ORATS is a premier options analytics vendor committed to uncovering untapped alpha-generating solutions. ORATS utilizes an advanced, proprietary volatility analysis to produce implied, forecast, and historical volatilities that have been proven to be more accurate market summarizations than those obtained from most commonly available sources.
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Recent Posts

Planned Wheel Downtime This Saturday Morning

Posted by ORATS Team on 8/6/18 12:31 PM

There Will Be a Planned Maintenance for Wheel User Login System Upgrade: Saturday August 11th, 10am EST 


Term Structure of Implied Volatility

Posted by ORATS Team on 7/24/18 10:04 AM

ORATS summarizes the term structure parameters using the implied volatility at-the-money for each expiration. The summarized IV term skew can then be compared to the actual expiration IVs to observe any outlier months and the shape of the term structure can be observed for clues about the up-coming expected movement in the stock.


Estimating the Implied Volatility After Earnings

Posted by ORATS Team on 7/23/18 9:15 PM

ORATS calculates what the implied volatility (IV) may fall to after expiration.


Expected Move in Stocks at Earnings

Posted by ORATS Team on 7/23/18 8:11 PM

ORATS calculates the expected earnings move in stocks based on options prices.


Technical Analysis Using Options Data

Posted by ORATS Team on 7/18/18 3:33 PM

SPY stock price on top of implied and realized volatilities. Do you see any patterns?


NDX Skew Surpasses SPX - Nasdaq 100 Put Buying Continues

Posted by ORATS Team on 7/10/18 11:58 AM

Investors are buying puts in the NDX and pushing up the skew. Skew measures the difference in low strike puts implied volatility vs high strike calls implied volatility.


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