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Ticker Analysis

Get a comprehensive view of a company's options chain, earnings history, time and sales, and technical outlook.

1

Options chain & volatility surface: In addition to the standard options chain, we added a monthly IV graph as a useful visual aid for advanced traders who want to identify outliers in the options chain. See how each individual strike compares across the entire volatility surface. The call and put mid IVs for each strike are overlaid on top of the smoothed IV skew for each expiration. A line through each expirations at-the-money (ATM) IV is drawn to accentuate the overall direction of IV. Highlighted are the highest and lowest slope, IV, confidence, and mwVol (ATM weighted market width in implied volatility terms) of all expirations.

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2

Earnings moves visualized: Powered by a visually stunning representation of implied vs. actual earnings moves, you can view the complete history of the last 12 earnings reports for a company, overlaid with key financials such as PE Ratio, EPS Estimated vs. Actual, and Annual Dividend Yield. Consider doing your own analysis by downloading a table of these results, which includes 19 earnings metrics, such as Inter-Earnings IV and HV.

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3

Time and sales: We look at the raw order flow and detect the largest trades coming through the market. In addition to the strategy and contract size, you can also find the trade amount (in dollars), theoretical edge (compared to our theoretical price), and the contracts / avg. option volume 20d (to see the relative size of the position). You can sort on all of these metrics. Additionally, ORATS presents an intraday chart of dollar delta plus a summary of total premium, total profit, and opening vs. unknown volume. Analyzing these metrics can help you form a well-crafted trading thesis.

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New to this? See the Charting and analysis lesson in ORATS University.

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Ticker Analysis

Top Features Loved by Users

Options chain & volatility surface

In addition to the standard options chain, we added a monthly IV graph as a useful visual aid for advanced traders who want to identify outliers in the options chain. See how each individual strike compares across the entire volatility surface. The call and put mid IVs for each strike are overlaid on top of the smoothed IV skew for each expiration. A line through each expirations at-the-money (ATM) IV is drawn to accentuate the overall direction of IV. Highlighted are the highest and lowest slope, IV, confidence, and mwVol (ATM weighted market width in implied volatility terms) of all expirations.

Earnings moves visualized

Powered by a visually stunning representation of implied vs. actual earnings moves, you can view the complete history of the last 12 earnings reports for a company, overlaid with key financials such as PE Ratio, EPS Estimated vs. Actual, and Annual Dividend Yield. Consider doing your own analysis by downloading a table of these results, which includes 19 earnings metrics, such as Inter-Earnings IV and HV.

Time and sales

We look at the raw order flow and detect the largest trades coming through the market. In addition to the strategy and contract size, you can also find the trade amount (in dollars), theoretical edge (compared to our theoretical price), and the contracts / avg. option volume 20d (to see the relative size of the position). You can sort on all of these metrics. Additionally, ORATS presents an intraday chart of dollar delta plus a summary of total premium, total profit, and opening vs. unknown volume. Analyzing these metrics can help you form a well-crafted trading thesis.

