Yes, earnings trades are tough. We have another report where we follow the trades and it does well on calendars, and not great on straddles. The...
We used splines but found that other methods were better. There are some methods you can find that game developers use to estimate unknowns in...
Yes, most of this information is available on the Dashboard.
Starbucks: Using Options to Play Capped Upside Potential Post-Earnings Discretionary stocks have led the S&P 500’s recovery over the last several...
Twitter (TWTR) Earnings Report Friday, July 22nd https://blog.orats.com/twitter-twtr-earnings-report-friday-july-22nd Welcome to the ORATS...
International Business Machines (IBM) Earnings Report Monday, July 18th After Welcome to the ORATS earnings report where we scan for companies...
Morgan Stanley (MS) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check...
PepsiCo (PEP) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check out...
ORATS has hundreds of options related data to graph and even graph ratios of data sets as below showing the 5 delta IV at a constant maturity 20...
With consistent and thorough methods of calculating IV and HV you can see some interesting phenomenon in the market. For example, the put-call...
Good points. We work hard to utilize historical data, score bid-ask quality, and smooth the volatility surface in order to get quality constant...
Those MC guys are good. We have historical implied volatility data too. Here’s a link to our data API explorer:...
Micron Technology (MU) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements,...
Walgreens Boots Alliance (WBA) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings...
Nike (NKE) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check out...
We have SPX (and 5000 other symbols) HV and IV back to 2007.
KB Home (KBH) Earnings Report [MEDIA] Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check...
We have a new report and video highlighting companies reporting earnings. The report reviews historical earnings information and finds a potential...
Watch we run through an earnings report for Oracle. Oracle reported after the bell on June 13th, 2022. [MEDIA] Let me know what you think of...
Open interest updates at night from the OCC. We have the data a few hours in the morning that we publish. Here's a graph of OI by option: [ATTACH]
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