Map the move
Convert straddle cost into a quick expected-range estimate.
Earnings calculator · updated 2026-07-30
Earnings Options Calculator for earnings week
Estimate the implied move, upper and lower breakevens, and a simple IV-crush scenario before the report hits.
Open the earnings calculatorShort answer: the at-the-money straddle gives a rough market-priced move. Your job is to compare that range against your thesis, liquidity, risk, and exit plan.
8%example implied move from an $8 straddle on $100 stock
2breakeven levels to map before the report
IVscenario check for post-earnings repricing
What this site does
Turn earnings volatility into a decision checklist.
Use the calculator, examples, and pre-trade prompts to decide whether an earnings setup is worth further research. This is education, not advice about your account.
Check the crush
Compare current IV to a possible post-report volatility reset.
Plan the exit
Write down target, stop, timing, spread width, and max risk before entry.
Interactive earnings tool
Estimate the earnings move range
Use the at-the-money straddle cost to frame the market's rough move expectation, then compare a possible post-earnings IV reset.
This is a simplified planning estimate, not a pricing model or probability forecast. Option prices can reflect skew, rates, time to expiration, liquidity, dividends, and fast post-earnings repricing.
Primary reading: OIC options pricing overview · OIC long straddle strategy · Investor.gov options overview
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Related lessons and tools on this site
Earnings Options Calculator: Implied Move and Breakeven RangeEarnings Implied Move: What the Straddle Is Telling YouIV Crush After Earnings: What Changes OvernightEarnings Straddle Breakeven Calculator GuideEarnings Options Risk ChecklistEarnings Options Calculator FAQSources and Methodology for Earnings Options Calculator
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