Research desk
Crush research
Mechanics of the post-earnings premium collapse — and how to rehearse the trade before the print.
2026-09-29
What Is IV Crush (and Why Earnings Creates It)
Volatility is rented, not bought — the mechanics of the post-earnings premium collapse.
2026-09-29
Five Rules for Selling Earnings Premium
When the crush is priced in and when it's a trap — with the paper-trade rehearsal checklist.
2026-09-29
Paper-Trade the Crush on Stock Picks Before Sizing
A rehearsal loop for short-premium earnings week without inventing a live fill fantasy.
2026-09-29
Micron IV into Wed AMC: Crush Patterns After Mega-Guide Prints
How single-name IV usually behaves into a high-stakes AMC semiconductor print — and what June's mega-guide implies for the crush.
2026-09-29
Expected Move vs. Realized Move: The Crush Edge
How to read the ATM straddle against historical post-print ranges — and when the premium is truly rich.
2026-09-28
Skew into MU: What Put Demand Usually Does into Semis
How put skew typically builds into semiconductor prints — and when call demand flips the surface.
2026-09-28
Why Calm VIX (~15) Still Matters for Single-Name Earnings IV
Index vol is sleepy near 15 while Micron, Nike, and Carnival still price event premium — how to read the split.
2026-09-28
Calendar Spreads Through Earnings: Trading the Term Structure
Short the event expiry, long the back month — when the IV differential is the trade, and when a gap ruins it.
2026-09-27
Post–Triple Witching: Less Index Gamma, More Event Vol
After quarterly expiry, dealer gamma cushions thin out — earnings week becomes a single-name story.
2026-09-26
Nike vs Micron: Comparing Term Structure into Two Events
Same week, different sessions — how BMO/consumer vs AMC/semis show up on the vol term structure.
2026-09-25
MOVE vs VIX Divergence — Rates Shock, Equity Vol Sleep
When bond vol spikes while equity vol naps, earnings IV still has to stand on its own.
2026-09-24
How to Score Rich vs Cheap IV Rank Pre-Earnings
A practical checklist for labeling elevated, watch, rich, fair, and cheap into known prints.
2026-09-23
Carnival Leisure Names: Seasonal IV Quirks
CCL prints Tuesday — why leisure event vol behaves differently from megacap tech.
2026-09-22
Expected Move Math Traders Actually Use the Night Before
Straddle mid, 16-delta wings, and why the night-before number is a ceiling not a prophecy.