K Kust Feb 5, 2023 #41 The ex-earnigns IV is what you should be calculating a percentile on. You should also look separately at the implied earnings move for the stock. Since there are two moving parts you should try to look at them separately. More... It looks too complicated. Also, data access is a problem.
The ex-earnigns IV is what you should be calculating a percentile on. You should also look separately at the implied earnings move for the stock. Since there are two moving parts you should try to look at them separately. More... It looks too complicated. Also, data access is a problem.
Matt_ORATS Sponsor Feb 5, 2023 #42 We have all the data and even have an Excel interface, Stock Scanner, and Option Scanner with all this built in.
We have all the data and even have an Excel interface, Stock Scanner, and Option Scanner with all this built in.
