Scan the upcoming earnings calendar — every reporter for the next 4 weeks with its options-implied expected move — or type any ticker for its full analyzer (implied vs actual move, EPS history, cheap-or-rich edge).
Each ticker page shows the options-implied expected move for the upcoming report and compares it to how the stock has actually moved over its last several earnings. When a stock consistently moves less than implied, the straddle is rich — an edge for premium sellers. When it moves more, the options are cheap — an edge for premium buyers. You also get the EPS beat rate and the historical reaction table.
Data-driven positioning, not a prediction of direction — earnings are binary events. Educational, not financial advice.
The expected (implied) move is the size of the post-earnings swing the options market is pricing in, derived from the at-the-money straddle. It's the market's one-standard-deviation estimate — not a prediction of direction.
Compare the implied move to how the stock has actually moved on its last several reports. If a stock consistently moves less than implied, the straddle is 'rich' (favoring premium sellers); if it moves more, it's 'cheap' (favoring premium buyers). Each ticker page shows this realized-vs-implied ratio.
No — earnings are binary events and any print can gap either way on the numbers plus guidance. What you can measure is the edge: whether the options are mispriced vs how the stock typically reacts, the EPS beat rate, and the historical drift. That's positioning, not prediction.
The premium earnings board ranks every upcoming report by the biggest realized-vs-implied mispricing — where the options are wrong vs how the stock actually moves — with the play on each.
