Earnings & Events
Eight years of earnings moves per ticker. Expected vs realised, pre-event IV ramp, post-event IV crush curve, straddle P&L history and seasonality patterns.
No account needed to look · Live market data · Cancel anytime
What is Earnings & Events?
Earnings & Events Earnings & Events analyses historical earnings moves, IV crush patterns, seasonal tendencies and post-earnings drift to help traders price event risk and identify straddle edge.
Why this matters for your trading.
How professional options traders use Earnings & Events to find edge.
Price Earnings Straddles Accurately
Compare the implied move (straddle cost) to the average actual move over 8 years. If the market implies 5% but the stock historically moves 3%, the straddle is overpriced — sell it.
Predict IV Crush Magnitude
The IV crush curve is modelled per ticker. Know how much IV typically drops after earnings so you can size your vega exposure accordingly.
Exploit Seasonal Patterns
Some stocks consistently move more in Q4 earnings than Q2. The seasonality heatmap reveals these patterns for quarterly timing of event trades.
What's inside.
Historical Moves
8 years of earnings moves with beat/miss categorisation
Expected vs Actual
How accurately does the market price earnings moves
IV Crush Curve
Modelled per-ticker post-earnings IV collapse
Seasonality
Quarterly and monthly move patterns
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
When you'd reach for it.
When the implied move consistently exceeds the actual move, sell the earnings straddle for a statistical edge.
Use drift analysis to hold directional positions through earnings when historical data shows continuation.
Common questions, answered.
Traders who use this also use.
Ready to use
Earnings & Events?
Open it on AAPL right now with live data, or start a 7-day trial to run it on all 5,500+ tickers.