Advanced earnings insight at the tip of your fingers.

Discover new trades, perfect your strategy, or hedge your portfolio with our new take towards analyzing earnings data.

Companies will report earnings this week.

We've found

option trades for them.

Actionable Insight

Incorporate our data into a multitude of strategies, ranging from daily trades to risk migitation.

Up-to-Date Prices

Our data is calculated with real, up-to-date option prices and augmented with historical data.

Straightforward Data

Everything is easy to understand - no need for advanced knowledge of probabilty or statistics.

How EarningsViz works:

1st

The historical earnings moves for a stock are compiled, providing a baseline distribution of how the stock has moved in past earnings.

2nd

Live option prices are used to calculate how the market currently prices the earnings move.

3rd

We compare what the market currently thinks with what's occured in the past - to show you whether a trade has an edge.

Example:

SPLK | Splunk Inc

Current Price: 129.6

Total events analyzed: 28

{{heading.name}}
{{posPercentData[heading.value]}} {{(posPercentData.percentDif*100).toFixed(2)}}%
{{fairPercentData[heading.value]}} {{(fairPercentData.percentDif*100).toFixed(2)}}%
{{negPercentData[heading.value]}} {{(negPercentData.percentDif*100).toFixed(2)}}%

This data was gathered the week of SPLK earnings. The methodology is as follows:

  1. When we sell a vertical spread, we recieve both a defined estimated credit and maximum risk.
  2. Using these numbers, we can calculate what the current market predicts a stock will move, which is the "evZeroVal".
  3. At the same time, we have historical data that demonstrates how the stock has moved in the past, giving us the "actual" value.
  4. By dividing the "evZeroVal" by the "actual" value, we now have a calculated edge for selling the option.
a

Let's say we theoretically sold each spread during previous 28 SPLK earnings:

By selling the {{data.baseStrike}} - {{data.nextStrike}} spread with an edge of {{data.edge}}, we would have {{data.times}} losing trades. Our total profit after all the earnings would be:
{{data.estCredit}} x {{28-data.times}} - {{data.maxRisk}} x {{data.times}} = {{(data.estCredit*(28-data.times) - data.maxRisk*data.times).toFixed(2)}} total P/L.

The edge calculation makes it easy to identify potential trades - gain insight in where the market is mispricing risk.

Vertical spreads only scratch the surface of how you can benefit from understanding our earnings data - that's why we provide you with plenty of resources in our knowledge base.

No matter if you're an active trader or seeking to migitate risk around earnings - save hours of research and calculations and start making smarter trades today!

EarningsViz Free

Free/month

Selected company data shown every week, with partial access to platform features, including knowledge base. Great way to get started with EarningsViz.

Currently, everything is free as the site is in beta.

EarningsViz Basic

$49.99/month

Coming Soon

Full access to all the following features:

  • Advanced Options Pricing Models
  • Earnings Trade Screener
  • Historical Earnings Dates

Data includes over 500 optionable companies!