Historical Earnings Moves
Move Distribution
Straddle Payoff Calculator
Breakeven Move
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Expected P&L (median)
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Win Prob (hist)
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Earnings Statistics
Avg Abs Move—
Median Abs Move—
Max Move—
Min Move—
Up/Down Ratio—
Earnings Count—
IV Crush Analysis
Current IV—
Implied Move—
Post-Earn IV—
IV Crush—
Hist > Implied—
Strategy Signal
Analyze a ticker to see strategy recommendations.
Guide
IV Crush: Implied volatility collapses after earnings as uncertainty resolves. Straddle sellers profit when the actual move is smaller than the implied move. Straddle buyers profit when the stock moves more than the market expects.
Implied Move = Price × IV × √(DTE/365)
For weekly options near earnings, the at-the-money straddle price approximates the expected move.
Implied Move = Price × IV × √(DTE/365)
For weekly options near earnings, the at-the-money straddle price approximates the expected move.