Alphagbm Earnings Crush

AlphaGBM Earnings IV Panel

Everything you need for earnings week — historical IV crush + forward-looking implied move + IV Rank strategy recommendation + a priced Iron Condor centered on the implied move — in a single API call.

What This Skill Does

| Concept | Description | |---------|-------------| | IV Crush | The sharp drop in implied volatility after an earnings announcement | | Average Crush % | Mean IV decline from pre-earnings peak to post-earnings trough (last 8 quarters) | | Implied Move ±X% | What options are pricing the earnings move to be, derived from ATM IV × √(DTE/365) | | IV Rank | Current ATM IV percentile vs 20-day HV over 2y — drives strategy recommendation | | Strategy Recommendation | IV Rank > 70 → short-IV plays (Iron Condor); < 30 → directional (Long Call/Put); 30-70 → wait | | Iron Condor Quote | Ready-to-trade 4-leg spread with short strikes at ±1× implied move, concrete credit / max profit / max loss / breakevens | | Historical comparison | How implied move compared to actual move across past 8 earnings |

How to Use

Input: A ticker with upcoming or past earnings.

Output:

• Days to next earnings (if scheduled)
• Current stock price + ATM IV + IV Rank
• Implied Move ±X% and ±$Y — most quoted number during earnings season
• Recommendation tag (🔥 short IV / wait / directional) with zh/en copy
• Iron Condor pricing — 4 strikes + credit + max profit + max loss + breakeven bounds (Pro tier)
• Last 8 quarters: pre-earnings IV / post-earnings IV / crush % / actual move / straddle PnL
• Avg crush % and straddle win rate

Example Queries:

• earnings crush AAPL — Full crush history + next earnings IM
• implied move NVDA — What the options are pricing for next earnings
• iron condor for META — Priced-ready short-premium setup
• IV rank MSFT earnings — Strategy tag + recommendation
• should I short premium before TSLA — Recommendation + IC quote
• straddle pnl AMZN last 8 quarters — Historical short-premium win rate

Mock Data

Mock data files are in mock-data/earnings-crush/:

• aapl-crush-history.json — 8 quarters of AAPL crush + implied move + IC
• nvda-crush-history.json — Same for NVDA
• crush-summary.json — Aggregated crush statistics across tickers

API Endpoint

GET /api/options/earnings-crush/{symbol}

Query parameters:

• quarters (int, default 8) — Number of past earnings to analyze
• include_straddle_pnl (bool, default true) — Include straddle P&L simulation
• include_iron_condor (bool, default true) — Include Iron Condor quote (Pro tier in UI)

Response fields (headline numbers):

• next_earnings, days_to_earnings, current_atm_iv, current_stock_price
• implied_move_pct — e.g. 5.1 means market prices ±5.1% move
• iv_rank_pct — 0-100 percentile; feeds recommendation.level
• recommendation — {level: 'high'|'mid'|'low'|'unknown', iv_rank_pct, recommendation_zh, recommendation_en}
• iron_condor — {short_call, long_call, short_put, long_put, credit, max_profit, max_loss, breakeven_up, breakeven_down, wing_width_pct}
• crush_history[], avg_crush_pct, avg_actual_move_pct, straddle_win_rate
• quarters_analyzed, timestamp

Pricing: 1 option-analysis credit per call; cache hits (same symbol/params within 5 min) are free.

Related Skills

| Skill | Relevance | |-------|-----------| | [alphagbm-iv-rank](../alphagbm-iv-rank/) | Current IV percentile — is pre-earnings IV already elevated? | | [alphagbm-options-strategy](../alphagbm-options-strategy/) | Strategy recommendations that factor in earnings timing | | [alphagbm-vol-surface](../alphagbm-vol-surface/) | Term structure kink around earnings expiration |

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Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

• Author: AlphaGBM
• Source: AlphaGBM/skills
• License: MIT
• Homepage: https://www.alphagbm.com/skills

Install and usage instructions live in the source repository linked above.