alphagbm-earnings-crush
Installation
SKILL.md
AlphaGBM Earnings IV Panel
Everything you need for earnings week — historical IV crush + forward-looking implied move + IV Rank strategy recommendation + a priced Iron Condor centered on the implied move — in a single API call.
What This Skill Does
| Concept | Description |
|---|---|
| IV Crush | The sharp drop in implied volatility after an earnings announcement |
| Average Crush % | Mean IV decline from pre-earnings peak to post-earnings trough (last 8 quarters) |
| Implied Move ±X% | What options are pricing the earnings move to be, derived from ATM IV × √(DTE/365) |
| IV Rank | Current ATM IV percentile vs 20-day HV over 2y — drives strategy recommendation |
| Strategy Recommendation | IV Rank > 70 → short-IV plays (Iron Condor); < 30 → directional (Long Call/Put); 30-70 → wait |
| Iron Condor Quote | Ready-to-trade 4-leg spread with short strikes at ±1× implied move, concrete credit / max profit / max loss / breakevens |
| Historical comparison | How implied move compared to actual move across past 8 earnings |