Our platform helps you find the best candidates and calibrate positions for IV rush strategy.

If you're new to this strategy, read this.

Implied vs Past Average

As you know, the implied move often ends up being close to the past average move on earnings.

Therefore, a good filter for identifying potential IV rush opportunities is to focus on stocks where the current implied move is lower than the past average move on earnings.

In such cases, there's a good chance that IV will increase as earnings approach, inflating the current implied move to catch up .

To find such stocks:

• Start on the home screen calendar.
• Select the option to view the full week.
• Choose to display only stocks with liquid options,
• Toggle the undervalued section, to keep only stocks where the current implied move is lower than the past average move.
• Sort the table by highest Average Move.
• Look for stocks with biggest differences between the implied and past average move - here ZM and ROST stand out.

Pre-ER Moves Importance

Another factor that contributes to IV rush positions is stock movement the day before an earnings release.

We want not only stocks with the lowest implied moves compared to their historical average, but also those with significant stock movements the day before earnings.