Earnings Move History
get_earnings_move_historyEarnings move track record: answers "does the options market systematically
over- or under-price this name's earnings moves?" One row per earnings event per
ticker: the pre-earnings ATM straddle price and implied move (% and $), ATM IV,
the realized post-earnings return and absolute move, the over/under-pricing gap
and move ratio, an overpriced flag, EPS estimate vs actual, plus running
per-ticker history stats (events to date, hit rate of straddle overpricing,
average implied vs realized move to date).
Use it before an earnings trade: query ticker to see whether selling or buying
the earnings straddle has historically paid on that name, or screen a date to
review how yesterday's reporters resolved. date is the earnings date.
Requires an Alphanume Pro API key. A 403 PRO_SUBSCRIPTION_REQUIRED or DATE_RANGE_RESTRICTED error means the key's plan does not cover the request -- it does not mean the data is missing.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | Exact date, YYYY-MM-DD. Cannot be combined with the date range parameters. | |
| ticker | No | Ticker symbol filter, e.g. 'AAPL'. Case-insensitive. | |
| date_gt | No | Start of date range, exclusive (YYYY-MM-DD). | |
| date_lt | No | End of date range, exclusive (YYYY-MM-DD). | |
| date_gte | No | Start of date range, inclusive (YYYY-MM-DD). | |
| date_lte | No | End of date range, inclusive (YYYY-MM-DD). | |
| max_rows | No | Maximum data rows to return to the client (applied after the API responds). Default 500. Use 0 for no cap. Prefer narrowing with date/ticker filters over raising this. |