Earnings Volatility Plays Today
As of 2026-06-11. Upcoming earnings reports with expected move, IV rank, and strategy recommendation. 2026-06-11.
Market overview
Earnings is the canonical IV-crush trade — IV expands going in, collapses post-print. 8 upcoming reports are ranked by IV richness vs historical move size, with a strategy recommendation per ticker.
| Ticker | Earnings | Expected move | Avg historical | IV rank | IV crush | Strategy |
|---|---|---|---|---|---|---|
| 1. NVDA | 2026-08-21 | ±7.8% | 7.8% | 75 | 82 | Iron Condor |
| 2. TSLA | 2026-07-23 | ±7.2% | 7.5% | 70 | 75 | Iron Condor |
| 3. NFLX | 2026-07-17 | ±8.5% | 9.2% | 80 | 78 | Iron Condor |
| 4. COIN | 2026-08-07 | ±10.2% | 10.8% | 88 | 85 | Iron Condor |
| 5. META | 2026-07-29 | ±5.8% | 6.2% | 62 | 68 | Strangle |
| 6. AAPL | 2026-07-30 | ±3.4% | 3.4% | 42 | 52 | Strangle |
| 7. AMZN | 2026-07-31 | ±5.2% | 5.2% | 55 | 60 | Strangle |
| 8. GOOGL | 2026-07-24 | ±4.6% | 4.8% | 50 | 58 | Strangle |
Educational notes
The yields shown are annualized cycle math — they assume successful repetition without assignment at adverse prices, IV crush, or gap moves. Real-world net yields typically run 40-70% of the displayed number after slippage and adverse fills.
Risk commentary
Every options-income position carries assignment risk on adverse moves, gamma risk near expiration, and IV expansion risk if news breaks. Position-size to a fraction of your account, diversify across sectors, and have an exit plan before you enter.
Try it live
- Wheel Strategy Screener — live filterable version of these ranks
- Income Goal Planner — convert your target into a position plan
- Backtest — test these strategies on real historical data
Educational only. Not financial advice. See full disclaimer and methodology.