AlphaGBM Earnings IV Panel
Everything you need for earnings week — historical IV crush + forward-looking implied
move + IV Rank strategy recommendation + a priced Iron Condor centered on the implied
move — in a single API call.
What This Skill Does
| Concept |
Description |
| IV Crush |
The sharp drop in implied volatility after an earnings announcement |
| Average Crush % |
Mean IV decline from pre-earnings peak to post-earnings trough (last 8 quarters) |
| Implied Move ±X% |
What options are pricing the earnings move to be, derived from ATM IV × √(DTE/365) |
| IV Rank |
Current ATM IV percentile vs 20-day HV over 2y — drives strategy recommendation |
| Strategy Recommendation |
IV Rank > 70 → short-IV plays (Iron Condor); < 30 → directional (Long Call/Put); 30-70 → wait |
| Iron Condor Quote |
Ready-to-trade 4-leg spread with short strikes at ±1× implied move, concrete credit / max profit / max loss / breakevens |
| Historical comparison |
How implied move compared to actual move across past 8 earnings |
How to Use
Input: A ticker with upcoming or past earnings.
Output:
- Days to next earnings (if scheduled)
- Current stock price + ATM IV + IV Rank
- Implied Move ±X% and ±$Y — most quoted number during earnings season
- Recommendation tag (🔥 short IV / wait / directional) with zh/en copy
- Iron Condor pricing — 4 strikes + credit + max profit + max loss + breakeven bounds (Pro tier)
- Last 8 quarters: pre-earnings IV / post-earnings IV / crush % / actual move / straddle PnL
- Avg crush % and straddle win rate
Example Queries:
earnings crush AAPL — Full crush history + next earnings IMimplied move NVDA — What the options are pricing for next earningsiron condor for META — Priced-ready short-premium setupIV rank MSFT earnings — Strategy tag + recommendationshould I short premium before TSLA — Recommendation + IC quotestraddle pnl AMZN last 8 quarters — Historical short-premium win rate
Mock Data
Mock data files are in mock-data/earnings-crush/:
aapl-crush-history.json — 8 quarters of AAPL crush + implied move + ICnvda-crush-history.json — Same for NVDAcrush-summary.json — Aggregated crush statistics across tickers
API Endpoint
GET /api/options/earnings-crush/{symbol}
Query parameters:
quarters (int, default 8) — Number of past earnings to analyzeinclude_straddle_pnl (bool, default true) — Include straddle P&L simulationinclude_iron_condor (bool, default true) — Include Iron Condor quote (Pro tier in UI)
Response fields (headline numbers):
next_earnings, days_to_earnings, current_atm_iv, current_stock_priceimplied_move_pct — e.g. 5.1 means market prices ±5.1% moveiv_rank_pct — 0-100 percentile; feeds recommendation.levelrecommendation — {level: 'high'|'mid'|'low'|'unknown', iv_rank_pct, recommendation_zh, recommendation_en}iron_condor — {short_call, long_call, short_put, long_put, credit, max_profit, max_loss, breakeven_up, breakeven_down, wing_width_pct}crush_history[], avg_crush_pct, avg_actual_move_pct, straddle_win_ratequarters_analyzed, timestamp
Pricing: 1 option-analysis credit per call; cache hits (same symbol/params within 5 min) are free.
