What is this?
The above graph is today’s earnings after market close, and tomorrow’s earnings before market open. It has been narrowed down to only those earnings with weekly options. It also shows the difference between this weeks option chain and next weeks options to isolate the earnings event volatility. The larger the circle, the larger the market cap. The colors indicate event volatility. This is really designed to use the earnings strategies that we typically use at Predicting Alpha, but I’m sure there are many other uses.