HedgingLab — Your AI Earnings Prediction Lab

Options Earnings Trades Reporting Tool

Volatility Analysis Framework

Our historical back-testing architecture focuses heavily on analyzing the spread between Implied Movements and Realized Movements around corporate earnings announcements. We isolate this volatility pricing discrepancy using two distinct mechanical options trading strategies:

Volatility Buyer

Long Straddle

Deployed when options markets underprice risk. Captures pure upside or downside breakouts when the realized earnings move exceeds the market's initial implied pricing expectations.

Volatility Seller

Short Iron Condor

Deployed when options premium is rich. Capitalizes on systemic overpricing, collecting structural decay as long as the underlying security's realized deviation stays inside the defined implied tracking boundaries.

Select Year

Select Quarter

Trade Type

LONG STRADDLE
SHORT IRON CONDOR
LONG CALL
LONG PUT

Exit Rule

Total Order History to Scan

Quarters Count

Min Trades

Minimum Stock Price

Maximum Stock Price

Only Apply to Following Symbols

My Saved Alerts

No active triggers saved.

Usage Guide

ROI Calculator & Scanner

This tool runs calculations using two execution modes based on your input parameters:

Targeted Mode: Pass a specific list of stock symbols to restrict calculations and instantly isolate the individual ROI breakdown for those assets only.
Scanner Mode: Leave the symbol list empty to auto-scan all system trades. The tool sweeps historical data to bubble up and display the absolute top ROI performers.