Earnings Preview — bpleone / trade

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EPS Estimate

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Revenue Estimate

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Implied Move (synthetic)

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📋 Next Earnings Detail

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Implied move is computed from a synthetic 30-day IV approximation. With Polygon Options data, this becomes the actual front-month straddle / spot — the textbook "implied move" the market is pricing in.

🎯 Analyst Recommendations

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🎯 Strategy Recommendations

🧠 How to play earnings

Implied vs Realized

Compare straddle-implied move to typical realized move. If implied > realized historically, sell premium (iron condor / calendar). If implied < realized, buy premium (long strangle).

IV Crush

Front-month IV typically drops 30-50% after the print regardless of direction. Premium sellers profit; premium buyers need a move larger than implied to overcome the crush.

Catalyst Risk

After-hours liquidity is thin. Spreads widen. Never use market orders into earnings. If your structure is naked, max loss can multiply 3-5× the max gain.