Pre-Earnings IV Expansion

As of June 8, 2026 (end-of-day snapshot). Pages update daily after the market close.

Names with earnings scheduled in the next 14 days AND a day-over-day rise in event-week ATM IV. Captures the pre-event premium-loading phase. Uses the 7-day IV tenor when available (closest proxy to event-week vol), falls back to 30-day otherwise.

Top 50 by IV Δ

The live pre-earnings IV expansion leaderboard loads after the page hydrates. Rows are filtered to symbols with earnings in the next 14 days and ranked by day-over-day increase in event-week ATM IV.

Methodology

Joins current and prior daily snapshots against the earnings calendar for the next 14 days. IV delta = current event-week (7-day) ATM IV minus prior, falling back to 30-day ATM IV when 7-day is unavailable. Ranked descending. Eligibility: total open interest ≥ 50,000, spot ≥ $5.

Frequently Asked Questions

Why the 7-day IV tenor?

Event vol concentrates in the option expiration containing the event. For earnings within 14 days, the 7-day ATM tenor is closest to that expiration-week IV; it captures the event-week implied volatility most directly. The 30-day tenor blends event and post-event vol (since 30 days extends well past most earnings reports), diluting the signal substantially. The 7-day IV tracks the focused event premium that gets bid up in the days leading into earnings and crushed afterward, which is what this screener is built to surface. When 7-day IV is unavailable for a name, we fall back to 30-day as a secondary signal.

What does a large positive IV delta mean tactically?

A large positive day-over-day change in event-week IV means the market is actively pricing MORE event risk into the event expiration than it was yesterday. Two non-exclusive interpretations: (1) positioning is loading, fresh buyers of front-week options are bidding up the premium ahead of the event; (2) the implied move is being revised higher because new information (preannouncements, sector moves, peer earnings) is causing the consensus to expect a larger reaction. Either interpretation supports trading the realized move versus implied-premium sellers into the event; both directions of the trade are well-defined from this screener's signal.

Is this the same as "earnings vol scans" elsewhere?

Adjacent but not identical. Third-party earnings vol scans typically rank by absolute implied move or IV rank; they tell you which names have the highest event premium right now in absolute terms. This screener isolates the DAY-OVER-DAY change, catching the moment positioning actively shifted higher rather than presenting a static list of "names with elevated IV before earnings." A name can have a moderate absolute IV but a sharp single-session jump that signals fresh demand; this screener surfaces that flow while the absolute-level scans miss it.

What if earnings is rescheduled?

We use the forward-looking earnings calendar from Financial Modeling Prep (FMP), which reflects the latest known schedule from corporate filings and investor relations announcements. Rescheduled earnings usually update within 24 hours of the change being announced, but can occasionally lag by a session, so a name on the screener whose earnings just got pushed out a week may still appear for one trading day before the calendar catches up. The screener's methodology requires earnings within 14 days to qualify, so any rescheduling outside that window naturally drops the ticker from the leaderboard.

How fresh is the data on this screener?

All public screener data refreshes once per trading day after the 4:00 PM ET market close, typically available by 5:30 PM ET. The platform uses end-of-day OPRA aggregates which are licensed for free public display. Authenticated API-tier users with their own Tradier or tastytrade BYOK credentials can pull intraday data through the streaming endpoints.

Where does the underlying data come from?

End-of-day OPRA aggregates for the options data, exchange-published stock prices for the spot reference, and a calibrated implied-volatility surface computed from the listed chain. Ranking metrics like IV rank, GEX, and unusual-activity counts are computed nightly from these primary inputs. Methodology details are in each screener's "How it's computed" section above.

Are these stocks recommended trades?

No. The screener is a ranked list of names that meet a quantitative filter at the close of the prior trading session, a research starting point, not a buy or sell signal. Whether any name on the list represents a tradeable opportunity depends on the underlying catalyst, your strategy, current market context, and risk tolerance. The platform does not give trade advice; the lists are descriptive, not prescriptive.

How often does the ranking change?

The ranking refreshes every trading day after the close. Names move on and off the list as their underlying metric (IV rank, gamma exposure, volume, etc.) crosses thresholds. Most screeners show meaningful day-over-day churn at the top of the list during active markets and lower turnover during low-volatility regimes. The "biggest change" screeners specifically target fast-moving names.

Is the screener tradeable in real-time during market hours?

The screener itself ranks on end-of-day data. To trade names on the list during market hours, use your own broker's real-time chain data; the platform's per-ticker pages link directly to real-time chains for authenticated users. The screener's job is to surface the universe of candidates that met yesterday's filter; the trade decision uses live data.

Can I export the ranked list?

Pro and API tier users can export rankings via the API (REST endpoint per screener slug returns a JSON list with all metric columns) or pull them programmatically through the Python SDK. Free users have the full ranking visible on the page; programmatic access requires authentication. Daily snapshots are also available for backtesting research through the API tier.