Option Samurai: Research Any Ticker for Options Trading

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Research (Beta)

We are excited to introduce Research, a dedicated hub for running analyses any stock or ETF before you place a trade.

While the Screener helps you scan the entire market and find opportunities, Research lets you go deeper on a single ticker. Instead of jumping between tools or external websites, everything you need to evaluate a position is now in one place: price history, fundamental data, implied volatility analysis, open interest, the option chain, and a direct path to the Analyzer.

Think of it as your options trading research workstation, built specifically for options traders.

How to Access Research

Research is available in the top navigation bar. Click Research to go directly to the feature and use the Search bar at the top right of any Research page to switch to a different stock or ETF.

Each ticker has its own URL, so you can bookmark specific stocks and jump back to them instantly.

From any Research page, you can also start a new trade directly by clicking the + New Trade button in the top right corner.

The Stock Header

At the top of every Research page you'll find the stock's key information at a glance:

Company name and ticker
Current price with the day's change in dollars and percentage
Three score badges (Fundamental, Growth, Technical): this is the Samurai Stock Score broken down into its three components, each scored from 1-10. These give you an instant read on the quality of the company from multiple angles.
+ New Trade button: opens the trade window pre-loaded with this ticker

Stock Analysis

The Stock Analysis section is the main research panel. It is divided into five sub-sections, accessible from the left sidebar: Price chart, Company profile, Financial Metrics, IV / OI / Volume, and Relevant scans. The page is designed as a single scrollable view: you can work through each area top to bottom, or jump directly to any sub-section by clicking its name in the sidebar.

Price Chart

The price chart gives you a full technical picture of the stock. It supports multiple time frames (1M, 3M, 6M, 1Y, 3Y), and you can set a specific date to see what the chart looked like at any point in the past.

The chart includes several overlays, such as:

Earnings dates - vertical dashed lines mark every past and upcoming earnings event, so you can immediately see how the stock has historically reacted and when the next catalyst is coming
Analyst target price - a horizontal line shows the average analyst price target, along with a probability distribution cone (the implied probability of reaching various price levels by expiration)
Moving averages - short and long-term MAs help you identify the trend
Expected move - the market-implied expected move range, projected forward in time

Below the main price chart, additional panels display technical indicator like MACD, RSI, and more, so you can assess momentum and overbought/oversold conditions without leaving the page.

Click the Overlays button to customize which overlays are visible on the chart.

Company Profile

The Company Profile section gives you the fundamental context you need before trading options on a stock. It includes:

Business description: a summary of what the company does
Key Data panel: Market Cap, Float, Avg Volume, 52-week range, Next Earnings date, and Beta
Management and corporate info: CEO, website, IPO date, headquarters, and employee count

The Next Earnings date is particularly important for options traders, since upcoming earnings directly affect IV and the risk profile of any trade you're considering.

Financial Metrics

The Financial Metrics section shows the company's financials in two views (Quarterly and Yearly) switchable with a toggle at the top right. At the top, bar charts visualize the key financial trends over time (revenue, earnings, or margins), while visually comparing these metrics with the stock price.

Below the charts, a comprehensive table shows all of the fundamental and valuation data that Option Samurai tracks, including: Analyst Recommendation, Dividend Yield, EPS growth (historical and forward), P/E and Forward P/E, P/S, P/B, P/FCF, PEG, Operating Margin, Profit Margin, Debt/Equity ratios, Sales Growth, Return on Equity, and the full Samurai Stock Score breakdown (Fundamental, Growth, Technical). Performance figures (1 month, quarter, half year, year, and YTD) are also included.

This gives you everything you need to assess whether the company underlying your trade is fundamentally sound, without needing to open a separate research tab.

IV / OI / Volume

This sub-section is a snapshot of the options market activity on this stock, organized into three areas:

Option Overview summary: a plain-language sentence summarizing the current IV, IV Rank, today's option volume, and the volume put-call ratio. This gives you a quick, human-readable read of the options market before you dig into the numbers.
Open Interest: shows today's total open interest, split between puts and calls, alongside the 30-day average and the current OI put-call ratio. A contextual label (Normal, High, Low) tells you how today's reading compares to the recent baseline.
Option Volume: shows today's total option volume, split between puts and calls, with the 30-day volume average and the volume put-call ratio. Again, a contextual label helps you interpret the reading at a glance.

Relevant Scans

The final sub-section within Stock Analysis answers a question traders ask constantly: which of my scans does this stock currently match?

Option Samurai runs your saved scans in real time and shows you which ones this ticker is currently triggering. Each matching scan is shown as a card with the scan name, strategy icon, and how recently it was last matched.

An Explore all scans → button takes you directly to the Screener filtered to this stock, so you can see the full list of matching scans and explore trade ideas from there.

This is particularly powerful if you already own a position in a stock: you can instantly see which new strategies Samurai is surfacing for it right now.

Implied Volatility Analysis

The Implied Volatility Analysis page gives you a comprehensive view of the volatility landscape for the stock. For options traders, this is one of the most important pages in Research - it tells you whether options are expensive or cheap relative to history, and what the skew is telling you about market sentiment.

