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State-of-the-art tools used internally by the developers at ORATS.
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How Options Traders Are Seeing The Fed's Jackson Hole Meeting
How much will a stock move after earnings?
Options Indicator Spotlight: Implied Volatility Ratio To SPY
Is Skew Cheap Or Expensive?
AMC Pops Helped By Options: ORATS Reuters Article
Matt Amberson Joins Russell Rhodes On The Advisors Option
Options Trading Strategy Development And The SafeDayTrading Podcast
Testing The Covered Combo Options Strategy
Options Trading Using Stock Price vs Moving Average
Answers To Common Questions: Calculating Skew
Answers To Common Questions: Backtesting
Podcast Special 100th Advisors Option With Matt Amberson: VIX Bubbles And Michael Bolton
Is The VIX In A Bubble? Matt Amberson Weighs In On Reuters
GameStop Puts In Demand And The Importance Of Put Spreads. Reuters Quotes Matt Amberson.
1000% Implied Volatility In GameStop. What Does It Mean?
Listen To Matt On Safe Day Trading Podcast
Will Earnings Matter Again? Reuters Speaks With Matt
Matt Joins Lex of Tradier's TV Show Optionsbrew
Short Interest In S&P 500 Stocks Hit New Lows
Russell Bucks The Trend And Jumps As Call Buyers Push Small Caps Higher
Russell Calls Drive A Crazy Day In The Options Market
Matt quoted by Reuters “things are mellowing out from a vol perspective”
Join Matt Amberson on the Options Insider Election 2020 Special Tonight
Reuters Quotes Matt Amberson About Call Buying In The Recent Market Rally
Matt Amberson Joins Jill Malandrino Of Nasdaq TradeTalks
Call buying is driving volatility and a gamma squeeze
Technical Indicators And Volatility For Triggers In Backtesting And Scanning
New Live Data API For Options Prices, Greeks, Theos, and IVs
Earnings Results - Cisco And Upcoming Annoucements
Kodak's Turmoil As Seen Through Options
MarketWatch's Tomi Kilgore Uses The Earn Move Report For Tesla
Using Call Put Ratio Charts For Indexes And Components
Forecasting The Options Volatility Surface
Backtest Basics: Trading Around Earnings
Describing The Implied Volatility Options Surface
Stock Splits Treatment In ORATS Options Data And Backtesting
Implied Dividends: How We Calculate What The Options Market Expects For Future Dividends
Backtest Basics: Trading On A Specific Day Of The Week
Covered Call Backtest: Finding The Best Maturity, Strike, IV, And Earnings Methods
Backtest Basics: Seeing The Relative Performance Of The Option Strategy To The Underlying
Dividend Hits Keep Coming: Implied Dividends Predict The Tale
Backtesting Basics: Trading SPY Options Based On Contango, Skew and VIX Levels
Risky Dividends: Kohl's Suspends Dividend After Raising It In March, Others Will Follow
Get Ready For A Wild Week Of Earnings
Royal Dutch Shell Cuts Its Dividend For The First time Since 1945
Reuters Article On Options Signals With Matt Amberson
Dividend Suspensions And One Increase, JNJ
Too Quiet? The 2008 Analog For The Market Does Not Look Good With Implied Volatility Falling to 35%
Where Is The Chaos? Expected Earnings Moves By Sector
Dividend Cancelled: Global Markets Face A Wave Of Cuts
Get Ready For A Wild Earnings Season
Dividend Chaos Tracked Intraday In Our Forecast Feed
Navigating This Market With Options Data: The 2008 Model
Reuters Article On Fear Measures: Volatility, Skew and Bid-Ask Spreads with Matt Amberson
Where Were You In 1987 The Last Time The Market Dropped This Far?
Extreme Fear. Is This The Bottom? Charting The Virus With Options Data
Traders Complain About Options Market Width: Here Are The Worst Offenders
New Backtester Introduction
Symbols with High Options Volume Today vs Normal
Long Puts Backtest Using The Optimizer
Which Diagonal Put Spread Strategy Is Right For You?
