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AAPL
$333.00
Price
$333.00
IV (30d)
29.7%
IV (60d)
28.3%
Term Slope 30→60
-1.4 pts
Earnings — implied vs realized
What the pre-earnings ATM straddle priced in vs how far the stock actually moved. A beat rate above 50% means the stock tends to move more than the options imply.Next Earnings
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Avg Implied
4.1%
Avg Realized (abs)
2.7%
Beat Rate
25%
Avg IV Crush
-7.0 pts
Short-straddle harvest backtest
Sell the ATM straddle the day before earnings, cover the day after — over 16 events. Predicting Alpha shows the mid column; the right column is what you'd actually keep. Using realistic defaults (mid + 50% spread, $0.65/contract).AT MID (PA view)
$211 /straddle
Win rate 75%NET OF COST
$148 /straddle
Win rate 75%COST DRAG
-$63 /straddle
spread + commissionRANGE
Per-event ledger
| Date | Timing | Implied | Realized | IV Before→After | Crush | P&L Mid | P&L Net |
|---|---|---|---|---|---|---|---|
| 30 Apr 2026 | AMC | ±3.8% | +3.2% | 30→24% | -6.1 | $132 | $52 |
| 29 Jan 2026 | AMC | ±4.5% | +0.5% | 34→25% | -9.1 | $672 | $362 |
| 30 Oct 2025 | AMC | ±3.4% | -0.4% | 27→23% | -3.8 | $450 | $387 |
| 31 Jul 2025 | AMC | ±4.4% | -2.5% | 34→29% | -4.6 | $332 | $294 |
| 01 May 2025 | AMC | ±4.4% | -3.7% | 34→30% | -4.4 | $249 | $201 |
| 30 Jan 2025 | AMC | ±4.2% | -0.7% | 30→23% | -6.8 | $509 | $465 |
| 31 Oct 2024 | AMC | ±3.9% | -1.3% | 32→25% | -7.3 | $473 | $408 |
| 01 Aug 2024 | AMC | ±4.3% | +0.7% | 31→28% | -3.0 | $293 | $175 |
| 02 May 2024 | AMC | ±3.8% | +6.0% | 29→18% | -10.5 | -$304 | -$344 |
| 01 Feb 2024 | AMC | ±3.5% | -0.5% | 27→20% | -7.8 | $330 | $306 |
| 02 Nov 2023 | AMC | ±3.7% | -0.5% | 27→19% | -7.9 | $392 | $369 |
| 03 Aug 2023 | AMC | ±3.6% | -4.8% | 26→21% | -4.8 | -$250 | -$269 |
| 04 May 2023 | AMC | ±4.2% | +4.7% | 33→20% | -12.8 | -$28 | -$57 |
| 02 Feb 2023 | AMC | ±4.4% | +2.4% | 32→28% | -4.4 | $155 | $117 |
| 27 Oct 2022 | AMC | ±5.5% | +7.6% | 45→32% | -12.9 | -$105 | -$141 |
| 28 Jul 2022 | AMC | ±3.6% | +3.3% | 30→24% | -6.4 | $83 | $50 |