A detailed assessment of whether an earnings straddle is overpriced relative to historical moves, including the expected IV drop after the report.
The agent identifies the target ticker and the upcoming earnings event. It calls the get_earnings_move_analysis tool to compare the priced event move against the historical average gap, checking the straddle's hit rate and return. It may also call the same tool with the iv_crush parameter to determine the average IV build and drop. The agent verifies the timestamp of the live data to ensure it is current before presenting the verdict and reasons.
- Category: Data and analysis
- Effect: Read-only
- MCP servers: ApexVol Options Analytics MCP (https://koskamo.com/explore/apexvol-options-analytics-mcp)
- Source: Options Prompts for Claude: IV, GEX, Earnings, Flow (https://apexvol.com/mcp/prompts)
- Source quote: "get_earnings_move_analysis (verdict) tool the assistant calls You Is NVDA's earnings straddle overpriced compared with how much the stock usually moves? Comes back The priced event move against the historical average gap, the straddle's hit rate and return, and a signal with reasons."
- Playbook page: https://koskamo.com/explore/use-cases/analyze-earnings-straddle-pricing-and-iv-crush
Prompt: Is NVDA's earnings straddle overpriced compared with how much the stock usually moves? Also, how much does TSLA's IV usually fall after earnings?