Earnings Statistics

This is the focus of Optionslam.com since the site created. Each day as we identify stocks that confirm their upcoming Earnings Release date from different sources.

Before Earnings

Once an earning date is confirmed, we begin to track and log important data regarding price, volatility and volume.

We track straddle/spread bid/asking price and use the options cost as the measurement of expected earnings volatility.

Tool: Optionslam.com Upcoming Earnings Filter: Allow members to customize search filters for upcoming earning dates.

On the Earnings Day

Tool: Optionslam.com Earnings Calendar: We track after hour price movement and analyze the price gap.

During the same trading session

We continue to monitoring the straddle/spread prices after the earnings announcement, first at the market open and then right before market close.

We also mark the highest price and lowest price reached during the trading session. Maximum movement is calculated and use this number to rate each stock. Please read here for more details on how rating system works.

Tool: Optionslam.com Straddle Tracking: Members can use this tool to track the straddle/spread ask/bid price.

Until Options Expire

We continue to monitoring price movements until the options expire. We mark the highest price and lowest price point and calculate the maximum movements based on this points. We also calculate the final movements based on the closing price of the last options day.

Tool: Optionslam.com historical earnings: For a complete list of performances for stocks