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I'm not worried about our options backtester, yet.

Please join us on Monday, March 25th at 12:30pm EST for a live webinar as we celebrate the launch of our new tools. We're excited to announce our TradeStation broker connection, which lets you submit orders and manage positions directly from your ORATS Dashboard! Connect to your TradeStation...

Yes, here's a graph of the stock and implied earnings move for the last four days. The high was an implied move of 7% now it's down to 6%. https://gyazo.com/acea3afc1648ce037044dbceb8662f10 Here's a 12 quarter history of earnings. Average move 11.4%. When those green and red dots are outside...

We have US equity options information but no futures options. We have data for each strike so you can add up the expirations if you wish. Just added: A time and sales break down. Here's QQQ, opened up and saw a bunch of short deltas from options this morning...

At the time this was snapped there were no options that had any delta >0 or <100 for the Jan 19th expirations. The dots represent actual strikes with the cyan = call mid IV and purple = put mid IV.

We use a type of graphics mathematical fit after using a modified cubic spline. See the orange line in the graph below. It is important to use delta as the x-axis. This makes the parameters comparable to other stocks. We calculate a slope and derivative for each expiration and a confidence...

ORATS has IV, interest rates, hard to borrow rates, greeks and dividend yields. You need to know this in order to run a solid backtest. We also run millions of backtests using our data.

They have Forward Conversions and we have to modify risk reversals. They have Quantcha Volatility Rating™, Quantcha Earnings Crush Rate™, or Quantcha Option Liquidity Rating™ and ORATS has forecasts, ex-earnings vols, and confidence that do similar things. We can trade through brokers like...

Yes, you can do that in the Options Scanner using the Stock Scanner for stocks. However, you have to understand hard-to-borrow. For example, this trade only makes sense if what you are being charged to short ZIM is less than you make on the trade. One way to do this is to find what the rates are...

ZIM is probably hard-to-borrow as Dest warned. Here's our Monies endpoint that solves for residual yield to line up the calls and the puts. The confidence reflects how many options there are in the expiration and wide the markets are. Your expiry, Jan 19th has an implied borrow of 13%...

He is solid. Here's a show that we were on together a week ago. OptionsInsiderShowOnCoveredCalls And for good measure, a show with Andrew Giovinazzi from Option Pit as AJacobson mentioned OptionsInsiderVolatilityViews Also solid. I stood next to him on the Cboe floor as market makers for a few...

Yes, with our TradeHistory tab in our Dashboard you can track a spread with up to four legs each minute. You can even view expired options historically this way. Below, a little hard to see, is a SPY long call spread 477 / 480 expiring Jan 19th. The current vol of the spread is 10.2% the high...

Here's Chevron CVX trading about $150, a 20 IV stock, 23 DTE. The vega graph is the bottom one. You can see that vega starts positive due to the 155 strike's vega being larger than 2x 160 strike. As the stock price moves up the 160 has more effect...

Here's a pic of our Trade Analysis sidebar with a delta, gamma, theta and vega chart. https://gyazo.com/e24d963f9035135dcc89d56c1949cb7f

The biggest thing I see is the skew or what we call slope. It is the bottom chart below: https://gyazo.com/e7162e95a6d504ebee3d1719349e512e Notice how low it is in a graph that spans back to 2007. My take: It is the effect of the 0DTE where market makers no longer are stuck in the systematic...

Here's how we present it: https://gyazo.com/c940d165255678f37ceafdf5f9c11d4a And then look at constant maturity at different delta levels. Bottom right is the term structure picture. https://gyazo.com/2d708cd699b3511030d678bf83ba4c5e

Earnings and dividends are separate. These subscriptions are delivered FTP and are not in the API. We do have historical earnings dates in the API, in the Earnings Core.

We offer these dividends and earnings but they are not cheap. Traders typically pay $1500 for these feeds. Retail is $199/ month for dividends and $299 for earnings dates. We partner with Wall St Horizon and they control the lowest we can offer these products. We have historical dividend and...

ORATS has options data at a fair price with an ET discount. https://orats.com/elitetrader

Thanks for the kind words, Quanto I have found it very difficult to do the research, software development, and manage and trade at the same time. Maybe in the future. ORATS does trade out data for research work sometimes if you are interested let me know.