Earnings & Event Volatility
Expected vs realized moves, straddle backtests, IV crush, quarterly distributions
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Total Events
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Hit Rate
—
Within expected
Avg IV Crush
—
Straddle Win Rate
—
Last IV Crush
—
Expected vs realized moves, straddle backtests, IV crush, quarterly distributions
Total Events
—
Hit Rate
—
Within expected
Avg IV Crush
—
Straddle Win Rate
—
Last IV Crush
—