Earnings & event volatility

Know how rich the earnings move is priced, before you trade it.

Single-name VRP, IV rank and the straddle-implied expected move tell you whether the print is over- or under-priced, so you size into earnings instead of getting run over by IV crush.

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Implied vs realized vol NVDA

Implied vol (IV)22.4%

Realized vol (HV20)15.1%

VRP +7.3 · 86th pct rich: selling favored

📘 Complete guide Complete Guide to Trading Earnings Volatility The earnings-vol playbook: IV ramp and crush, expected move, single-name VRP, worked NVDA/AAPL examples, and the kinks. 18 min read Read the guide →

Same JSON live & historical

No lookahead bias

REST + Python/JS/C#/Go/Java SDKs

6,000+ tickers, computed per-tick

The problem

What the usual options data leaves you fighting

You sell into earnings and get run over by an IV move you didn't size.

Headline IV looks high, but you can't tell if it's rich versus this name's own history.

You need the market-implied expected move and where price tends to pin, in one place.

What FlashAlpha gives you

Single-name VRP behaves very differently around earnings than index VRP, which is exactly when sizing matters most. Combine VRP percentiles, IV rank and the straddle-implied expected move to price the print before you trade it.

The endpoints you'll call

Implied / realized vol & IV rank GET /v1/volatility/NVDA Growth Volatility risk premium GET /v1/vrp/NVDA Alpha Max pain & expected move GET /v1/maxpain/NVDA Basic

One call, ready to use

curl -H "X-Api-Key: YOUR_KEY" \
  "https://lab.flashalpha.com/v1/vrp/NVDA"

{
  "symbol": "NVDA",
  "vrp": {
    "z_score": 1.8,
    "percentile": 92,
    "assessment": "rich"
  }
}

Go deeper

Earnings vol 2 articles

IV crush around earnings explained Single-stock VRP: earnings vs SPY index

Timing & sizing 2 articles

IV rank vs IV percentile: which to use Realized vs implied volatility risk premium

Add it to your AI assistant

FlashAlpha ships a persona-scoped MCP connector tuned for this workflow. Add it to Claude, Cursor, or any MCP client and ask in plain English - it exposes the same full FlashAlpha toolset, framed for this trading style.

OAuth (claude.ai web, Cursor)

https://lab.flashalpha.com/mcp-oauth/earnings

apiKey (Claude Desktop, CLI)

https://lab.flashalpha.com/mcp/earnings

Connect in 3 steps

claude.ai (web/desktop): open Settings → Connectors → Add custom connector, paste the OAuth URL above, click Add, then sign in (email/password or Google) and Allow.
Cursor: click Add to Cursor below (OAuth completes in-browser, no key paste).
Claude Desktop / CLI: use the apiKey URL with your FlashAlpha key, e.g. claude mcp add flashalpha-earnings --transport http https://lab.flashalpha.com/mcp/earnings.

Need the full walkthrough with screenshots and troubleshooting? Read the step-by-step setup tutorial. No key yet? Grab a free one on the pricing page.

Add to Cursor Open Claude Connectors Setup tutorial All connectors

Live in three steps

Grab your API key

Call the endpoint

One GET request per ticker returns computed analytics, no rebuilding greeks or exposure yourself.

Wire it in

Drop it into your dashboard, model or backtest. Live and historical share one response shape.

Questions, answered

Does VRP work on single names or just the index?

Both, and single-name VRP behaves very differently around earnings than index VRP, which is exactly when sizing matters most.

How do I see the expected move into a print?

The max pain endpoint returns the straddle-implied expected move and ATM IV, so you can read the market-implied move directly without building it from the chain.

Is there a persona MCP connector for earnings?

Yes. Add https://lab.flashalpha.com/mcp-oauth/earnings (or /mcp/earnings with an apiKey) and your AI assistant gets the same FlashAlpha toolset framed for earnings-vol work.

Recommended plan

Growth $239/mo

billed annually ($2,868/yr)

Growth covers IV rank and full volatility data; Alpha adds VRP z-scores and percentiles so you can tell whether the earnings premium is genuinely rich before you sell it.

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