Historical Snapshots
Load historical chain snapshots, compare before vs after events, and animate the chain's evolution over time. Pre-built presets for pre-earnings, post-earnings and FOMC.
What is Historical Snapshots?
Historical Snapshots Historical Snapshots lets you view the complete option chain (strikes, Greeks, IV, volume) at any historical date, compare two points in time side by side, and animate the chain's evolution.
Why This Matters for Your Trading
How professional options traders use Historical Snapshots to find edge.
Backtest Your Thesis
See exactly what the chain looked like at any point in the past. Would your iron condor have worked last earnings? Load the pre-earnings snapshot and check.
Study Event Impact
Compare chains before and after earnings, FOMC or CPI to see how IV, Greeks and pricing changed. Build a mental model of event impact for future trades.
Animate Evolution
The timeline view shows how the chain evolved day by day. Watch IV build into earnings, see gamma concentrate near expiry, observe theta acceleration.
See It in Action
Date and time picker with quick presets for common event comparisons
Side-by-side before/after comparison showing how Greeks and IV changed
Key Features
Date & Time Picker
Select any historical date with EOD or intraday snapshots
Quick Presets
Yesterday, Last Week, Pre-Earnings, Post-Earnings, 1 Month Ago
Before/After Comparison
Side-by-side chain at two different dates
Intraday Timeline
Animate chain evolution throughout a session
How It Works
Select ticker
Enter any US stock or ETF
Review data
Analyse the key metrics and charts
Identify signal
Find the actionable insight
Execute
Use the signal to inform your trade
Use Cases
After a trade, load the entry and exit date snapshots to review what changed and refine your process.
Compare pre and post-FOMC chains to understand how rate decisions affect vol surface shape for your key tickers.
Frequently Asked Questions
How far back can I go?
Historical data availability depends on the ticker and ORATS coverage. Most large-cap stocks have chain data going back several years.
Can I compare two dates?
Yes. The Before/After Comparison tab loads two snapshots side by side, showing changes in price, IV, Greeks and volume for every strike.
Related Features
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