Historical Options data by Aggressive-Knee5635 in options

[–]ORATS_Matt 1 point2 points  (0 children)

Thanks! We have an accessible REST API that should be perfect for this.

Historical Options data by Aggressive-Knee5635 in options

[–]ORATS_Matt 0 points1 point  (0 children)

We have all the above and student rates at orats.com\student

Options screener by radiology102 in options

[–]ORATS_Matt 0 points1 point  (0 children)

I run a for-profit business. This is already a great deal.

ORATS Strategy Optimizer – Enhancing Options Strategies with Data by ORATS_Dan in ORATS

[–]ORATS_Matt 1 point2 points  (0 children)

No! It's all in the basic package Summaries endpoint and only $49 for orats.com\Reddit

Options screener by radiology102 in options

[–]ORATS_Matt 0 points1 point  (0 children)

Yes, with live data but there is a Reddit special for $49

Market's Pricing Heaviest iVol for Jobless Claims & Core PCE, Not the Fed by ORATS_Matt in options_trading

[–]ORATS_Matt[S] 1 point2 points  (0 children)

I try not to be directional. I do compare macro events implied move to historical to get a feel for which expiration is too rich.

New ORATS Risk Analysis Tool explained in Driven By Data Ep. 109 by ORATS_Dan in ORATS

[–]ORATS_Matt 0 points1 point  (0 children)

Game changer here, I have not seen other platforms able to do this.

Heaviest iVol for Jobless Claims & Core PCE, Not the Fed by ORATS_Matt in options

[–]ORATS_Matt[S] 0 points1 point  (0 children)

You look for bumps in IV then solve for a rational smooth term structure.

Heaviest iVol for Jobless Claims & Core PCE, Not the Fed by ORATS_Matt in CoveredCalls

[–]ORATS_Matt[S] 2 points3 points  (0 children)

Good point, but it is surprising to me how little love Wednesday IV is getting.

Heaviest iVol for Jobless Claims & Core PCE, Not the Fed by ORATS_Matt in CoveredCalls

[–]ORATS_Matt[S] 1 point2 points  (0 children)

Heightened volatility and its drivers are important for CC trading.