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

“The calm before the storm.” ORATS founder Matt Amberson’s MarketWatch comment gets a closer look in our latest research: SPX options price roughly 50% larger average daily moves for late October and early November. orats.com/blog/spx-options-t…

Search 300M+ options backtests. Match strategies to today’s $VIX, $RSI, and market trend. Combine the strongest candidates into one portfolio, then test whether the higher Sharpe ratio is hiding too much short-premium risk.

A large options trade hits the tape. What strategy was it? Which side was aggressive? How much exposure did it create? Episode 150 shows ORATS reconstructing a 45,000-contract, roughly $11M bearish trade and using Otto to investigate the story behind it.

Find a tested options strategy, match it to today’s market, then customize it. This ORATS tutorial shows how Interactive Brokers users can search 300M+ backtests and move a strategy into the Custom Backtester to adjust entries, exits, targets, and stops.

Technical indicators are now available in the ORATS Stock Scanner. Episode 149 shows how to combine RSI, MACD, moving averages, and custom ratios with options data, then send the results into the Option Scanner.

A packed Big Tech calendar doesn’t necessarily mean the options market is pricing huge moves. Ahead of Apple’s Sept. 9 event, AAPL was near 26% implied volatility, roughly a 1.6% daily move. orats.com/blog/big-tech-sept…

Investing.com used ORATS data to put Apple’s September event into perspective. AAPL was trading near 26% implied volatility, roughly equivalent to a 1.6% daily move, as Big Tech enters a packed September event calendar. investing.com/analysis/from-…

Nvidia reports tonight, and the options market is expecting its quietest earnings reaction in five years. ORATS data cited by @MarketWatch puts the implied move at just 5.4%, the lowest since August 2021. NVDA has moved less than implied after each of its last 8 reports. The market appears to have noticed. orats.com/blog/marketwatch-n…

$280 billion sounds like a massive earnings swing. For $NVDA, volatility expectations are actually falling. Expected move: May earnings: 6.5% Wednesday: ~5.4% Is Nvidia becoming more predictable, or is the options market getting too comfortable? orats.com/blog/nvidia-option…

How long or short is your portfolio really? The ORATS Risk Profile can combine positions, translate exposure into SPY terms, overlay delta and theta, and show how the entire book responds to market moves. Driven By Data Ep. 146

The biggest earnings fireworks usually come later, when smaller companies report. Not this quarter. Week 1 long straddles: +23% Prior 12-quarter avg: -2% AI hyperscalers flipped the usual earnings-season pattern. orats.com/blog/reuters-ai-hy…

30-day IV fell after 97.3% of 1,978 earnings reports, with a median drop of 17.6%. Most of that decline was measurable beforehand as the earnings premium leaving the 30-day window. What remains depends heavily on when you start measuring. orats.com/blog/earnings-vola…

$SPCX options imply a 15.9% move around SpaceX’s first public earnings, near the top of this week’s 131 liquid reporters. The catch: no earnings history, a reused ticker and three events inside the expiry. orats.com/blog/spacex-first-…

Earlier this week, chip options showed little premium for Big Tech earnings. Then $MSFT reported. Five non-reporting suppliers moved a median 12.9% vs. 1.4% for beta-matched controls. Across 70 previous megacap reaction days, the widest gap was 7.4 points. Today: 11.5. orats.com/blog/big-tech-earn…