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.
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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.
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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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