Historical Moves, IV Crush & Straddle P&L
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 at it on AAPL. Live market data on every plan, and you can cancel any time.
The screen
What the module
actually shows.
A real capture, not a mockup. Click it to enlarge, then open the same screen live on AAPL.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
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.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
Inside the module
Every panel,
and its job.
What the screen opens with, part by part.
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
Why it matters
What this buys you
on the desk.
How traders read Earnings & Events when they are looking for an edge worth taking.
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.
How it works
From a ticker
to a decision.
The order the screen expects you to work in.
-
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
When you would
reach for it.
- Straddle Selling
- When the implied move consistently exceeds the actual move, sell the earnings straddle for a statistical edge.
- Post-Earnings Drift
- Use drift analysis to hold directional positions through earnings when historical data shows continuation.
Questions
What people ask
about this screen.
How far back does the data go?
Up to 8 years of quarterly earnings data per ticker, including EPS estimates, actual results, stock moves, IV levels before and after, and straddle P&L.
What is post-earnings drift?
The tendency for stocks to continue moving in the same direction for days or weeks after an earnings surprise. The drift tab quantifies this with win rates and average drift magnitude.
Keep reading
What traders open
next to this.
Earnings Straddle Analyzer Read the guide
Earnings History Read the guide
IV Intelligence Read the guide
Read next
Run it, do not just read it
You have read the screen.
Now run it.
Earnings & Events is one pane of the Terminal, and it opens on AAPL without an account. Every plan points the same module at the other 5,500 tickers.
Real market data, not a sandbox. Open Earnings & Events on AAPL.