Historical earnings dates are shown on the graph, along with their actual and implied moves. Red means the actual move was below zero while green means the actual move was above zero. Insider buys and sells reported by the SEC are shown by the red and green arrows on the chart. Hover over to see officer title, amount of shares traded, and total dollar value. The arrows are scaled to represent the size of the trade.Read more
See where future volatility is undervalued (green) or overvalued (red). ORATS uses proprietary volatility models to forecast short and long term volatility as well as short and long term slope. Also see the 68% and 95% expected range of stock movement calculated using the at-the-money implied volatility value.Read more
Open interest and volume for each strike is shown by the cyan and purple bars at each expiration. The scale of each bar is shown on the top left of the chart. Cyan bars indicate call Ol/volume while purple bars indicate put Ol/volume.Read more
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