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We're building the IV Crush model for CSGP. This requires at least 1 quarter of tracked earnings data to calculate historical crush patterns.
Most S&P 500 stocks see 30–60% IV crush on average after earnings. While we collect CSGP-specific data, explore tickers below with complete models.
Implied volatility (IV) spikes before earnings as uncertainty peaks, then drops sharply once results are announced. This overnight IV drop is called IV crush.
Premium sellers can profit from this pattern by selling options before earnings and buying them back after the crush — but only when the market consistently overprices the expected move.
Learn more about IV Crush →