Option Research

Introducing the top 10 tools in your ORATS options trading dashboard - Whether you're a beginner or an experienced trader, these tools will enhance your trading strategy and decision-making process: #options #trading #backtesting #scanning #orats

Nice job Otto!

Most options platforms stop at the chain. ORATS starts with the data model behind it. This episode of Otto walks through how ORATS powers options research from APIs, including SMV-cleaned data, scanners, theoretical pricing, risk tools, and 300M+ pre-calculated backtests.

Most overfitting problems do not show up in the backtest. They show up after. This episode walks through how ORATS uses optimization, autotrading, and trade journal review to test whether a strategy actually holds up. Driven By Data Ep. 124

The question was simple: is this the bottom? The answer was not. This episode looks at one-day historical volatility, vol of vol, and ETF slope ratios to see what the options market is actually signaling right now. Driven By Data Ep. 123

$ORCL a 9.5% implied stock price swing after earnings @optionrats

“Build me a backtest” is now a valid starting point. In Episode 122, Matt shows how ORATS AI translates plain language into backtest inputs, then walks through the part that still matters most: judging the strategy.

IV Rank vs IV Percentile. Outliers matter. Percentile uses distribution. Rank uses extremes. We show how to scan for low IV, build trades, backtest entries, and optimize timing for long volatility strategies. Driven By Data Ep. 121.

Is NVDA Earnings Volatility Underpriced? orats.com/blog/is-nvda-e…

Reuters used ORATS data to report that $NVDA options are pricing the smallest post-earnings move in three years. Here’s the underlying context: Our earnings database shows the current implied move sits near the lower end of recent distributions. Smallest priced move in years. Still meaningful event risk. Full ORATS analysis below. $NVDA reuters.com/business/optio…

$NVDA 5.6% implied move. History 7.6%. Sector ratio flipped from 1.5x to 0.9x. That’s not normal. Read more: orats.com/blog/is-nvda-e…

$NVDA just a 5.6% expected move after earnings tomorrow night.. @optionrats

NVDA earnings analysis using the ORATS Earnings & News tab. Implied vs actual moves. Sector comparison. Volatility context before the report. Driven By Data Ep. 120.

Full breakdown here: orats.com/blog/true-valu…

Most traders say an option is “cheap.” They never define cheap. There are three benchmarks: • Structural • Statistical • Forward If you don’t know which one you’re using, you don’t know what you’re trading.

Two traders look at the same option. One says it’s cheap. One says it’s expensive. They’re both looking at the same price. So, who’s right? It depends on what you’re comparing it to. In the latest Otto Show, we break down how ORATS defines true value using: S% (smoothed edge) D% (distribution edge) F% (forecast edge) Price is a number. Value is a comparison.

Strike relationships, expiration differences, and entry filters all change outcomes. Backtesting the structure matters.

Double calendars are long vega. In Episode 119 of Driven By Data, we walk through how to construct and backtest double calendar spreads, review volatility regime performance, and refine entry timing using the Optimizer.

Dark Mode has arrived on the ORATS Dashboard. Cleaner contrast. Reduced eye strain. Same institutional-grade analytics. Risk profiles, POP, reward/risk, and distribution insights — now easier to analyze during extended trading sessions. Log in and switch it on. #options #optionstrading #volatility