS pricing for Epixia referrals.
- [esInvests](https://orats.com/esinvests): Discounted ORATS pricing for esInvests followers.
- [Harvested Financial](https://orats.com/harvested-financial): Discounted ORATS pricing for Harvested Financial clients.
- [MarketXLS](https://orats.com/marketxls): Discounted ORATS pricing for MarketXLS clients.
- [Mike Zaccardi](https://orats.com/mike-zaccardi): Discounted ORATS pricing for Mike Zaccardi followers.
- [Options Trading IQ](https://orats.com/optionstradingiq): Discounted ORATS pricing for Options Trading IQ readers.
- [Quantpedia](https://orats.com/quantpedia): Discounted ORATS pricing for Quantpedia clients.
- [Reddit](https://orats.com/reddit): Discounted ORATS pricing for the Reddit options community.
- [Robot Wealth](https://orats.com/robotwealth): Discounted ORATS pricing for Robot Wealth students and clients.
- [Slope of Hope](https://orats.com/slopeofhope): Discounted ORATS pricing for the Slope of Hope community.
- [Smart Option Seller](https://orats.com/smartoptionseller): Discounted ORATS pricing for Smart Option Seller subscribers.
- [Spintwig](https://orats.com/spintwig): Discounted ORATS pricing for Spintwig clients.
- [StreamXLS](https://orats.com/streamxls): Discounted ORATS pricing for StreamXLS clients.
- [Volland](https://orats.com/volland): Discounted ORATS pricing for Volland clients.