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    - Mikhail
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    - Lauren R.
  • ORATS offers enough to make me a customer for life... The videos and blog entries have been very helpful... The stock scanner templates (particularly the earnings scanner is very useful).
    - Eric
  • I'm loving the new functionality you've given ORATS, especially the screening functionality for spreads
    - Patrick
  • The dashboard is so intuitive, along with the ability of drilling into various segments, command simple requests, etc. It's so easy to decipher feedback and is especially user-friendly for a newbie user.
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  • The stock scanner is the greatest scanner ever made
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  • There is a lot to the platform and it helps to watch someone who understands the nuances use it. The way the various sections of the platform integrate with one another is an elegant feature and the overall presentation of the data returned is very clean.
    - Mark
  • ORATS is fantastic platform! I have used several including ivolatility/Options omega, but nothing comes close to ORATS.
    - Ramesh
  • ORATS is such a robust and well-thought-out tool, every time I use it, I seem to discover something new to explore. Honestly, it makes me feel like a kid in a candy store.
    - Abhesh
  • I've previously used tools like OptionVue and OptionNetExplorer, but I can clearly say that ORATS operates on a completely different level in terms of data depth and usability.
    - Metin
  • I have been learning your screen set up and nomenclature using Otto and I have got to tell you it is by far the best automated help program I have experienced. Excellent job.
    - Joel
  • Otto is great, way more helpful than general AIs like Perplexity as it has way more context!
    - Andrey
  • I love ORATS. You guys do a lot of the heavy lifting with options data and it's the reason why I chose your company.
    - Rahul
  • I am loving the tool so far. This is coming from someone that has been experimenting with Unusual Whales, Quant Data, Predicting Alpha, Barchart.
    - Sharif
  • I used ORATS on the IBKR TWS platform. I loved it and wanted more options for Backtesting so subscribed to your web platform.
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  • Thank you for building ORATS, we use it as a primary data source for our options research.
    - Lalith
  • Thank you for building ORATS. I love the tool and the weekly webinars.
    - Wenjing
  • I am extremely impressed by ORATS! I have been using the AI tool to learn more about the terminology and tools on the website, and it has been very helpful.
    - John
  • Otto has been very helpful (and very good as sales rep!)
    - Nico
  • I really like the new backtester.
    - Zach

FAQ

Ticker Analysis, answered.

What is on the Ticker Analysis page?

Six tabs for one symbol: Trade Builder for the forward chart, Outlook for the technical and volatility read, Options Chain for every strike and the volatility surface, Earnings & News for the announcement history, Time & Sales for today’s prints, and Trade History for what has already traded.

What does the volatility surface view add over a plain chain?

It overlays call and put mid implied volatilities for every strike on top of our smoothed IV skew for that expiration, with a line through each expiration’s at-the-money IV. Outliers are the point: the view highlights the highest and lowest slope, IV, confidence, and at-the-money weighted market width across expirations.

How much earnings history do I get?

The last 12 quarterly reports, charted as implied move against actual move, overlaid with fundamentals like PE ratio, estimated versus actual EPS, and annual dividend yield. The table behind it carries 19 earnings metrics, including inter-earnings implied and historical volatility, and downloads as a file.

What does the Time & Sales tab show?

The large prints crossing the tape right now, grouped into the strategy that traded rather than listed leg by leg. Each print carries its contract count, dollar premium, the fill against our mid and our theoretical value, implied volatility, and the exchange, above an intraday dollar-delta chart and a premium summary that says whether the flow is bought or sold, call- or put-heavy.

Are the numbers live?

Real-time data comes with every Trading Tools subscription, but you have to sign the OPRA and Cboe agreements first. Click the orange “Get live data” link at the top of the dashboard, or go to dashboard.orats.com/live-data. Until then the quotes run 15 minutes behind the market.

Can I get this data over an API?

Yes. The chain, greeks, volatility surface, and earnings history all come from the ORATS Data API, and the tape is the Time & Sales API, tick-level prints back to September 9, 2022 with delta, gamma, implied volatility, and the underlying price on every print. Those are separate API subscriptions; see the Data API page.

What does Ticker Analysis cost?

It is included in ORATS Trading Tools at $99 per month for an individual license ($199 per user per month for a professional license), alongside every other tool on the platform, from the backtesters and scanners to Otto, real-time data, and broker connections. Cancel within 24 hours of signup for an automatic full refund.
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The opinions and ideas presented herein are for informational and educational purposes only and should not be construed to represent trading or investment advice tailored to your investment objectives. You should not rely solely on any content herein and we strongly encourage you to discuss any trades or investments with your broker or investment adviser, prior to execution. None of the information contained herein constitutes a recommendation that any particular security, portfolio, transaction, or investment strategy is suitable for any specific person. Option trading and investing involves risk and is not suitable for all investors. For more information please see our disclaimer.
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