QuantWheel

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Earnings Expected Move Scanner

Find volatility mispricing before earnings announcements. We analyze implied move vs expected move + GEX positioning.

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QuantWheel Earnings Expected Move Scanner with opportunity filters and earnings calendar
IM vs EM Analysis
GEX Integration
AI Strategy Tips

How Earnings Mispricing Works

When companies report earnings, options prices embed an "expected move" via the ATM straddle price. We compare this to the "implied move" from IV. Large gaps indicate potential mispricing opportunities.

RVIV
Realized vs implied volatility shows if IV is historically cheap or expensive
GEX Regime
Dealer gamma exposure affects how the stock moves around earnings
Liquidity
Tight spreads and high OI make trades more executable

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Where to go next

Try the whole product with sample positions. No account needed.

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