Is It Best To Value Your Options Using Mid-Point?
How Lorntine Capital uses ORATS Backtesting
VIX Delta Neutral Backtest Using Futures
Earnings Season Report: This Week 3 Has Been Better for Options Owners
Check Options Strategies With Backtesting
Early Results from Q3 Earnings Season: Volatility Sellers Taking The First Week
Important New Data Added To The ORATS API
Talking Hedging, Concentrated Positions and Volatility at Texas Alts in Dallas
Matt Amberson To Speak at AltsTX, Educational Alternative Investment Conference
Is Selling Options Still Worth The Risk? IPS Strategic Capital Cites ORATS Backtesting Data
Pros and Cons of the ORATS Backtester
How To Backtest A Covered Call With A 75 Delta Exposure
Meet Matt Amberson Of ORATS At BattleFin London
Finding The At-The-Money Strike Given Ticker and Trade Date
Smoothing Options Implied Volatilities Using ORATS SMV System
Option Greeks Are The Same For Calls And Puts
Sell Put Spread When VIX Spikes, Exit Based on Max Profit
ORATS Data Used in WSJ Story on Liquidity
Put-Call Skew Dips in Coincidence with Market Rallies
Trading When Implied Is A Specific Amount Over Realized Volatility
Delta Neutral and Other Ways to Delta Hedge in Backtests
South Korea Unusual Options Activity in EWY
Conferences, Investor Days, and Events in Backtests
Using a Mac with our Excel Data API
We Offer 2-Minute Options Market Quotes Snapshots
Accessing Options Data with the Data API Just Got More Efficient
Beginners Guide to the ORATS Data API
Another Big Week for Earn Moves
Real Estate in Trouble? A Put Buyer Thinks So
Why Don't Call and Put Implied Volatilities Match?
An Incredible Earnings Season Draws to a Close
Open Interest Case Study on Dropbox (DBX)
Matt Amberson on the PreMarket Prep Benziga Show
New Backtest Feature: Enter Trades Based on Premium Divided by Strike Difference
The Tale of Two Backtests: Why Aren't Opposite Strategies Absolute Returns Equal?
The Wildest Earnings Week on Record
Nasdaq-100 Stocks with High Options Volume Today
Join Us at the Chicago Traders Expo
What To Do When The VIX Is This Low
How to Backtest a Short Calendar Diagonal Spread
Backtest ‘Non-traditional’ Options Spreads Like a Diagonal Call Ratio
Backtest Exiting an Options Spread with Price Divided by Max Profit
How to Combine Options Strategies to Enter & Exit on the Same Dates in a Backtest
How to Backtest Exiting a Spread When One of the Legs Goes In-The-Money
Nasdaq Features Matt's Article on Backtesting Pitfalls
Lothian Interview: How to get people to trade options
Strike Skew Killer Metrics
Dividend Forecasting Critical Features
Backtester Basics: Defining Specific Trades on Specific Days
Implied Volatility Term Structure's Three Parameters
Optimize Backtesting: Find the Best Way to Trade a Strategy
Backtesting Calendar Spreads Based on IV Contango
Python Access to Our API
Futures Prices Implied from Options Prices for Indexes
VIX Level Trigger in Backtesting
Volatility Skew and Buckets
Modeling the Implied Volatility Surface: Skewness and Kurtosis
Modeling the Implied Volatility Surface Term Structure with Incomplete Options Market Data
Backtesting Basics: Commodities ETFs with Options
Backtests Basics: How to Use Technical Indicators
Backtest Basics: Edit a Backtest
Backtest Basics: Spread Yield to Define Amount Paid or Received on a Trade
Backtester Upgrade: Signals & Stats
List of Currency ETFs and ETNs with Options Traded
Backtest Basics: How to set up the Wheel strategy
What has the KY Derby to do with options?
ORATS Recap: Options Industry Conference 2019
Backtest: Downloading Return Results to Excel
Announcing Vesel & ORATS Volatility Axe Options Report
Matt Amberson Guest Hosts VOLATILITY VIEWS Podcast on Options Insider Radio
Backtest Question: What's the Difference Between Covered Call, Buywrite and Short Call with Married Stock?
