Blog
How earnings options are priced, what past earnings moves can and cannot say, and how the two strategies decide. For research and education, not investment advice.
· Both strategies · 5 min read
Before the open or after the close: why earnings timing matters
A report's timing decides which session reacts, which option expiry covers it and which past move counts. How OptionsWave handles each case.
· PEAD · 4 min read
How a PEAD signal is timed: entry, exit and the calendar
How the pead-v1 rule turns an earnings report into an entry date and an exit date, with a worked example on the exchange calendar.
· Volatility play · 5 min read
How OptionsWave picks a candidate, and why most names are a pass
The scanner's steps from the earnings calendar to a candidate or a pass, which stocks it leaves out, and what its first weeks of results show.
· Volatility play · 5 min read
How to calculate the earnings expected move from the straddle
Three ways to read the expected move from option prices, why they give different numbers, and the checks that keep the number honest.
· Volatility play · 5 min read
IV crush: why a right call on the move can still lose
Why an earnings straddle often loses value once the report is out, a worked example with its assumptions, and how to read a past move with that in mind.
· Volatility play · 4 min read
A research checklist before a long straddle on earnings
Ten checks to make before researching an earnings straddle further, from the report time to the quotes, the past moves and the exit.
· PEAD · 5 min read
Post-earnings announcement drift, explained
Why stocks have tended to keep moving after an earnings surprise, what the research found and where it weakened, and how a PEAD model signal is defined.
· Volatility play · 5 min read
Past move versus implied move: what four reports can and cannot say
Why OptionsWave compares the implied move with exactly four past earnings reactions, what that small sample tells you, and where it stops.
· Volatility play · 5 min read
What the implied move tells you before earnings
The implied move is the straddle's price as a share of the stock price. What it measures, what it does not, and how to compare it with past moves.
· Volatility play · 4 min read
Why a stock is missing from the earnings scanner
Most stocks with a coming report are never rated. The checks the earnings scanner runs first, how many stocks each one stops, and what unavailable means.
The weekly earnings brief
Upcoming earnings, dated examples with their inputs, method notes and how earlier examples ended. Free, and you can unsubscribe at any time.