TLT Earnings IV Crush Analysis

iShares 20+ Year Treasury Bond ETF — Does TLT historically overprice the post-earnings move?

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[!] EOD Apr 2 (Thu)Data from Apr 2 (Thu). Next update expected after market close.

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Building Earnings Crush Model

We need 8+ earnings events for a reliable IV crush signal. TLT has 3 recorded so far.

For reference, most S&P 500 stocks experience 30–60% IV crush after earnings. Once we have enough TLT data, you'll see exact historical patterns, implied vs actual moves, and a seller edge score.

3 of 8 events collected38%

What is IV Crush?

IV crush is the sharp drop in implied volatility after earnings. Premium sellers can profit when the market consistently overprices the expected move. With enough data, this page shows whether TLT earnings are historically overpriced or underpriced.

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TLT Earnings IV Crush History — 3 Quarters

Quarter	IV Before	IV After	Crush	Implied	Actual
Q1 2026	12.4%	10.2%	-18%	±0.6%	+0.7%
Q4 2024	19.1%	15.4%	-19%	±1.0%	+2.6%
Q1 2021	22.3%	17.5%	-22%	±1.1%	+3.1%

Limited sample (3 events) — not enough for a reliable signal. Need 8+ for statistical significance.

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