An earnings calendar built for an options book rather than for an investor. A results date matters to a position twice: once for the move on the day, and once for the implied-volatility collapse that follows it. The second one takes money out of a long option even when the first goes the way you wanted.
Every upcoming F&O result carries two columns beyond the date. The first is the implied volatility on the session before the announcement, which is what the market charged for the event. The second is how far the stock actually moved on its previous results days. Side by side they answer the question worth asking before a result: is the option pricing more or less than this stock has historically delivered?
A symbol whose pre-result implied volatility has consistently exceeded its realised move is one where event premium has historically been generous to whoever sold it. A symbol whose move regularly overshoots what was priced is the reverse. Neither is a forecast of the next result. It is a base rate assembled from very few observations: a company reports four times a year, and only the quarters it spent inside the F&O segment are in the table.
The volatility crush is the part that catches people. Implied volatility rises into a known event because the contract has to carry it, then falls as soon as the uncertainty is resolved, usually inside the first minutes of trading after the announcement. A long option bought the day before can be worth less the next morning with the stock up, because the move delivered was smaller than the move already paid for.
Use it in both directions. Forward, to see which of your open positions have a result falling inside their expiry. Backward, to check whether a symbol sitting well above its baseline on the implied-volatility chart is pricing a scheduled event rather than being repriced outright. The calendar states what is scheduled and what happened before; it is analytics, not a view on either.
Filter the calendar to the current week and it lists the F&O symbols with announced board meetings for results in that window. Dates come from company announcements and can be revised, so a date more than a few days out is a plan rather than a fixture. Check again before you let a position run into one.
Implied volatility crushed. The option was priced for an uncertain event, and once the result was out the uncertainty disappeared, usually within minutes of the open. If the move delivered is smaller than the move that was already paid for, the premium falls even though the direction was right. Near expiry the effect is larger.
Because the option has to carry a known event inside its remaining life, and the range of outcomes on a results day is wider than on an ordinary session. Sellers price that in, buyers accept it, and the premium holds until the announcement resolves it. The calendar shows that pre-result level next to what the stock actually did last time.
Yes, and more often than people expect. A company announces a board meeting date, then moves it by a day or more, occasionally at very short notice. For an options position that shift can push the event outside the expiry you were holding, or pull it inside one you thought was clear, so the date is worth re-checking close to the event.
There is no general answer; it is a property of the individual symbol, and that is what the historical move column is for. Some names routinely move several times what an ordinary session delivers, others barely react. Compare that record against the pre-result implied volatility rather than against any market-wide rule of thumb.
Analytics only. Not investment advice. Last updated .