get_earnings_move_analysis
Analyze stock moves around earnings to detect option mispricing. Review historical moves, expected vs actual, IV crush, and seasonality to decide if a straddle is worth buying.
Instructions
Analyze how a stock moves around earnings and whether options misprice it.
Pick via the analysis argument:
"mispricing" (default): IV rank + VRP + expected-vs-actual history combined into an over/underpriced assessment
"historical_moves": realized post-earnings moves over several horizons
"expected_vs_actual": straddle-implied expected move vs what actually happened
"verdict": combined buy/sell-the-straddle verdict for the next earnings
"seasonality": monthly/quarterly return and volatility seasonality
"post_drift": post-earnings drift statistics over recent quarters
"iv_crush": IV build-up and crush pattern around past earnings
Use this when the user asks whether earnings options are over/underpriced, how a stock usually moves on earnings, or if a straddle is worth buying.
Args: ticker: Stock symbol analysis: One of the seven analysis names above periods: Comma-separated day horizons for historical_moves (default "7,14,21,30")
Returns: The selected earnings analysis payload with a compact summary
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | ||
| periods | No | ||
| analysis | No | mispricing |