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Posted by ORATS Team on 4/10/18 5:41 PM



The Best Predictors of Earnings Moves

Posted by ORATS Team on 2/20/18 10:50 AM

Half way through earnings season, ORATS looks back at the stocks that have already announced and assesses the best signals for identifying excess options returns. Excess returns are the difference between the options market expectation of stock movement after earnings announcement and how much the stock actually moved. We look at the stock price moves after announcement compared to the options straddle price*.


Earn Move Report: Stocks Announcing Today and Tomorrow Morning

Posted by ORATS Team on 1/30/18 1:43 PM

Here is the new Earnings Report that projects the stock price move after earnings announcement based on historical moves.


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