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452 to avoid · 490 ranked total
Selling premium into earnings only works when the market consistently overprices the actual move. This screener ranks every active ticker by three forensic numbers: seller win rate (how often actual moves stayed within the ATM straddle breakeven), average IV crush (how much front-month implied vol drops T+1 after earnings), and the implied-to-actual ratio (whether the market priced earnings risk too high or too low). All three are computed from the last 8–12 historical earnings events for each ticker — minimum sample size enforced.
Edge score weights win rate (40%), crush magnitude (20%), overpricing degree (30%), and sample-quality bonus (10%) into a single 0-to-100 number — but every component is shown so you audit the call yourself. Tickers with strong edge (NVDA-style) are real premium-seller candidates; underpriced verdicts (TTD-style) signal earnings regularly surprise beyond implied — short premium gets run over. Filter by sector and days to earnings to find the setups that fit your week.
Treat this as a starting point, not a trade signal. Historical edge does not guarantee the next quarter — sample sizes are 8–12 events, regime shifts (rate cycles, sector rotations, post-IPO years) can break old patterns, and a single tail move can erase years of small wins. Always check the per-ticker page for recent quarter-by-quarter detail before sizing a position, prefer defined-risk structures (spreads, iron condors) when actual moves are large, and respect that upcoming earnings timing matters as much as raw rank — a top edge score with no event for 60 days is not the same trade as one reporting next week.
| # | Ticker | Sector | Edge | Win rate | Avg crush | I/A ratio | Sample | Earnings | Verdict |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ALGN | Health Care | 50 | 58% | 50% | 0.46× | 12q | — | Underpriced |
| 2 | ALB | Materials | 49 | 58% | 21% | 1.30× | 12q | — | Mild edge |
| 3 | CVS | Health Care | 49 | 58% | 46% | 0.48× | 12q | — | Underpriced |
| 4 | ABNB | Consumer Discretionary | 47 | 50% | 51% | 0.62× | 12q | — | Underpriced |
| 5 | NWSA | Communication Services | 47 | 50% | 51% | 0.73× | 12q | — | Fair |
| 6 | CRWD | Information Technology | 46 | 50% | 47% | 0.73× | 12q | — | Fair |
| 7 | FDX | Industrials | 46 | 42% | 56% | 0.47× | 12q | — | Underpriced |
| 8 | ROST | Consumer Discretionary | 45 | 42% | 56% | 0.65× | 12q | — | Underpriced |
| 9 | HLT | Consumer Discretionary | 45 | 67% | 25% | 0.87× | 12q | — | Fair |
| 10 | WYNN | Consumer Discretionary | 45 | 58% | 34% | 0.66× | 12q | — | Underpriced |
Including 3 tickers with strong-or-moderate edge right now.
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For each historical earnings event, we record the ATM IV one trading day before earnings (T-1) and one trading day after (T+1). The ratio drives the crush figure. We compare the actual stock move against the ATM straddle breakeven priced from pre-earnings IV — if actual move stayed inside breakeven, the short-premium seller won that event. Average win rate, average crush, and the average implied/actual ratio across the last 8–12 events become the edge components.
Tickers with fewer than 8 quarters of usable data are excluded from the ranking — sample size matters. Most US issuers report after-market-close, so we sample IV at T-1 and T+1 (not T+0) to avoid mixing pre- and post-event readings. Cross-link to the full scanner for non-event metrics.
A stock is a good earnings premium-selling candidate when the options market consistently overprices the actual move around its earnings reports. The three signals that matter are: (1) a seller win rate above 60% across 8+ historical events, (2) a meaningful IV crush (often 30%+ between T-1 and T+1), and (3) an implied-to-actual ratio above 1.0 — meaning the priced-in straddle was wider than the realized stock move. NVDA, AAPL and many large-cap names hit all three; high-beta growth names with frequent surprises (TTD-style) often fail #3.
The edge score combines four components on a 0-to-100 scale: win rate (40% weight), average IV crush capped at 60% (20%), overpricing degree from the implied-to-actual ratio above 1.0 (30%), and a small sample-quality bonus from the number of quarters available (10%). The formula is transparent and every component is visible on hover so you can audit the call. Negative crush events and underpriced ratios contribute zero to their components — the score never rewards setups that historically lose.
The default screener filters to tickers with earnings within the next 90 days. If you toggle Show all ranked names, you see the historical leaders regardless of upcoming-event timing. A high-edge ticker with no event for 60+ days is a watchlist candidate — not a trade right now — but useful when you want to plan months ahead or compare structural edge across the universe rather than just the next reporting window.
Educational analysis — not investment advice. VolRadar surfaces options market data and signals; all trading decisions are your own. See our full disclaimer.
The implied move is what the options market priced in before earnings — derived from the ATM straddle, expressed as the breakeven percentage move (using the formula IV × √(2 / 252π) on iv_10d). The actual move is the realized one-day stock change from T-1 close to T+1 close. The implied-to-actual ratio compares the two. Above 1.0 means options overpriced the move (short premium wins on average). Below 1.0 means actual moves regularly exceed implied (short premium loses).
Primarily, yes — it ranks stocks by historical premium-seller edge through earnings. But the same data informs the opposite trade: tickers with low win rates and ratios under 0.7 are flagged as historically underpriced, which means buying earnings volatility (long straddles or strangles) has historically been the better side. The screener tells you which side of the trade history rewards. Sizing, structure, and current IV regime are still your call.