Every position you hold through a print is a bet on a distribution you have never looked at. This is that distribution: what the underlying did in the two weeks before the report, on the report, and in the week after it — and what each of those three phases implies for an options seller.
Pick a symbol to narrow every chart and verdict on this page. The aggregate is every reporting symbol pooled.
One histogram per phase, on bins aligned to zero so the shape is comparable. Offsets are trading sessions: T+0 is the session the print lands in.
Each verdict is derived from the numbers in the card beneath it. Change the symbol and the verdict changes with the data, because nothing here is a stored opinion.
The ramp into the print and the crush out of it, which is what a short premium position through the event is actually paid for.
Annualised at-the-money IV divided by the root of the session count is what the chain charges for a typical day. The print is not a typical day, and that difference is the whole reason earnings needs its own distribution.
Concentration is the median gap divided by the symbol's own ordinary session. A high number means the risk on that name is bunched into four dates a year. Click a row to filter the page.
| Symbol | Prints | Ordinary day | Median gap | Concentration | 2x typical | Strike for 95% | Worst gap | IV ramp | IV crush | Pre-print call |
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This is a workflow, not a report. Re-running the same prompt refreshes the data; nothing on this page was hand-assembled.
Commands the prompt runs are in the repository README under "Earnings move analysis".