Equity options information at its best.

Backtest, scan, and analyze with the best US equity options data on your time. Whether you’re looking for raw data or need the tools to analyze performance, we can help.

BacktesterData API

Options Data Products

Data you can trust. And lots of it. Get mission-critical options data research backed by exemplary support.

Backtest Scanner

Trade options without risking your capital. Use the most advanced and easy to use backtesting platform available.

GET THE OPTIONS DATA YOU NEED

Perhaps the most important and least appreciated part of backtesting is the underlying options data. We use our decades of experience to apply sophisticated quote cleaning and smoothing algorithms to produce realistic calculations and tests. Indexes like SPX and VIX and weekly expirations are included.

ANALYZE YOUR TRADING STRATEGY

View all your standard statistical financial figures, like Sharpe Ratios, annually and since 2007. Graph your options strategy returns with underlying stock performance. Analyze monthly returns. View and download trades for your strategy. Go back and edit your backtest parameters and review the statistics and trades in seconds.

INTENSIVELY PREPARED DATA

Discover a unique service that meets your needs for accurate, timely, and consistent dividend forecasts and earnings dates information.

Options Data Products

Equity options data give you the ingredients for a successful trading strategy. Use raw data to cook up the perfect strategy for you. You’re the chef in this kitchen.

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Data Products Feature
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Backtest Scanner

The ORATS Wheel suite offers end-to-end strategy development, from backtesting to implementation. Create and maintain a Systematic Rule Based strategy with returnsin line with your investment objectives

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    Backtest, scan & execute

    ORATS offers a completely integrated trading tool. Test your strategy on options back to 2007. Scan on real-time data using the same calculations.
    Learn more about the backtest scanner

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    Easy & Powerful Backtester

    Set up a test in seconds. Get the results from 12 years of data in minutes. Utilize advanced trading concepts like integrated technical indicators, custom ratios of volatility tiggers, exit rules, and combining strategies for unlimited flexibility.
    Learn more about the backtest capabilities

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    Results Statistics

    Important metrics including Sharpe ratio, volatility of returns, win/loss%, max yearly loss, max drawdown, monthly returns and all trades ready for download to CSV.
    Learn more about the backtest results

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    Scanner Integration

    When you are happy that you have found the right strategy for you, press 'Scan' and see the results in the current market.
    Learn more about scanner integration

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Backtest Scanner Feature
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integration partners

Wall Street Horizon
SpiderRock
Quandl
Dash Financial Technologies

Up your options game.

Looking to read more about options trading and data analysis?

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