Earnings Straddle Optimizer v2

IV crush analysis · straddle edge scoring · P&L scenarios · NOT financial advice

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Show: — tickers
Upcoming Earnings — Next 14 Days
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Straddle Rankings — Sorted by |Edge|
Ticker Earnings Date Straddle Cost% Exp. Move Hist. Move Edge Strategy Risk
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Ticker Detail
Select a ticker from the
table to view IV history,
crush forecast & P&L scenarios.
Methodology — Straddle edge = historical_actual_move_avg - expected_move_pct. Positive edge indicates the straddle has historically been underpriced (buy signal); negative indicates overpriced (sell signal). IV crush estimate = median post-earnings IV drop from last 8 quarters (fallback: 30% industry rule-of-thumb per Whaley 2009). IV percentile = fraction of 252-day trailing IV readings below current IV. Risk score factors: IV percentile, days-to-earnings, edge magnitude. Tagged [earnings-straddle-v2-2026-06-06-v1]. NOT financial advice. All data subject to model error.