IV Rank and IV - HV

At the top of the page, two headline metrics give you the most important context immediately:

IV Rank: the percentile of current IV relative to the past year (0–100). A low IV Rank means options are relatively cheap; a high IV Rank means they are expensive. Each metric shows a contextual label (Low, Normal, High).
IV - HV: current Implied Volatility minus Historical Volatility. A positive number means the market is pricing in more uncertainty than the stock has historically realized, which is typically a signal that selling premium may have an edge.

IV vs HV Chart

A time-series chart overlays IV and HV over the past year, letting you visually assess whether current IV is elevated or depressed relative to realized volatility, and how stable that spread has been over time. You can adjust the IV delta (the ATM option delta used to calculate IV) and the time window using the controls in the chart header.

IV - HV Difference Chart

A separate chart shows the spread between IV and HV over time. Positive values mean IV is above HV (premium sellers' territory); negative values mean HV is exceeding IV (premium buyers' territory). This helps you identify whether current conditions are historically unusual.

Skew Analysis

The Skew Analysis panel shows the 30-DTE options skew metrics:

Put Skew and Call Skew measure how much the implied volatility of OTM puts and calls differs from ATM IV
Skew Interpretation: a plain-language label (Bearish, Neutral, Bullish) summarizing what the skew is saying about market sentiment

A high put skew means the market is paying a premium for downside protection, which is generally a bearish signal.

Call IV Rank, Put IV Rank, and IV-HV Percentile

Three additional metric cards round out the page:

Call IV Rank: IV Rank calculated using call options only
Put IV Rank: IV Rank calculated using put options only
IV-HV Percentile: the percentile of the current IV-HV spread relative to the past year, telling you how unusual the current premium or discount in IV is

Option Chain (Coming Soon)

The Option Chain page provides a live, enriched option chain. Here, we are focusing not just on raw market data, but on derived metrics that options traders actually need to evaluate trades.

Selecting Expiration and Strikes

Use the Expiration dropdown at the top right to select any available expiration date. The Strikes dropdown lets you filter to show only a subset of strikes (e.g., 10 nearest strikes, 20 nearest strikes, or All) to reduce clutter when the chain is deep.

Chain Columns

Both the Calls and Puts sides display the following columns for each strike:

Bid / Ask / Mid - the current market prices
IV - the implied volatility for that specific option
Δ (Delta) - how much the option price moves per $1 move in the stock
Γ (Gamma) - the rate of change of delta
Θ (Theta) - the daily time decay
OI - open interest
Vol - today's volume
Return - the option's return as a percentage of the current stock price
Annualized Return - the return annualized to a full year, making it easy to compare options across different expirations
Dividend Yield on Strike - the stock's dividend yield expressed relative to the option's strike price, which is useful for evaluating covered calls and cash-secured puts
… and more!

Visual Overlays on the Strike Column

The strike column in the center includes three visual markers that help you contextualize each strike instantly:

Expected Move: a shaded band showing the market-implied expected price range for this expiration
52-week High / Low: markers showing where the 52-week high and low fall relative to the current strikes
Analyst Target: a marker showing where the consensus analyst price target sits in the chain

These overlays make it immediately obvious which strikes are inside or outside the expected move, above or below historical extremes, and how they relate to analyst expectations - without any extra calculation on your part.

Customizing the Chain

Both the Calls and Puts panels have a settings icon that lets you customize which columns are visible, allowing you to tailor the chain view to your trading style.

Open Interest Analysis (Coming Soon)

A dedicated page for deep open interest analysis is under development. It will provide strike-level and expiration-level OI breakdowns, wall detection, and historical OI comparison to help you understand where the market has significant positioning.

Option Volume Analysis (Coming Soon)

A dedicated page for option volume analysis is in development. It will surface unusual volume events, volume by strike and expiration, and comparisons against historical averages.

Find a Trade (Analyzer)

The Find a Trade page integrates the Option Samurai Analyzer directly into the Research workflow. Once you've done your research and have a view on the stock, this is where you translate that view into a specific trade.

You set your scenario (the date you expect a move, the direction (above or below price), and the price level), and click Run. Samurai evaluates all available option structures on this stock and ranks them by how well they fit your scenario.

You can switch among three tabs:

Scenario: run a custom scenario as described above
Saved Scans: run any of your saved screener scans filtered to this ticker
Predefined Scans: browse Option Samurai's library of pre-built scans and apply them to this stock

This makes Research a true end-to-end workflow: you start with analysis, develop a thesis, and end with a ranked list of trades that fit that thesis, all without leaving the page.

For more details on how the Analyzer works, see the Option Analyzer (Stock Scenario) article.

Switching Between Tickers

The Search bar at the top right of every Research page lets you type any ticker and jump to its Research page instantly. Research is designed to make it fast to move between names: you can research multiple stocks in sequence and always return to a ticker by navigating back to its URL or using the browser's history.

Connecting Research to the Rest of Option Samurai

Research is fully integrated with the rest of the platform. From any Research page you can:

Click + New Trade to open the Analyzer pre-loaded with the current ticker and start building a specific trade
Navigate to the Screener via the Explore all scans → link in Relevant Scans to see all the scans in our system
Use Find a Trade to run your saved scans on this specific ticker without touching the Screener

Research is the starting point for stock-specific work; the Screener is the starting point for market-wide scanning. Together they give you both the breadth to find opportunities across the market and the depth to fully evaluate each one before you trade.

Research is currently in Beta. New sections including Open Interest Analysis, Option Volume Analysis, and Premium Analysis are actively being developed and will be released in the coming weeks.

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