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📈 Chart Guide: Each point represents an earnings date. The error bars show the 1st percentile, Mean, and 99th percentile of realized volatility for that event. The red dashed line shows the weighted average (wAVG).
📋 Earnings Data
ℹī¸ Tuple values: Each tuple shows (1st %ile, Mean, 99th %ile) of realized volatility. AVG = simple average, wAVG = time-weighted average (recent events weighted more heavily).
📊 PostE Calc: Enter volatility parameters for FAIR and LARGE SELL scenarios to calculate theoretical vol surfaces. Enter DTEs and Week Names (comma-separated), then input vol levels for each scenario.

📅 Term Structure

FAIR Scenario

FAIR

LARGE SELL Scenario

SELL

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🔍 Competitors Analysis: Find tickers with similar volatility behavior patterns. The correlation is based on move categories (BigUp, MedUp, SmallUp, BigDn, MedDn, SmallDn), volatility categories (SmallMove, MedMove, BigMove), and continuous vol correlation.

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🚧 More Features Coming Soon

Additional analysis tools and visualizations will be added here.