Press Release: New Updates to the Backtester
Catch the Entrepreneur Panel at the Options Industry Conference with Matt Amberson
Backtester New Feature: Long & Short Stock Strategies
Historical Options Quotes and Greeks
How to Set Up a Pairs Trading Backtest
Get the ORATS Data API, Quick Start
NEW! Improvements to the Backtester
Our Strongest Signal Indicator, Contango, and Its Relationship to Constant Implied Volatility
How To Find the Best Options in Backtesting
Implied Volatility Term Structure and Interpolated IVs
Congratulations U.S. Options Lifetime Contribution Awards: Saliba, Najarian, May, Schwarz et al.
Backtesting, AI, Machine Learning, and Fitness Functions in Options Explained
How To Calculate Backtest Returns
Options Secrets: The Important Signals from Forward Implied Volatilities
Trouble Ahead for the Market? Signals from the Options Market Say So
Forward Volatility: The Future Is Now
Backtest Weekly Options in SPX
Are You Still Using Close-to-Close Historical Volatility?
Our Special Historical Volatility Calculation at ORATS
The Advisor's Option Podcast
Matt and Jill Malandrino on Nasdaq TradeTalks TV
Dividend Service Details
Dividend Forecasting: Using Implied Dividends
Backtesting and Options Data with Jill Malandrino on TradeTalks
How to Backtest Custom Multi-Leg Options Strategies
Calculate Expected Implied Volatility After Earnings, A Lesson from Mom
Understanding Options: Why Do Calls and Puts Have Different Implied Volatility?
How Much For That Gamma?
Delta Neutral Backtesting, an Example Calculation
Our Most Popular IV is Constant Maturity Implied Volatility. How we calculate it.
Backtesting Using Staggered Trades for Smoother Results
CELG buyout by BMY: What did the options market know?
Option Insider Podcast 74, "Wrap 2018" up on YouTube
The Advisor's Option Podcast "REPLICATING EQUITY EXPOSURE USING OPTIONS"
Backtest Your Own Signals
Surf the IV Implied Volatility Surface
How ORATS Removes Earnings Effect from Implied Volatility
Tesla Options Show Skepticism of Buyout - Reuters Mention
Start Backtesting Options Strategies: A Good Way to Learn
Backtest Multiple Symbols At Once
Planned Wheel Downtime This Saturday Morning
Term Structure of Implied Volatility
Estimating the Implied Volatility After Earnings
Expected Move in Stocks at Earnings
Technical Analysis Using Options Data
NDX Skew Surpasses SPX - Nasdaq 100 Put Buying Continues
Are Investors Turning to QQQs for Protection?
QQQ Puts Get Pricey
Reuters SYMC (-33%) Story Using ORATS Earnings Research
Accessing the Data Supporting the Wall Street Journal Options Liquidity Article
Sign Up For The Premium Earnings Report
The Best Predictors of Earnings Moves
How Options Markets During the Short Vol Crash of 2/5/18 Stack Up Against the Flash Crash of 8/24/15.
Last Week Volatility Cost Options Traders Over a Billion in Slippage.
Going to FIA/SIFMA Asset Management Derivatives Forum?
Earn Move Report: Stocks Announcing Today and Tomorrow Morning
Matt Joins Volatility Views and Backtests the VIX Whale
Can you trade options in your IRA? We discuss on the Advisor's Option podcast
Talking pitfalls: options expirations & Bitcoin
Matt Joins the Options Insider and discusses the Fitness Function for Options Overlays
Canada's Annual Derivatives Conference in 10 Days
Quant World Conference in Toronto in One Week
Co-Hosting: VIX, backtesting and the options environment on the The Options Insider podcast
Matt's Demo Video at Benzinga FinTech Conference
Protecting Your Investments Using Options
Agenda for the FinTech Conference in San Francisco
Women and Options. A Conversation with Carolyn Leonard and The Options Insider
Matt Amberson Guest Co-Hosts Volatility Views on the Options Insider Podcast
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