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ORATS has a payoff diagram that can be set up in the options chain or in an options scanner: The distribution behind the payoff picture is actual IV adjusted moves in the underlyer. The D% distribution edge is the expected value of the payoff at expiration. Notice the graph up top has the...

This is a good question. I am checking our method with the developers. A good rule would be to use the ex-earnings IV if the front month expires after earnings. How we would do it: We have the estimated extra IV in each earnings month. For example, since the short expiry in the calendar...

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 SBUX calendar above is doing well, $1 now vs $0.80 cost.

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 their world. The orange line in the graph below is our curve.

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 weeks Starbucks faces several headwinds, and the bar might be low enough come Tuesday night when earnings hit the tape, but resistance on the chart...

Twitter (TWTR) Earnings Report Friday, July 22nd https://blog.orats.com/twitter-twtr-earnings-report-friday-july-22nd Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check out historical earnings information, and find a potential options...

International Business Machines (IBM) Earnings Report Monday, July 18th After Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check out historical earnings information, and find a potential options trade. Read on or watch the video overview...

Morgan Stanley (MS) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check out historical earnings information, and find a potential options trade. Read on or watch the video overview here: . Let's start by running a...

PepsiCo (PEP) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check out historical earnings information, and find a potential options trade. Read on or watch the video overview here: . Let's start by running a scan on...

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 days over the 75 delta calls IV. There is also a heat map of the IV vs the HV forecast and slope (skew forecast) There are trendlines and insider...

With consistent and thorough methods of calculating IV and HV you can see some interesting phenomenon in the market. For example, the put-call skew we call slope is very shallow (bottom red horizontal line below) vs historical right now. I think this is owing to the interest rate plays in the...

Good points. We work hard to utilize historical data, score bid-ask quality, and smooth the volatility surface in order to get quality constant maturity, constant delta IV readings. https://docs.orats.io/datav2-api-guide/core-research.html#the-smile Below are a smattering of SMV Summary data...

Those MC guys are good. We have historical implied volatility data too. Here’s a link to our data API explorer: https://docs.orats.io/data-explorer/index.html If you are looking for historical quotes, the API is not appropriate for that and we would provide access to our FTP for near...

Micron Technology (MU) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check out historical earnings information, and find a potential options trade. Read on or watch the video overview here: . Let's start by running a...

Walgreens Boots Alliance (WBA) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check out historical earnings information, and find a potential options trade. Read on or watch the video overview here: . Let's start by...

Nike (NKE) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check out historical earnings information, and find a potential options trade. Read on or watch the video overview here: . Let's start by running a scan on...

We have SPX (and 5000 other symbols) HV and IV back to 2007.

KB Home (KBH) Earnings Report Welcome to the ORATS earnings report where we scan for companies with upcoming earnings announcements, check out historical earnings information, and find a potential options trade. Let's start by running a scan on earnings reporting this week, which includes the...

We have a new report and video highlighting companies reporting earnings. The report reviews historical earnings information and finds a potential options trade. We appreciate feedback.