Related Skills
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1---2name: alphagbm-earnings-crush3description: Full earnings-season IV analysis: historical crush, implied move forecast, IV Rank strategy tag, and a priced Iron Condor quote ready to trade. Triggers: "earnings crush AAPL", "NVDA IV before earnings", "implied move MSFT", "iron condor for META", "IV rank AAPL earnings", "earnings play TSLA", "should I short premium before AMZN earnings", "post-earnings IV drop", "straddle before earnings", "pre-earnings strategy"4---56# AlphaGBM Earnings IV Panel78Everything you need for earnings week — historical IV crush + forward-looking implied9move + IV Rank strategy recommendation + a priced Iron Condor centered on the implied10move — in a single API call.1112## What This Skill Does1314| Concept | Description |15|---------|-------------|16| IV Crush | The sharp drop in implied volatility after an earnings announcement |17| Average Crush % | Mean IV decline from pre-earnings peak to post-earnings trough (last 8 quarters) |18| **Implied Move ±X%** | What options are pricing the earnings move to be, derived from ATM IV × √(DTE/365) |19| **IV Rank** | Current ATM IV percentile vs 20-day HV over 2y — drives strategy recommendation |20| **Strategy Recommendation** | IV Rank > 70 → short-IV plays (Iron Condor); < 30 → directional (Long Call/Put); 30-70 → wait |21| **Iron Condor Quote** | Ready-to-trade 4-leg spread with short strikes at ±1× implied move, concrete credit / max profit / max loss / breakevens |22| Historical comparison | How implied move compared to actual move across past 8 earnings |2324## How to Use2526**Input:** A ticker with upcoming or past earnings.2728**Output:**29- Days to next earnings (if scheduled)30- Current stock price + ATM IV + IV Rank31- **Implied Move ±X% and ±$Y** — most quoted number during earnings season32- **Recommendation tag** (🔥 short IV / wait / directional) with zh/en copy33- **Iron Condor pricing** — 4 strikes + credit + max profit + max loss + breakeven bounds (Pro tier)34- Last 8 quarters: pre-earnings IV / post-earnings IV / crush % / actual move / straddle PnL35- Avg crush % and straddle win rate3637**Example Queries:**38- `earnings crush AAPL` — Full crush history + next earnings IM39- `implied move NVDA` — What the options are pricing for next earnings40- `iron condor for META` — Priced-ready short-premium setup41- `IV rank MSFT earnings` — Strategy tag + recommendation42- `should I short premium before TSLA` — Recommendation + IC quote43- `straddle pnl AMZN last 8 quarters` — Historical short-premium win rate4445## Mock Data4647Mock data files are in `mock-data/earnings-crush/`:48- `aapl-crush-history.json` — 8 quarters of AAPL crush + implied move + IC49- `nvda-crush-history.json` — Same for NVDA50- `crush-summary.json` — Aggregated crush statistics across tickers5152## API Endpoint5354```55GET /api/options/earnings-crush/{symbol}56```5758Query parameters:59- `quarters` (int, default 8) — Number of past earnings to analyze60- `include_straddle_pnl` (bool, default true) — Include straddle P&L simulation61- `include_iron_condor` (bool, default true) — Include Iron Condor quote (Pro tier in UI)6263Response fields (headline numbers):64- `next_earnings`, `days_to_earnings`, `current_atm_iv`, `current_stock_price`65- `implied_move_pct` — e.g. 5.1 means market prices ±5.1% move66- `iv_rank_pct` — 0-100 percentile; feeds `recommendation.level`67- `recommendation` — `{level: 'high'|'mid'|'low'|'unknown', iv_rank_pct, recommendation_zh, recommendation_en}`68- `iron_condor` — `{short_call, long_call, short_put, long_put, credit, max_profit, max_loss, breakeven_up, breakeven_down, wing_width_pct}`69- `crush_history[]`, `avg_crush_pct`, `avg_actual_move_pct`, `straddle_win_rate`70- `quarters_analyzed`, `timestamp`7172Pricing: 1 option-analysis credit per call; cache hits (same symbol/params within 5 min) are free.7374## Related Skills7576| Skill | Relevance |77|-------|-----------|78| [alphagbm-iv-rank](../alphagbm-iv-rank/) | Current IV percentile — is pre-earnings IV already elevated? |79| [alphagbm-options-strategy](../alphagbm-options-strategy/) | Strategy recommendations that factor in earnings timing |80| [alphagbm-vol-surface](../alphagbm-vol-surface/) | Term structure kink around earnings expiration |8182---8384*Powered by [AlphaGBM](https://alphagbm.com) — Real-data options & research intelligence. 10K+ users.*
gabrielmoreira