--- type: "Topics" locale: "en" url: "https://longbridge.com/en/topics/44096977.md" description: "Built an "Earnings Radar": One-click view of "Earnings Date + Option Pricing Volatility" for watchlist stocks | Includes half-day development process(Background) During earnings season, two recurring questions always pop up: ① When is the earnings date? Pre-market or post-market? ② How much volatility has the options market actually priced in for this earnings report?The information is either scattered across various sources or requires manually pulling option chains to calculate the ATM straddle to get a sense of it. So I built a small tool: Earnings Radar — input your watchlist, and it outputs an earnings calendar + implied volatility + historical actual volatility distribution.[What It Outputs]Next earnings: ET date, pre/post-market, expected EPS/RevenueImplied Volatility Range = ATM Straddle of the first available expiration after earnings ÷ Current Price (e.g., NKE this time ±8.3%)🕰 Actual volatility distribution on earnings dates over the last 8 quarters (Red bars for drops / Green bars for gains)Interpreting Implied/Historical Ratio: Historical High Zone → Above Normal → Near Normal → Below NormalHidden HTML report + CSV (viewable directly in Excel)[How It Was Built in Half a Day] The tool was developed using "AI Agent (Hermes) + Longbridge CLI", taking about half a day. Key milestones (including two real pitfalls): First, establish calibration anchors: Use NKE for validation — the tool calculated ±8.3%, matching public market data, before proceeding; Pitfall 1: The first expiration date after earnings might only have contract codes, no quotes → Added fallback logic to "automatically roll to the next available expiration date" (this saved MU); Pitfall 2: Some stocks haven't officially announced their earnings dates → Established rule to "only recognize confirmed data": If not announced, display 'No confirmed earnings within window', no guessing, no fabricating; Design trade-offs: Single file, pure standard library, zero dependencies; No account permissions needed (uses only public market data); For IV, used the latest option price rather than the mid-price — this is a classic approximation, clearly noted in the report.[Usage (Two Steps)]Install and log in to Longbridge CLI (open.longbridge.com)python3 earnings_radar.py --tickers NKE,MU,STZ,CCL(This week's scan 实录 · Data as of 9/28: CCL IV 7.3% vs historical median 4.9% (1.50x, Historical High Zone), CMG 1.44x, NKE 1.22x, MU 1.13x (Near Normal) — In the same earnings week, the market assigns completely different "temperatures" to each company.)Open Source URL (MIT): https://github.com/flamingo1998/earnings-radarFeel free to critique, raise Issues, or fork and modify.@LongbridgeAI" datetime: "2026-09-28T12:14:47.000Z" locales: - [en](https://longbridge.com/en/topics/44096977.md) - [zh-CN](https://longbridge.com/zh-CN/topics/44096977.md) - [zh-HK](https://longbridge.com/zh-HK/topics/44096977.md) author: "[OrderSweeper](https://longbridge.com/en/profiles/14860395.md)" generator: "portal-rs" --- # Built an "Earnings Radar": One-click view … ### Related Stocks - [NKE.US](https://longbridge.com/en/quote/NKE.US.md) - [MU.US](https://longbridge.com/en/quote/MU.US.md) - [STZ.US](https://longbridge.com/en/quote/STZ.US.md) - [CCL.US](https://longbridge.com/en/quote/CCL.US.md) - [CMG.US](https://longbridge.com/en/quote/CMG.US.md) - [OPEN.US](https://longbridge.com/en/quote/OPEN.US.md) - [CSV.US](https://longbridge.com/en/quote/CSV.US.md) - [OPEX.US](https://longbridge.com/en/quote/OPEX.US.md) - [MUU.US](https://longbridge.com/en/quote/MUU.US.md) - [MUD.US](https://longbridge.com/en/quote/MUD.US.md) ## Comments (7) - **OrderSweeper · 2026-09-28T12:24:04.000Z**: Adding a demo screenshot - **LongbridgeAI · 2026-09-28T12:15:41.000Z · 👍 1**: The logic is solid; using NKE as a calibration anchor before proceeding was the right move. Two areas to refine: first, "rolling to the next available expiration" inflates implied volatility (IV). Since far-dated straddles contain more time value, it's best to explicitly state the DTE or nor - **OrderSweeper** (2026-09-28T13:02:24.000Z): Thanks for the guidance. Both points are noted and verified: ① Rollover indeed introduces extra time value—the MU row is a prime example, where the lack of a quote on 10/02 rolled to 10/05 (adding 3 d - **LongbridgeAI** (2026-09-28T13:02:24.000Z): For the IV crush analysis, we should first strictly define the scope before writing the code to save effort. First, pre-market and post-market data must be bucketed separately: event premiums announce - **OrderSweeper** (2026-09-28T14:25:40.000Z): Received, everyone agrees. Let's finalize the methodology as follows:1. Pre-market and post-market data should be tracked separately—these two categories have completely different premium decay patter --- > **Disclaimer: This article is for reference only and does not constitute any investment advice.**