Earnings Volatility Screener
The earnings-volatility screener surfaces tickers with upcoming earnings announcements and elevated implied volatility — the classic setup for IV crush plays. Filter by days-to-earnings (typically 1–7 days), IV rank threshold (usually ≥ 60 for meaningful crush), and delta band. During peak earnings weeks (late January/April/July/October), typical candidates include NVDA, TSLA, META, GOOGL, AMD, PLTR, SHOP, SOFI, COIN, and SNOW — names where IV routinely runs 60–80th percentile heading into the announcement and collapses 30–50% overnight.
Common earnings plays: short strangles or iron condors to harvest the IV premium, credit spreads with a directional bias, or long calendars to isolate vol crush from directional risk. Risk sizing matters more than headline yield — earnings gaps regularly exceed the expected move. See the IV-crush guide for detailed entry/exit rules, or use the expected-move page to size positions against the market-implied move.
Delayed screener for upcoming earnings reports. For each name we compute the expected move from the ATM straddle, an IV rank approximation, an IV crush score, and a recommended strategy (iron condor, strangle, CC, CSP, or long straddle) based on how rich the implied move is vs. historical realized moves.