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The Earnings Playbook

Options strategies built around earnings announcements. How to use implied volatility, expected moves, and probability to structure trades that profit from the volatility crush after earnings.

The Earnings Trader's Playbook: Expected Move, IV Crush, and Sizing

Jul 9, 2026

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7 min read

The Earnings Trader's Playbook: Expected Move, IV Crush, and Sizing

A practitioner's framework for trading earnings using expected move, implied volatility, and disciplined position sizing. Trade the reaction, not the report.

NVDA Earnings Follow-Up: Walkthrough of the IV Crush, the Exit Math, and the Discipline Traps After a Win.

May 21, 2026

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8 min read

NVDA Earnings Follow-Up: Walkthrough of the IV Crush, the Exit Math, and the Discipline Traps After a Win.

NVDA earnings iron condor closed for 15.88% return on capital in 18 hours. Inside the IV crush math, the skew unwind, and three mistakes to resist after a win.

NVDA Earnings Tonight: A Pre-Earnings IV Crush Trade Walkthrough

May 20, 2026

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8 min read

NVDA Earnings Tonight: A Pre-Earnings IV Crush Trade Walkthrough

An educational walkthrough using live data, not a trade recommendation.

Earnings Risk Management: How to Navigate Earnings Season Without Blowing Up Your Portfolio

Apr 28, 2026

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8 min read

Earnings Risk Management: How to Navigate Earnings Season Without Blowing Up Your Portfolio

Seven rules for navigating earnings season: close unintentional exposure, size at 1-2%, stagger trades, expanded cash reserves, morning-after protocol. Turn the most dangerous period in a premium seller's calendar into the most profitable.

The Pre-Earnings IV Crush Trade: Selling Volatility Before the Announcement

Apr 4, 2026

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16 min read

The Pre-Earnings IV Crush Trade: Selling Volatility Before the Announcement

IV overestimates earnings moves by 15-20%. Learn to sell inflated premium 1-3 days before announcements using iron condors placed outside the expected move, with 6 risk rules for binary events.

Mar 4, 2026

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13 min read

Earnings Season Options Trade: A Step-by-Step Guide

Learn Andy Crowder's 5-step earnings options framework: liquidity, IV rank, expected move, historical behavior, and iron condor setup with real Visa trade numbers.

The Earnings Playbook: November 24-28, 2025

Nov 21, 2025

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6 min read

The Earnings Playbook: November 24-28, 2025

A probability-driven look at volatility, expectations, and opportunity during earnings season.

The Earnings Playbook: November 17-21, 2025

Nov 16, 2025

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5 min read

The Earnings Playbook: November 17-21, 2025

A probability-driven look at volatility, expectations, and opportunity during earnings season.

The Earnings Playbook: November 10-14, 2025

Nov 7, 2025

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5 min read

The Earnings Playbook: November 10-14, 2025

A probability-driven look at volatility, expectations, and opportunity during earnings season.

The Earnings Playbook: November 3-7, 2025

Nov 2, 2025

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5 min read

The Earnings Playbook: November 3-7, 2025

A probability-driven look at volatility, expectations, and opportunity during earnings season.

The Earnings Playbook: October 27-31, 2025

Oct 24, 2025

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5 min read

The Earnings Playbook: October 27-31, 2025

A probability-driven look at volatility, expectations, and opportunity during earnings season.

Position Sizing and Risk Management, Surviving the Outliers

Oct 12, 2025

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4 min read

Position Sizing and Risk Management, Surviving the Outliers

Earnings trades carry fat-tail risk, those rare, extreme moves that can wipe out weeks of steady profits. Learn how professional options traders use precise position sizing, defined-risk structures, and disciplined frameworks to cap losses and survive outliers while maintaining high-probability consistency.

The Earnings Playbook: October 13-17, 2025

Oct 10, 2025

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5 min read

The Earnings Playbook: October 13-17, 2025

A probability-driven look at volatility, expectations, and opportunity during earnings season.

The Statistical Edge of Earnings Season: Turning Volatility Into Opportunity

Oct 7, 2025

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9 min read

The Statistical Edge of Earnings Season: Turning Volatility Into Opportunity

Learn how to trade earnings announcements using a probability-based approach. Discover how to use implied volatility, expected move, and iron condors to profit from the volatility crush that follows every report, without guessing direction.

Why Earnings Trades Beat 0DTE: A Smarter Way to Use Volatility to Your Advantage

May 4, 2025

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12 min read

Why Earnings Trades Beat 0DTE: A Smarter Way to Use Volatility to Your Advantage

Why structured earnings trades using implied volatility crush beat 0DTE options for consistent income. 5 strategies, the IV edge, and a repeatable framework.

Earnings Season Options Strategy: How to Trade Expected Moves with High Probability Setups

Apr 10, 2025

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9 min read

Earnings Season Options Strategy: How to Trade Expected Moves with High Probability Setups

Discover a framework for trading short-term options around earnings announcements using expected moves, disciplined position sizing, and volatility analysis.