What is an Options Earnings Calendar with IV Data?
An Options Earnings Calendar with IV Data is an advanced trading tool that merges a traditional earnings calendar with real-time options implied volatility metrics. While a standard earnings calendar tells you when companies report, this tool goes further by showing the current at-the-money (ATM) implied volatility, the IV of the nearest post-earnings expiration, and the average historical post-earnings stock move. This combination allows options traders to quickly assess whether the options market is overpricing or underpricing the expected earnings move, giving them a quantitative edge when planning earnings plays.
Implied volatility is a forward-looking measure derived from option prices that reflects the market's expectation of future price movement. Before earnings, IV tends to inflate as traders anticipate a large move. After the announcement, IV typically collapses — a phenomenon known as "IV crush." By comparing the implied move (calculated from the ATM straddle price) to the stock's historical average post-earnings move, traders can determine whether selling premium (if IV is overpriced) or buying premium (if IV is underpriced) offers a statistical advantage.
Why Use Our Options Earnings Calendar?
Earnings + Options in One View
No more switching between an earnings calendar and your options platform. See earnings dates, IV data, and historical moves all in a single, unified table.
ATM IV & Post-Earnings IV
Instantly see the current ATM implied volatility and the IV of the nearest post-earnings expiration. Compare them to gauge IV crush potential and premium levels.
Historical Move Comparison
See the average historical post-earnings move for each stock. When the implied move exceeds the historical average, options may be overpriced — and vice versa.
Powerful Filtering
Filter by date range, sector, market cap, or search for specific tickers. Focus on the earnings events that match your trading style and portfolio.
Identify Underpriced IV
When the implied move is lower than the historical average, buying straddles or strangles before earnings may offer a statistical edge if the stock moves more than expected.
Spot Overpriced IV
When the implied move exceeds the historical average, selling premium via iron condors, short straddles, or credit spreads may be favorable as IV crush works in your favor.
How to Use This Tool
- 1
Select a Date Range
Use the quick date presets (Today, This Week, Next Week) or pick a custom date range to view upcoming earnings events.
- 2
Apply Filters
Narrow results by sector, market cap, or search for a specific ticker. Click "Apply Filters" to fetch earnings data enriched with IV metrics.
- 3
Compare IV vs Historical Moves
Look at the "IV vs Historical" column. Green "Underpriced" labels suggest the market may be underestimating the move; red "Overpriced" labels suggest the opposite.
- 4
Plan Your Earnings Trade
Use the data to decide whether to buy or sell premium. Overpriced IV favors premium sellers (iron condors, credit spreads); underpriced IV favors premium buyers (straddles, strangles).
Understanding Implied Volatility Around Earnings
Implied volatility is one of the most important factors in options pricing, especially around earnings announcements. The options market prices in an "expected move" based on the ATM straddle cost. For example, if a stock trades at $100 and the ATM straddle costs $8, the market implies an 8% move in either direction. If the stock has historically moved only 5% on average after earnings, the straddle may be overpriced — meaning premium sellers have a statistical edge.
Conversely, if the historical average move is 12% but the straddle only implies an 8% move, the options may be underpriced. In this scenario, buying the straddle before earnings could be profitable if the stock moves more than the implied amount. Our tool automates this comparison for every upcoming earnings event, saving you hours of manual research.
Keep in mind that past performance does not guarantee future results. Historical moves provide context, but each earnings report is unique. Always consider the broader market environment, company-specific catalysts, and your own risk tolerance before entering any trade.