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By default we display 10 most recent earnings and calculate mean and median of past 10 earnings.
Insider members can adjust the following settings across all sites:
At OptionSlam.com we believe that tracking weekly options pricing provides a more accurate view of IV at binary events such as a company's quarterly earnings release. Our unique approach calculates the seven day Implied Movement for the given stock based on multiple weekly options pricing.
We present Implied Movement over seven calendar day periods. Only stocks that offer weeklies out three or more weeks in advance qualify for tracking.
This indicator allows traders to study volatility changes before and after each earnings announcement providing several strategic opportunities.
For more details, please visit our help topic here.
At OptionSlam.com we make a concerted effort to provide the most accurate Earnings Calendar available by cross checking various sources including newswire feeds, brokerages, exchanges and individual corporate investor relations websites.
Despite our diligent efforts, OptionSlam.com cannot guarantee the accuracy of any earnings date. A wide variety of events can alter scheduled Earnings Release dates.
Because estimated dates come from a variety of sources it is possible for an estimated date to be outside the OptionSlam projected window.
It is up to each trader to verify any data found on our web site and assume all risks associated with using said data.
Weekly Implied Movement Before and After Earnings:
Historical Tracking Available: 3
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