ThetaData options data
verified Best Options Report
Daily options intelligence without raw chain noise.
BOR turns a large options universe into ranked, readable opportunity sets: bullish pressure, bearish pressure, cheap volatility, expensive volatility, efficient premium, and earnings-aware watchlists.
Cadence weekday pre-market
Target lens ≈45 DTE
Surface delta-normalized
Gate liquidity first
Delivery surfaces
One report, two operating channels.
BOR moves through the channels people actually use: a web surface, an email report, and Discord delivery for daily review, discussion, and follow-up.
Discord report
Image-first summary posted to the IntraAlpha research room for fast scanning and discussion.
Email report
SendGrid-delivered briefing with the same ranked sections, definitions, and approval trail.
Site preview
Public explanation of the method, sample structure, and conversion path without exposing raw option prices.
Report method
The useful part is the abstraction.
BOR should not ask a reader to stare at thousands of contract rows. It compresses the surface into comparable buckets, ranks the results, then leaves a clear trail for the human research workflow.
Universe build
Pull the weekly-optionable stock universe and remove names that fail minimum data quality.
Delta abstraction
Map live option chains into comparable delta buckets before anything becomes a recommendation surface.
Podium ranking
Score direction, volatility premium, efficiency, beta, earnings distance, and report-specific filters.
Human approval
Post a Discord image set for review before the SendGrid email is distributed.
Report sections
The daily menu.
Each section is a lens. Together they become the morning scan: what is moving, where premium looks distorted, and where liquidity makes the signal usable.
Most Bullish
directional strength versus the report universe
Most Bearish
directional weakness versus the report universe
Cheap Calls
upside volatility trading below its own realized context
Cheap Puts
downside protection trading below its own realized context
Expensive Calls
upside premium stretched versus realized movement
Expensive Puts
downside premium stretched versus realized movement
Highest Premium
largest volatility premium pockets after liquidity gates
Most Efficient
cleanest bid/ask capture for report execution research
Upcoming Earnings
names where the event clock matters before acting
Subscribe
Get the Best Options Report.
Create an account to receive the report, follow daily market context, and keep the options surface close without staring at a raw chain all morning.
Research terminal
Internal SPY delta workspace.
The existing draggable BOR workspace remains available here for local/internal use while the public report page becomes the conversion and explanation surface.