Earnings Event Analysis
Trade earnings and events with data-driven confidence. See the market's expected move, compare to historical reactions, and find optimal strategies.
What is Earnings Event Analysis?
Earnings Event Analysis Event Analysis provides tools for trading around earnings and other catalysts by calculating expected moves, analyzing historical patterns, and suggesting appropriate strategies.
The expected move is derived from at-the-money straddle pricing and represents the market's estimate of the likely price range after an event.
Key Features
Expected Move Calculation
See the market-implied price range for upcoming events
Historical Analysis
Compare expected vs actual moves for past 12 earnings
IV Term Structure
Analyze how IV differs before and after the event expiration
Strategy Recommendations
Get strategy ideas based on your earnings outlook
How It Works
Event Detection
Identify upcoming earnings and events from calendar data
Expected Move
Calculate expected move from ATM straddle/strangle pricing
Historical Comparison
Analyze past earnings reactions vs implied expectations
Strategy Analysis
Evaluate which strategies fit the current IV and expected move
Use Cases
Determine if buying straddles is priced attractively
Set strikes based on expected move for earnings iron condors
Sell premium to profit from post-earnings IV collapse
Evaluate risk/reward for directional earnings trades
Frequently Asked Questions
What is the expected move?
The expected move is the market's estimate of how much a stock will move after an event like earnings. It's calculated from at-the-money straddle prices and represents approximately a 68% probability range (one standard deviation).
Should I buy or sell options into earnings?
It depends on whether the expected move is priced fairly. If the stock historically moves less than expected, selling premium (iron condors, strangles) may be profitable. If it moves more, buying straddles can work. Our historical analysis shows past patterns to guide your decision.
Related Features
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