SAMPLE / ILLUSTRATIVE DATA - the implied-volatility term structure requires a paid options feed (not connected). The values shown are illustrative. Do not trade on them.
💥 IV Crush Tracker
Historical earnings IV crush · expected vs realized · drift patterns · --
Avg IV Crush (post-earn)
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Across reporting names
Biggest Crusher
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Beat Expected Move
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Symbols with realized > implied
Drift Edge (3-day)
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% drift in winners
🎯 Earnings Crush Scorecard
#
SYM
IV PRE → POST
CRUSH %
IMPLIED
REALIZED
HISTORY (8q)
STRATEGY
🧠 How to play IV crush
Pre-earnings vol-sell
If realized move historically smaller than implied move + crush ≥50% — sell strangles or iron condors into earnings. Profit from vega bleed + crush.
Post-earnings drift play
Stocks with strong drift edge (winners drift ≥3% over next 3 days) — buy direction in initial reaction. Best for surprise beats with raised guidance.
Avoid: high realized history
Names where realized routinely >1.3× implied (NVDA, TSLA, NFLX historically). Vol-selling = blow-up risk. Better: buy expected-move strangles.