Earnings Option Opportunities builds a near-term earnings universe for one selected market, narrows it by liquidity and event quality, compares implied and historical volatility, and maps the strongest candidates to defined-risk strategies with explicit catalysts and failure conditions.
更新于—
内置技能
Driven
内置技能
The workflow starts with companies in one selected market reporting over the next 14 days and records the confirmed timing of each event. It narrows the pool to a manageable shortlist before requesting deeper option data, keeping the analysis efficient without losing the breadth of the calendar.
Candidates must have usable expirations, strikes, bid/ask markets, volume, and open interest. Wide or missing markets are treated as a hard execution warning, not papered over by theoretical pricing.
Current ATM implied volatility, the provider-reported historical-volatility reference, and the market-implied move are compared to identify potentially expensive or underpriced event premium. The historical-volatility lookback is treated as unspecified.
Only the strongest one or two fully supported candidates receive strategy cards. Each card explains why the structure fits, the legs and expiration, indicative economics, maximum risk, break-evens, catalyst, and the conditions that invalidate the thesis.