Pre-Earnings IV Expansion

As of April 21, 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 option_ticker_snapshots against earnings_calendar entries in the next 14 days. IV delta = current atm_iv_7d − prior atm_iv_7d (30d fallback). Ranked descending. Min OI 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. The 30-day tenor blends event and post-event vol, diluting the signal.

What does a large positive IV delta mean tactically?

The market is actively pricing MORE event risk into the event expiration than it was yesterday. Interpretations: positioning is loading, or the implied move is being revised higher. Either supports trading the realized move vs implied-premium sellers into the event.

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

Adjacent but not identical. Third-party scans rank by absolute implied move or IV rank. This screener isolates the DAY-OVER-DAY change — catching the moment positioning shifted, not the static list.

What if earnings is rescheduled?

We use the forward-looking earnings_calendar projection from FMP, which reflects the latest known schedule. Rescheduled earnings usually update within 24 hours but can occasionally lag.