Earnings Analytics API - Calendar, Expected Move, IV Crush, VRP - FlashAlpha Lab API
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Lab API Earnings

Earnings Analytics API

Earnings-event analytics derived from the upcoming/historical earnings calendar plus live options term structure: the calendar, expected-move decomposition, IV-crush expectations, post-earnings VRP, event-scoped dealer positioning, and strategy-suitability scoring.

Earnings Event Analytics

The /v1/earnings/* family combines the upcoming and historical earnings calendar with the live options term structure. It covers the earnings calendar, earnings-implied expected-move decomposition, IV-crush expectations, post-earnings VRP (implied vs. realized event moves), dealer positioning scoped to the event expiry, and strategy-suitability scoring.

Earnings event data (dates, EPS/revenue actuals, fiscal periods, importance) is sourced from Finnhub; live IV, term structure, and exposure are computed from the on-demand options pipeline.

Endpoints

Calendar & event analytics (Growth+)

The forward calendar and per-symbol event metrics for expected move, realized history, and IV crush.

GET /v1/earnings/calendar

Upcoming earnings calendar over a forward window, optionally filtered to specific symbols and a minimum importance rating.

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GET /v1/earnings/expected-move/{symbol}

Live earnings-implied move decomposition for the next event, splitting the front-expiry straddle into the earnings-jump component vs. baseline diffusion drift.

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GET /v1/earnings/history/{symbol}

Past earnings events with EPS/revenue actuals and surprises, implied vs. actual moves, and realized IV crush.

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GET /v1/earnings/iv-crush/{symbol}

Expected IV crush for the next event plus the symbol's historical IV-crush distribution (median, percentiles, best/worst).

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Advanced event signals (Alpha+)

VRP richness, event-scoped dealer positioning, strategy scoring, and the cross-sectional screener.

GET /v1/earnings/vrp/{symbol}

Earnings volatility-risk-premium: the live event-implied move vs. the symbol's realized history of actual moves, with a richness assessment and surprise-reaction breakdown.

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GET /v1/earnings/dealer-positioning/{symbol}

Dealer exposure scoped to the earnings event: gamma flip and walls on event-week expiries, net GEX bucketed by pre/event/post, charm acceleration, and top strikes by net GEX.

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GET /v1/earnings/strategies/{symbol}

Strategy-suitability scores (0-100) for the upcoming event across common earnings structures, blending implied move, VRP premium ratio, expected IV crush, ATM liquidity, and the gamma regime.

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GET /v1/earnings/screener

Cross-sectional screener over upcoming earnings in a forward window, ranked by VRP richness, cheapest implied move, highest historical crush, or importance.

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Common Use Cases

  • Scan the forward window from /v1/earnings/calendar to build a watchlist of upcoming reports filtered by importance
  • Read the earnings-jump component from expected-move to size a straddle or strangle against the market's implied move
  • Compare the live event-implied move to realized history via the vrp richness assessment before selling premium into a report
  • Pull expected and historical IV-crush percentiles from iv-crush to judge how much vol collapse a short-vol structure can harvest
  • Check event-week gamma flip and walls from dealer-positioning to anchor expected pin and range around the print
  • Rank a calendar of names with /v1/earnings/screener by VRP richness, cheapest implied move, or highest historical crush

Related reading

Complementary endpoints

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