get_earnings_iv_plays
Identifies stocks with upcoming earnings and elevated implied volatility to find candidates for short-volatility strategies like iron condors and strangles.
Instructions
Get upcoming earnings with high implied volatility for IV crush strategies.
Identifies stocks reporting earnings in the next N days where options implied volatility is elevated relative to historical volatility. These are candidates for selling iron condors, strangles, or other short-volatility strategies around earnings.
Args: days_ahead: Number of days to look ahead for earnings (default 7, max 14)
Returns: JSON with ranked earnings plays including IV data and crush scores.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days_ahead | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |